param_tdfk_poly.m

用于模拟时变非平稳的ARMA过程

function Cnm= param_tdfk_poly(TDFKnm, TDFKn0)
% function Cnm= param_tdfk_poly(TDFKnm, TDFKn0)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes model parameters from Kamen roots. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   2;
LAR  =   2;
MMA  =   5;
LMA  =   0;
N    =  64;
re_im= 'r';
mo_no= 'n';
tfpm_file_gen;
%-------------
[TDFKnm, TDFKn0]= param_tdfk(Bnm);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
NM= size(TDFKnm);
N= NM(1);
M= NM(2);

if(nargin==1)
   TDFKn0= ones(N, 1);
end;

if(~M)%% Multiplier has no parameters!
   Cnm= ones(N, 1);
else
   if(M==1)%% Order-1 system has very simple parameters!
      Cnm= [ones(N, 1) -TDFKnm];
   else

% Set initval value (STATIONARY!!):CHANGE!!!!!!!!!!!
%      if(initval=='s')
%         Initval= roots(Cmn(1, :));
%%         Initval= Initval(1);
%         Initval= Initval(M)*ones(M-1, 1);
%      else

% Set initval value (CYCLIC!!):CHANGE!!!!!!!!!!!
%         if(initval=='c')
%            Initval= [];
%            for mm= 1:M-1
%               Init= roots(Cmn(N+1-mm, :));
%%               Init= Init(1);
%               Init= Init(M);
%               Initval= [Init; Initval];
%            end;
%         else
%            initval= initval(:);
%            Initval= initval(1:M-1);
%         end;%if(initval=='c')
%      end;%if(initval=='s')

      if(M>2)%% The recursion
         Enm= param_tdfk_poly(TDFKnm(:, 2:end), ones(N, 1));
	 Cnm= [Enm zeros(N, 1)] - ...
	      [ zeros(N, 1) [ Enm(1, :); Enm(1:N-1, :)] ...
	      ].*(TDFKnm(:, 1)*ones(1, M+1));
      else%% The final step
         Cnm= [];
         for n= 0:N-1
            c1= -TDFKnm(n+1, 1)-TDFKnm(n+1, 2);
	    c2= TDFKnm(n+1, 1)*TDFKnm(max(n, 1), 2);
	    Cnm= [Cnm; [1 c1 c2]];
	 end;
      end;%if(M>2)%% The recursion
   end;
end;

for n= 0:N-1
   Cnm(n+1, :)= Cnm(n+1, :)*TDFKn0(n+1);
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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max(max(abs(Cnm-Bnm)))
figure(99);mesh(abs(Cnm-Bnm))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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