param_ml_to_nm.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 32 行

function Cnm= param_ml_to_nm(Cml, N)
% function Cnm= param_ml_to_nm(Cml, N)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Expands the TF coefficient matrix Cml into time-varying 
% parameter matrix Cnm. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;%tfpm;
MAR  =   2;
LAR  =   1;
MMA  =   5;
LMA  =   3;
N    =  64;
re_im= 'i';
mo_no= 'm';
tfpm_file_gen;
%-------------
Cml= ALTI;
Cml= Aml;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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

Cnm= ifft([Cml(L+1:2*L+1, :); zeros(N-2*L-1, M+1); Cml(1:L, :)])*N;