param_stack.m

用于模拟时变非平稳的ARMA过程

function [CFmn, CF0n, CFlk, CFLk]= param_stack(Cml, N)
% function [CFmn, CF0n, CFlk, CFLk]= param_froots(Cml, N)
%   This file is part of the TFPM toolbox v0.9 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes root locations (time-depenent frequency-roots resp. 
% frequency-dependent time-roots) of the TF parameters Cml. CF0n
% resp. CFLk is the normalization, so that we work with monic
% Cml. We treat Cml as a polynomial in 1/z and as polynomial in u: 
% P(u, z)= sum_m sum_l Cml u^l z^{-m}, 
% P[n, z)= CF0n prod_m(1-CFnm/z), normalized to c_0[n], 
% P(u, k]= CFLk prod_l(u-CFlk)  , normalized to c_L[k]. 

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clear;%tfpm;
MAR  =   0;
LAR  =   0;
MMA  =   3;
LMA  =   2;
N    = 128;
re_im= 'i';
mo_no= 'm';
tfpm_file_gen;
%-------------

%[MAR, LAR]= param_dim(ALTI);Aml= ALTI;Amn= ones(N, 1)*ALTI;
%[MMA, LMA]= param_dim(BLTI);Bml= BLTI;Bmn= ones(N, 1)*BLTI;

Cml= Bml;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
[M, L]= param_dim(Cml);

% TD parameters:
Cmn= param_expand(Cml, N, 'exp');

% TDFR:
CFmn= [];
CF0n= [];
for n= 0:N-1
   cf0= Cmn(n+1, 1);
   r= roots(Cmn(n+1, :)/cf0);
   CFmn= [CFmn; r.'];
   CF0n= [CF0n; cf0];
end;

% FD parameters:
Clk= fft([Cml zeros(2*L+1, N-M-1)].').';

% FDTR:
CFlk= [];
CFLk= [];
for k= 0:N-1
   cfL= Clk(2*L+1, k+1);
   r= roots(Clk(:, k+1)/cfL);% MAYBE STILL WRONG!!!!!!!!
   CFlk= [CFlk 1./conj(r)];
   CFLk= [CFLk cfL];
end;

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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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