param_invfdir.m

用于模拟时变非平稳的ARMA过程

function Ckl= param_invfdir(FDIRkl, FDIRkL)
% function Ckl= param_invfdir(FDIRkl, FDIRkL)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   3;
LAR  =   2;
MMA  =   4;
LMA  =   3;
N    =  64;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
Cml= Bml;
%Cml= [1; 2; 3];
[M, L]= param_dim(Cml);
Ckl0= fft([zeros(2*L+1, N/2) Cml zeros(2*L+1, N/2-M-1)].').';
[FDIRkl, FDIRkL]= param_fdir(Cml, N);
k= 0;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
N= size(FDIRkl, 2);
L= size(FDIRkl, 1)/2;

Ckl= [];
for k= 0:N-1
   p= poly(FDIRkl(:, k+1));
   Ckl= [Ckl p.'];
end;

Ckl= Ckl.*(ones(2*L+1, 1)*FDIRkL);
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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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energy(Ckl-Ckl0)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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