tfpm_res.m

用于模拟时变非平稳的ARMA过程

function [pm, sm]= tfpm_res(bm, am)
% function [pm, sm]= tfpm_res(bm, am)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the poles and residuals of a proper rational monic
% function. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;%tfpm;
bm= [1 -1/4];am= [1 -1/6 -1/6];
bm= [1 -1/8 -1/32];am= [1 1/3 -1/4 -1/12];

bm= fliplr(bm);bm= bm/bm(1);
am= fliplr(am);am= am/am(1);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
[sm, pm, km]= residue(bm, am);
pm= 1./pm;