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📄 eps_pnl_par.m

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% CALCULATION OF EPSILON ( parameter algorithm : a(t+1)=a(t)+nu*epsilon(x(t)) )%-------------------------------------------------------------------------------%	y  =	output matrix (nsrc-by-N)%	a  =	parameter (nsrc-by-N)%	e  = 	observations (nsrc-by-T)%   alpha  =	sum(psi(yi)*bik,i) (nsrc-by-T)%-------------------------------------------------------------------------------
% Grenoble, December 2000
% This work has been partly funded by the European project BLIS (IST-1999-14190)
function [y]=esp_pnl_par(alpha,e,a)% initialisations[nsrc,T]=size(e);N=length(a);				% number of parameter coefficents				y=zeros(nsrc,N);for i=1:nsrc	for p=1:N		term1=mean(alpha(i,:).*(e(i,:).^(p-1)));	% E(alpha.dx/da)		term2=mean(((p-1)*(e(i,:).^(p-2)))./polyval(polyder(fliplr(a(i,:))),e(i,:)));	% E(d/da(log(x')))		y(i,p)=term1+term2;	end;	end;

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