tfpm_simu_defpos_tfar.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 51 行

SPOS= [
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A(:, :, end), N, .98, 2);estimate= [As(:, 2:end) B(:, :, MAR)];estistat= ss;')
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A(:, :, end), N, .98, 2);estimate= [As(:, 2:end) B(:, :, MAR)];estistat= ss;')
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A           , N, .98, 2);estimate= [As(:, 2:end) B           ];estistat= ss;')
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A           , N, .98, 2);estimate= [As(:, 2:end) B           ];estistat= ss;')
    sprintf(...
'                                                           estimate= [A(:, 2:end)  B           ];estistat= ss;')
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A           , N, .98, 2);estimate= [As(:, 2:end) B           ];estistat= ss;')
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A(:, :, end), N, .98, 2);estimate= [As(:, 2:end) B(:, :, MAR)];estistat=  0;')
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A           , N, .98, 2);estimate= [As(:, 2:end) B           ];estistat= ss;')
    sprintf(...
'                                                           estimate= [A(:, 2:end)  B           ];estistat=  0;')
    sprintf(...
'[As, l1, ss, l2]= param_stabilize(A           , N, .98, 2);estimate= [As(:, 2:end) B           ];estistat= ss;')
];
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
SPOS= [
    sprintf(...
'estimate= [A(:, 2:end, MAR) B(:, :, MAR)];estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end, MAR) B(:, :, MAR)];estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end) B];                estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end) B];                estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end) B];                estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end) B];                estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end, MAR) B(:, :, MAR)];estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end) B];                estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end) B];                estistat= 0;')
    sprintf(...
'estimate= [A(:, 2:end) B];                estistat= 0;')
];
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%