tfarma_gen_test.m

用于模拟时变非平稳的ARMA过程

function y= tfarma_gen(e, Aml, Bml, beta)
% function y= tfarma_gen(e, Aml, Bml[, beta])
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates the output of a TFARMA(MAR, LAR, MMA, LMA; N; beta)
% model. The TF model parameters a_ml resp. b_ml are given in the
% (MAR+1) x (2LAR+1) resp. (MMA+1) x (2LMA+1) matrices Aml
% resp. Bml, where N is the length of the input signal vector e. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;
%tfpm;
MAR  =   7;
LAR  =   5;
MMA  =   5;
LMA  =   3;
N    =  64;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
beta= -1/2;
e= randn(N, 1);

y= tfarma_gen(e, Aml, Bml);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if(nargin<=3)
   beta= 1/2;
end;

% Dimensions
[MAR, LAR]= param_dim(Aml);
[MMA, LMA]= param_dim(Bml);

N= length(e);
Amn= param_expand(Aml./param_phase(MAR, LAR, N, beta), N);
Bmn= param_expand(Bml./param_phase(MMA, LMA, N, beta), N);
%Amn= param_expand(Aml, N);
%Bmn= param_expand(Bml, N);
y= tvarma_gen(e, Amn, Bmn);