tfarma_wvsp.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 56 行

function Palpha= tfarma_wvsp(Aml, Bml, N, alpha)
% function Palpha= tfarma_wvsp(Aml, Bml, N, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the PSD of an underspread TFARMA model. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   0;
LAR  =   0;
MMA  =   2;
LMA  =   2;
N    =  64;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
%Bml= [1 1]

Amn= param_expand(Aml.*param_phase(MAR, LAR, N, alpha), N);
Bmn= param_expand(Bml.*param_phase(MMA, LMA, N, alpha), N);
H= tvarma_impr(Amn, Bmn);
R= ker_to_lag(H*H', 0, alpha);
P= nm_to_nk(R);
figure(97);mesh(abs(P))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
[MAR, LAR]= param_dim(Aml);
[MMA, LMA]= param_dim(Bml);

LTFMA= param_weyl(Bml.*param_phase(MMA, LMA, N, alpha), N, alpha);
LTFAR= param_weyl(Aml.*param_phase(MAR, LAR, N, alpha), N, alpha);

RELMIN= 1e-3;
ABSMIN= RELMIN*max(max(abs(LTFAR)));

LTFARsat= LTFAR.*(1-(abs(LTFAR)<ABSMIN));
LTFARsat= LTFARsat+ABSMIN*(LTFARsat==0);
Palpha= LTFMA.*LTFMA'.'./( LTFAR.*LTFAR'.' );

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(98);mesh(abs(Palpha))
figure(99);mesh(abs(P-Palpha))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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