param_fdir.m

用于模拟时变非平稳的ARMA过程

function [FDIRkl, FDIRkL, Ckl]= param_fdir(Cml, N)
% function [FDIRkl, FDIRkL, Ckl]= param_fdir(Cml, N)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes root locations (frequency-depenent time-roots) of the TF
% parameters Cml. FDTRkL is the normalization to the Lth parameter,
% so that we work with normalized Cml. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   3;
LAR  =   2;
MMA  =   2;
LMA  =   1;
N    =  64;
re_im= 'r';
mo_no= 'n';
tfpm_file_gen;
%-------------
Cml= Bml;
%Cml= [1; 1; 1];
%Cml= [1; 2; 3];
k= 0;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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Ckl= param_expand_kl(Cml, N);

% FDTR:
FDIRkl= [];
FDIRkL= [];
for k= 0:N-1
   cfL= Ckl(1, k+1);
   r= roots(rot90(Ckl(:, k+1)/cfL));
   FDIRkl= [FDIRkl r];
   FDIRkL= [FDIRkL cfL];
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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plot(abs(FDIRkl).')
[FDIRkl, FDIRkL]= param_fdir(param_ml_to_kl([-2/5 ; 1; -2/5 ], 4))
[FDIRkl, FDIRkL]= param_fdir(param_ml_to_kl([-3/10; 1; -3/10], 4))
[FDIRkl, FDIRkL]= param_fdir(param_ml_to_kl([-(3+4*i)/26; 1; -(3-4*i)/26], 4))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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