tfarma_est_ceps1.m

用于模拟时变非平稳的ARMA过程

function B= tfarma_est_ceps1(y, Psi, Aml, MMA, LMA)
% function B= tfarma_est_ceps1(y, Psi, Aml, MMA, LMA)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm;
N    = 256;
MAR  =   2;
LAR  =   2;
MMA  =   1;
LMA  =   2;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
beta= 1/2;
Psi= tf_multiwin(N, 3*MMA, 4*LMA, 0, 2, 1);
e0= randn(N, 1);
u0= tfarma_gen(e0, 1, Bml, beta);
y= tfarma_gen(u0, Aml, 1, beta);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% 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);
[B, REG, PMIN]= tfma_est_cepsb(auu, MMA, LMA);

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