tfpm_file_gen.m

用于模拟时变非平稳的ARMA过程

%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Loads the data file of the according via the global variables
% MAR, LAR, MMA, LMA, N, re_im, mo_no specified model. Model
% parameters Aml and Bml are taken from the data files. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm;
MAR  =   1;
LAR  =   1;
MMA  =   0;
LMA  =   0;
N    = 128;
re_im= 'r';
mo_no= 'm';
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

tfpm_sysARfile= sprintf('data/%04d/AR%d%d.mat', N, MAR, LAR);
tfpm_sysMAfile= sprintf('data/%04d/MA%d%d.mat', N, MMA, LMA);

load(tfpm_sysARfile)
load(tfpm_sysMAfile)

if(mo_no=='n')
   if(re_im=='r')
      Aml= Amlr;
      Anm= Anmr;
      Bml= Bmlrn;
      Bnm= Bnmrn;
   else
      Aml= Amli;
      Anm= Anmi;
      Bml= Bmlin;
      Bnm= Bnmin;
   end      
else
   if(re_im=='r')
      Aml= Amlr;
      Anm= Anmr;
      Bml= Bmlrm;
      Bnm= Bnmrm;
   else
      Aml= Amli;
      Anm= Anmi;
      Bml= Bmlim;
      Bnm= Bnmim;
   end      
end