tfarma_est_lin.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 51 行

function BB= tfarma_est_lin(y, Psi, Aml, MMA, LMA, Mlong, Llong)
% function BB= tfarma_est_lin(y, Psi, Aml, MMA, LMA, Mlong, Llong)
%   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;
N    = 256;
MAR  =   4;
LAR  =   1;
MMA  =   3;
LMA  =   1;
re_im= 'r';
mo_no= 'n';
tfpm_file_gen;
%-------------
alpha= 1/2;
beta= 1/2;
Mlong= 3*MMA;
Llong= LMA;
Psi= ones(N);%tf_multiwin(N, 3*Mlong, 4*Llong, 0, 2, 1);
e0= randn(N, 1);
u0= tfarma_gen(e0, 1, Bml, beta);
y= tfarma_gen(u0, Aml, 1, beta);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions
N= length(y);

% Residual TFMA process
u= tfarma_inv(y, Aml, 1);

auu= fft(corr_est(u, u, -1, 1/2));
auu= [auu(N/2+1:N, :)  ; auu(1:N/2, :)  ].*conj(Psi);
BB= tfma_est_lin(u, auu, Psi, MMA, LMA, Mlong, Llong);
%max(max(abs(param_tdir(BB(:, :, end), N))))
%plot(abs(param_tdir(BB(:, :, end), N)))

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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param_norm(BB(:, :, end), Bml, 1)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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