tvarma_gen_non.m

用于模拟时变非平稳的ARMA过程

function y= tvarma_gen_non(e, Anm, Bnm)
% function y= tvarma_gen_non(e, Anm, Bnm)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates the output of a noncyclic shifted TVARMA(MAR, MMA, 1/2)
% model. Zero initial states. The TV model parameters a_m[n]
% resp. b_m[n] are given in the N x (MAR+1) resp. N x (MMA+1)
% matrices Anm resp.  Bnm, where N is the length of the input
% signal vector e. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   0;
LAR  =   0;
MMA  =   2;
LMA  =   1;
N    =  64;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
e= randn(N, 1);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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e= e(:);
N= length(e);
MMA= size(Bnm, 2)-1;
MAR= size(Anm, 2)-1;

%% The TVMA part:
E= e;
for m= 1:MMA
   E= [E [zeros(m, 1); e(1:N-m)]];
end;
u= sum(E.*Bnm, 2);

%% The TVAR part:
if(~MAR)
   y= u;
else
   amn= Anm;
   anm(:, 1)= -u;
   yy= [1 zeros(1, MAR)];
   y= [];
   for n=0:N-1
      y= [y; sum(-anm(n+1, :).*yy)];
      yy= [1 y(n+1) yy(2:MAR)];
   end;
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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e= randn(N, 1);
ynon= tvarma_gen_non(e, Anm, Bnm);
ycyc= tvarma_gen    (e, Anm, Bnm);
plot(ynon-ycyc)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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