param_compress_kl.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 43 行

function Cml= param_compress_kl(Ckl, M)
% function Cml= param_compress_kl(Ckl, M)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Compresses TVAR/MA parameters Ckl into TFAR/MA coefficient matrix
% Cml.

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   0;
LAR  =   1;
MMA  =   0;
LMA  =   1;
N    =  64;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
Ckl= param_expand_kl(Bml, N);
M= MAR;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
NM= size(Ckl);
N= NM(2);
L= (NM(1)-1)/2;

Cml= ifft(Ckl.').'/N;
Cml= Cml(:, 1:M+1);

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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max(max(abs(Cml-Aml)))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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