yc_prony2.asv

Prony方法

% % % % %---------------------test 1-----------------------------
% x=0:0.05:199*0.05;
% x=x';
% y=220*exp(-0.25*x).*cos(2*pi*1.5*x+pi)...
%     +110*exp(0.25*x).*cos(2*pi*1.0*x+pi/2);
% % y=220*exp(-0.25*x).*cos(2*pi*1.5*x+pi);%    
% % y2=110*exp(0.5*x).*cos(2*pi*1.0*x+pi);
% % MSE=20*log((1/m*sum(((temp-mean(temp))/max(temp)).^2)).^0.5);
% p=6;
% % p=floor(length(y)/3);
% sf=1/0.05;
% [F,D,A,theta]=exprony_ma(y,p,sf);
% % % % %----------------------test 2--------------------------
% t=0:0.005:0.005*99;
% t=t';
% X=100*exp(-0.5*t).*sin(2*pi*50*t)+100*exp(0.5*t).*sin(2*pi*48*t);
% sf=1/0.005;
% % MSE=20*log((1/m*sum(((temp-mean(temp))/max(temp)).^2)).^0.5);
% p=2;
% [F,D,A,theta]=exprony_ma(X,p,sf);
% 
% % %-------------------test 3 单道数据prony估计-----------------------
load oiltrace
m=length(trace);
oiltrace=trace(1:m-1);
% % MSE=20*log((1/m*sum(((temp-mean(temp))/max(temp)).^2)).^0.5);
sf=1/0.002;
p=100;
[F,D,A,theta]=exprony_ma(oiltrace,p,sf);
%------------------------test for time-variant --------------------
load oiltrace
m=length(trace);
oiltrace=trace(1:m-1);
% % MSE=20*log((1/m*sum(((temp-mean(temp))/max(temp)).^2)).^0.5);
sf=1/0.002;
p=100;
for i=100:m-100
    
    [F,D,A,theta]=exprony_ma(oiltrace(i-80:i+80),p,sf);
    


% % %-------------------test 4-------------------------------------
% load oil200
% data=oil200(:,1:50);
% sf=1/0.002;
% p=100;
% for i=1:50
%     temp=data(:,i);
%     m=length(temp);
% % %     MSE=20*log((1/m*sum(((temp-mean(temp))/max(temp)).^2)).^0.5);
% % %     p=-MSE;
%     temp=temp(1:m-1);
%     [F,D,A,theta]=exprony_ma(temp,p,sf);
%     FF(:,i)=F;
%     DD(:,i)=D;
%     AA(i,:)=A;
%     TT(i,:)=theta;
%     clear F D A theta
% end
% FF=FF';
% DD=DD';
% AA=AA';
% TT=TT';
% % %---------------test 5--------------------
% clear
% load 012704
% data=test;
% sf=1/0.0001;
% p=100;
% FF=zeros(100,20);
% for i=1:20
%     temp=data(:,i);
%     m=length(temp);
% %     MSE=20*log((1/m*sum(((temp-mean(temp))/max(temp)).^2)).^0.5);
% %     p=-MSE;
% %     temp=temp(1:m-1);
%     [F,D,A,theta]=exprony_ma(temp,p,sf);
% %     size(F)
% %     size(FF)
%     mm=length(F);
%     FF(i,1:mm)=F;
%     DD(i,1:mm)=D;
%     AA(i,1:mm)=A;
%     TT(i,1:mm)=theta;
% end
% FF=FF';
% DD=DD';
% AA=AA';
% TT=TT';