proof210.m

用于模拟时变非平稳的ARMA过程

clear;tfpm;
N    =  64;
MAR  =   1;
LAR  =   1;
MMA  =   1;
LMA  =   1;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;

al1= 1/2;
al2= -1/2;

L1= tfarma_weyl(Aml, Bml, N, al1);
L2= tfarma_weyl(Aml, Bml, N, al2);
delta1= L1-L2;

S= tfarma_sprf(Aml, Bml, N, al1);
[m11, M11]= sf_moments(S, 1, 1);

bound= 2*pi/N*abs(al1-al2)*m11*sum(sum(abs(S)))/N;


[max(max(abs(delta1))) bound]


%2

sum(sum(abs(delta1).^2))