arpredictor_seqgen.m

来自「AR模型的源程序。」· M 代码 · 共 20 行

% File: ARpredictor_SeqGen.m
% --------------------------
% This file is used to generate WGN w(n) and s(n)

function ARpredictor_SeqGen(a_vector, sigma_sqr, L)
% a_vector: the parameters a(i) i = 1, ..., p of AR model in vector form
%       also with the order (or length) of the model p = length(a_vector)
% sigma_sqr: variance of white Gaussian noise
% L: number of signal samples of s(n)
wgnvector_w = sqrt(sigma_sqr) * randn(L, 1); % generate w(n) of length L
signalvector_s = zeros(L, 1); % predefine the signal s(n) of length L
p = length(a_vector); % the order(length) of AR model.
for n = 1: L
    signalvector_s(n) = wgnvector_w(n) - ARpredictor_SG(a_vector, signalvector_s, p, n);
end

savefile = 'ARpredictor_SeqGen.mat';
save(savefile, 'p', 'sigma_sqr', 'a_vector', 'wgnvector_w', 'signalvector_s', 'L');

clear;