tfpm_simu_generate_tfar0.m

用于模拟时变非平稳的ARMA过程

[MAR, LAR]= param_dim(par);
Aml= [[zeros(LAR, 1); 1; zeros(LAR, 1)] par(:, 1:end-1)];
Bml= par(:, end);
x= tfarma_gen(randn(N, 1), Aml, Bml, 1/2);
v= sqrt(variance)*randn(N, 1);
y= x+v;