lag_to_ker.m

用于模拟时变非平稳的ARMA过程

function H= lag_to_ker(Halpha, alpha)
% function H= lag_to_ker(Halpha, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
%
% A 2D cyclic generalized signal Halpha[n, m], 0 <= n <= N-1,
% -MAXLAG <= m <= MAXLAG is given. Its normal cyclic form H[n, n'],
% 0 <= n, n' <= N-1 is computed. alpha may only be +/-1/2! 

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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  =   0;
LMA  =   0;
N    =   8;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
MAX_M_LAG= -1;
H0= (ones(N, 1)*(1:N)*10)' + ones(N, 1)*(1:N);
H0= randn(N);
H0= H0*H0';
Halpha= ker_to_lag(H0, MAX_M_LAG, alpha);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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[N, MAX_M_LAG]= size(Halpha);
if(N~=MAX_M_LAG)
   MAX_M_LAG= (MAX_M_LAG-1)/2;
   Halpha= [zeros(N, N/2-MAX_M_LAG) Halpha zeros(N, N/2-MAX_M_LAG-1)];
end;

H= zeros(N);
if(alpha==1/2)
   for n= 0:N-1
      row= [Halpha(n+1, n+2:N) Halpha(n+1, :) Halpha(n+1, 1:n)];
      H(n+1, :)= fliplr(row(N/2+1:3*N/2));
   end;
elseif(alpha==-1/2)
   for n= 0:N-1
      row= [Halpha(n+1, N-n+1:N) Halpha(n+1, :) Halpha(n+1, 1:N-n-1)];
      H(:, n+1)= row(N/2+1:3*N/2).';
   end;   
else
   disp('lag_to_ker.m: alpha must be +1/2 or -1/2!');
   Halpha= [];
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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H-H0
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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