cdf_sim.m

jakes模型

%--------------------------------------------------------------------
% cdf_sim.m ---------------------------------------------------------
%
% Program for the computation of cumulative distribution
% functions F(r).
%
%--------------------------------------------------------------------
% F_r=cdf_sim(xi_t,r,PLOT)
%--------------------------------------------------------------------
% Explanation of the input parameters:
%
% xi_t: deterministic process or time-domain signal to be analysed
% with respect to the cumulative distribution function F(r).
% r: level vector
% PLOT: plot of the resulting cumulative distribution function F(r),
% if PLOT==1
function F_r=cdf_sim(xi_t,r,PLOT)

if nargin==2,
   PLOT=0;
end

F_r=zeros(size(r));

for l=1:length(r),
    F_r(l)=length(find(xi_t<=r(l)));
end

F_r=F_r/length(xi_t);

if PLOT==1,
   plot(r,F_r,'rx')
   xlabel('r')
   ylabel('F(r)')
end