tfarma_sprf.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 43 行

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function Salpha= tfarma_sprf(Aml, Bml, N, alpha)% function Salpha= tfarma_sprf(Aml, Bml, N, alpha)%   This file is part of the TFPM toolbox v1.0 (c)%   michael.jachan@tuwien.ac.at and underlies the GPL.% % Computes the spreading function of an underspread TFARMA model. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%clear;tfpm;MAR  =   0;LAR  =   0;MMA  =   5;LMA  =   3;N    =  64;re_im= 'r';mo_no= 'm';tfpm_file_gen;%-------------alpha= 1/2;Anm= param_expand(Aml.*param_phase(MAR, LAR, N, alpha), N);Bnm= param_expand(Bml.*param_phase(MMA, LMA, N, alpha), N);H= ker_to_lag(tvarma_impr(Anm, Bnm), -1, alpha);S= nm_to_ml(H);figure(97);mesh(abs(S))%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%Halpha= tfarma_impr(Aml, Bml, N, alpha);Salpha= nm_to_ml(Halpha);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%figure(98);mesh(abs(Salpha))figure(99);mesh(abs(S-Salpha))%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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