block_exchange.m

用于模拟时变非平稳的ARMA过程

function E= block_exchange(M, L)
% function E= block_exchange(M, L)
%   This file is part of the TFPM toolbox v0.9 (c)
%   [e-mail] and underlies the GPL.
% 
% Deliveres a block matrix with the block-antidiagonal filled with
% MxM unity matrices. 

E= zeros(M*L);
for l= 1:L
   E( (l-1)*M+1:l*M, (L-l)*M+1:(L-l+1)*M )= eye(M);
end;