btoep.m

用于模拟时变非平稳的ARMA过程

function T= btoep(t)
% function T= btoep(t)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates a PxP block Toeplitz matrix T using the (M x M(2P-1))
% matrix sequence t.

PP= size(t);
M= PP(1);
P= (PP(2)/M+1)/2;
T= zeros(P*M);
for i= 1:P
   for j= 1:P
      T((i-1)*M+1:i*M, (j-1)*M+1:j*M)= t(:, (P-1+j-i)*M+1:(P+j-i)*M);
   end;
end;