ex42_p132.m

高阶谱分析中的实现三阶累积量计算的源程序。

N = 64;L2 = 15; L3 = 10;delt3 = 1/L3;
a1 = 0.8;a2 = 0.6;
%f1 = 0.2;f2 = 0.3;
w1 = 2*pi*f1;w2 = 2*pi*f2;

%for k = 1:N
%    X(k) = a1^(k-1)*cos(w1*(k-1))+a2^(k-1)*cos(w2*(k-1));
%end
%
%计算三阶累积量C3 = E{X(k)X(k+l)X(k+m)}%
for l = 1:L3
    for m =1:L3
        A = [1,-l,-m];B = [N-1,N-1-l,N-1-m];
        s1 = max(A);%disp(s1);
        s2 = min(B);%disp(s2);

%计算三阶累积量窗函数函数W2 = W_PAREN(l*delt3)*W_PAREN(m*delt3)%
        win2x(l,m) = d1_parzen(l*delt3)*d1_parzen(m*delt3);
%计算三阶累积量窗函数函数W2 = W_PAREN(l*delt3)*W_PAREN(m*delt3)%

        c3x(l,m) = 0;
        c3x_tmp = 0;%zeros(0);%
        for k = s1:s2
            c3x(l,m) = c3x(l,m)+X(k)*X(k+l)*X(k+m);
        end
        c3x(l,m) = c3x(l,m)/N;
        c3x_tmp = c3x_tmp+c3x(l,m)*win2x(l,m)*exp(-j*(w1*l+w2*m));
    end
end

f1 = linspace(0,0.5);f2 =linspace(0,0.5);
contour(f1,f2,c3x_tmp)