param_rank1.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 39 行

function Dml= param_rank1(Cml, N, alpha)
% function Dml= param_rank1(Cml, N, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Finds the rank-one system Dml closest to Cml. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm;
MAR  =   7;
LAR  =   5;
MMA  =   2;
LMA  =   2;
N    =  64;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
alpha= 1/2;
Cml= Bml;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% Dimensions
[M, L]= param_dim(Cml);

CLTI= Cml(L+1, :);
CLFI= Cml(:, 1);
CLFI= CLFI/CLFI(L+1);

if(alpha==1/2)
   Dml= param_tconv(CLTI, CLFI, N, alpha);
else
   Dml= param_tconv(CLFI, CLTI, N, alpha);
end;