spa_corc.m

针对ARMA的仿真源程序 对P, Q阶的求解

%----------------------------------------------------
%
%       SPA_CORC.M
%
% Computes the autocorrelation matrix using forward
% and backward snapshots from signal x and order nq
% for the matrix.
%
%   Requires:
%
% From the main program -The vector of data signal x
%                       - The order nq of the matrix
%   Provides:
%
%   ra(nq,nq) the correlation matrix estimate order nq
%
%   Miguel Angel Lagunas              Feb 1995
%------------------------------------------------------
function ra=spa_corc(x,nq);
n=length(x);l1=nq;isum=0;ra=zeros(nq,nq);
%%for i=1:n+nq-1;
for i=nq:n;
    auso=zeros(nq,1);
    if i<nq;
        auso(nq-i+1:nq)=x(1:i)';
    else;
        if i<=n;
            auso=x(l1-nq+1:l1)';l1=l1+1;
        else;
            auso(1:n+nq-i)=x(i-nq+1:n)';
        end;
    end;
    %%if i>n-1;
    %%    disp(auso);pause;disp('hola');
    %%end;
    buso=flipud(auso);
    ra=ra+(auso*auso');isum=isum+1;
    %%ra=ra+(auso*auso'+buso*buso');isum=isum+1;
end;
ra=ra/(isum);
%%
%%n=length(x);
%%l1=1;l2=nq;xf=[];xb=[];luso=0;
%%while l2<=n;
%%  auso=x(l1:l2);
%%  xf=[xf;auso];xb=[xb;fliplr(auso)];
%%  l1=l1+1;l2=l2+1;luso=luso+1;
%%end;
%%ra=0.5*(xf'*xf+xb'*xb)/luso;
%%ra=xf'*xf/luso;
%------------------------------------------------------