param_itconv.m

用于模拟时变非平稳的ARMA过程

function Bml= param_itconv(BML11, N, beta)
% function Bml= param_itconv(BML11, N, beta)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the twisted convolution of the (1, 1) systems in BML11. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm;
MAR  =   1;
LAR  =   1;
MMA  =   1;
LMA  =   1;
N    = 128;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
beta = 1/2;
BML11= zeros(3, 2, 2);
BML11(:, :, 1)= Aml;
BML11(:, :, 2)= Bml;

Cml= param_tconv(Aml, Bml, N, beta);
%[BML11, Pre, Post, NrIter]= param_fact(Cml, N, beta);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

I= size(BML11, 3);

Bml= BML11(:, :, 1);
for ii= 2:I
   Bml= param_tconv(Bml, BML11(:, :, ii), N, beta);
end;