param_expand_kl.m

用于模拟时变非平稳的ARMA过程

function Ckl= param_expand_kl(Cml, N)
% function Ckl= param_expand_kl(Cml, N)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Expands the TFAR/MA coefficient matrix Cml into frequency-varying 
% parameter matrix Ckl. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   2;
LAR  =   1;
MMA  =   5;
LMA  =   3;
N    =  64;
re_im= 'i';
mo_no= 'm';
tfpm_file_gen;
%-------------
Cml= Aml;
alpha= 1/2;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
[M, L]= param_dim(Cml);
Ckl= fft([Cml*N zeros(2*L+1, N-M-1)].').';

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(98);plot(real(Ckl).')
figure(99);plot(imag(Ckl).')
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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