tfma_sid_tfywu.m

用于模拟时变非平稳的ARMA过程

function BB= tfma_sid_tfywu(Ayy, Aey, LMA, alpha)
% function BB= tfma_sid_tfywu(Ayy, Aey, LMA, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% System identification of TFMA(MMA, LMA; alpha) systems with MMA=
% MAXLAG of Ayy or Aey. The used estimator is the underspread TFYW
% method.

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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  =   0;
MMA  =   5;
LMA  =   1;
N    = 256;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
alpha= 1/2;
beta = 1/2;

Ayyalpha= tfarma_ambi(Aml, Bml, N, alpha);
Ayy= Ayyalpha(:, N/2-MMA+1:N/2+MMA+1);

Ryealpha= tfarma_impr(Aml, Bml, N, alpha);
Rye= Ryealpha(:, N/2-MMA+1:N/2+MMA+1);
Rey= fliplr(conj(Rye));
Aey= fft(Rey);
Aey= [Aey(N/2+1:N, :); Aey(1:N/2, :)];

e= randn(N, 1);
y= tfarma_gen(e, Aml, Bml, beta);
Ryy=corr_est(y, y, -1, 1/2);
Ayy=fft(Ryy);
Ayy=[Ayy(N/2+1:N,:);Ayy(1:N/2,:)];
Ayy= Ayy(:, N/2-MMA+1:N/2+MMA+1);
[AAlong, BBlong]= tfar_est_tfywu(Ayy(N/2-2*MMA+1:N/2+2*MMA+1, :), N);
ehat= tfarma_inv(y, AAlong(:, :, end), BBlong(:, :, end));
Rey=corr_est(ehat, y, MMA, 1/2);
Aey=fft(Rey);
Aey=[Aey(N/2+1:N,:);Aey(1:N/2,:)];
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions
MMAmax= (size(Ayy, 2)-1)/2;
LL    = 2*LMA+1;
N     = size(Ayy, 1);

% The output
BB= zeros(LL, MMAmax+1, MMAmax+1);

% Fill the Toeplitz/block-Toeplitz generator rPM and the RHS BM
rPM= [];
for mu= MMAmax:-1:-MMAmax%This is the right one;)
   rPM= [rPM; fliplr(Aey(N/2-LL+2:N/2+LL, MMAmax+mu+1).')];
end;

BM = [];
for m= 0:MMAmax
   BM= [BM; Ayy(N/2-LMA+1:N/2+LMA+1, MMAmax+m+1)];
end;

% Solve the system
AM= invert_waxkailath(rPM, BM);

% Reshape AM to BB
for k= 1:MMAmax+1
   Bml_e= reshape(AM(1:LL*k, 1, k), LL, k);
   BB(:, :, k)= [Bml_e zeros(LL, MMAmax+1-k)];
end;

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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, 0)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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