arpredictor_core.m

来自「AR模型的源程序。」· M 代码 · 共 27 行

% File: ARpredictor_Core.m
% ------------------------
% This file is used to  generate the autocorrelation matrix of s(n) and 
% calculate the assumption value of parameter vector a(n) and MSE.

function ARpredictor_Core()
load ARpredictor_SeqGen.mat;
for i = 1: (p + 1)
    for j = 1: (p + 1)
        ar_autocorrelation_matrix(i, j) = autocorrelation(i - j, signalvector_s);
    end
end

for i = 1: p
    for j = 1: p
        ar_autocorrelation_matrix_sub(i, j) = ar_autocorrelation_matrix(i + 1, j + 1);
    end
    ar_column_vector(i, 1) = - ar_autocorrelation_matrix(i + 1, 1);
end

a_vector_ass = inv(ar_autocorrelation_matrix_sub) * ar_column_vector;
AR_MSE_ass = ar_autocorrelation_matrix(1, :) * (vertcat(1, a_vector_ass));

savefile = 'ARpredictor_Core.mat';
save(savefile, 'ar_autocorrelation_matrix', 'a_vector_ass', 'AR_MSE_ass');

clear;