tfarma_impr.m

用于模拟时变非平稳的ARMA过程

function Halpha= tfarma_impr(Aml, Bml, N, alpha)
% function Halpha= tfarma_impr(Aml, Bml, N, alpha)
%   This file is part of the TFPM toolbox v0.5 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the impulse response (underspread approximation) of a
% TFARMA model. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    =  64;
MAR  =   0;
LAR  =   0;
MMA  =   5;
LMA  =   3;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
%Bml= Bml= [1 1]
alpha= 1/2;

Anm= param_expand(Aml.*param_phase(MAR, LAR, N, alpha), N);
Bnm= param_expand(Bml.*param_phase(MMA, LMA, N, alpha), N);
H= ker_to_lag(tvarma_impr(Anm, Bnm), -1, alpha);
figure(97);mesh(abs(H))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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Lalpha= tfarma_weyl(Aml, Bml, N, alpha);
Halpha= nk_to_nm(Lalpha);

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(98);mesh(abs(Halpha))
figure(99);mesh(abs(H-Halpha))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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