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?? simulate.m

?? 用于模擬時(shí)變非平穩(wěn)的ARMA過程
?? M
字號(hào):
function [PAR, FLO, STA, AVG, MSE, VAR, BIQ, EInfo]= simulate(exp, N, SNR, par, E, re_im, MM, MAR, LAR, MMA, LMA)%function [PAR, FLO, STA, AVG, MSE, VAR, BIQ, EInfo]= simulate(exp, N, SNR, par, E, re_im, MM, MAR, LAR, MMA, LMA)%   This file is part of the TFPM toolbox v1.0 (c)%   michael.jachan@tuwien.ac.at and underlies the GPL.% % This is a meta-function to perform MSE estimates for various% signal lenghts N, <SNR> values in dB, of re_im-valued parameter% estimators. %% The matrix <par> is the reference value for the parameters <PAR>% to be estimated, <E> is the expected energy of the generated% signal used to compute the noise variance. <MM> is the ensemble% size. The various parallel running estimators are defined in the% script tfpm_simu_define_<exp>.m. Data generation of the noisy data% vector is done in the script tfpm_simu_generate_<exp>.m. The% TF-multiwindow is defined in tfpm_simu_win_<exp>.m. The% estimation of unwindowed second-order signal statistics is done% in tfpm_simu_stat_<exp>.m. Before/after each estimation the% defpre/defpos script is called. STA is the status of the% estimator. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%clear;tfpm;N    =  64;MAR  =   2;LAR  =   2;MMA  =   1;LMA  = LAR;re_im= 'r';mo_no= 'm';N0= N;N= 128;tfpm_file_gen;%-------------N= N0;alpha= 1/2;beta = 1/2;%exp= 'tfma';par= param_expand(Bml, N);E= tfarma_ambi(Aml, Bml, N, alpha);E= E(N/2+1, N/2+1);%exp= 'tfar';par= [Aml(:, 2:end) Bml];E= tfarma_ambi(Aml, Bml, N, alpha);E= E(N/2+1, N/2+1);exp= 'tfarma';par= [Aml(:, 2:end); param_expand(Bml, N)];E= tfarma_ambi(Aml, Bml, N, alpha);E= E(N/2+1, N/2+1);% SNR values in dB%SNR= [10 6 3 0 -3 -6 -10];SNR= inf;% Ensemble sizeMM= 10;mm= 1;snr= 1;ee= 1;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Number of parameters:NPAR= size(par, 1)*size(par, 2);alpha= 1/2;beta = 1/2;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% DEFINE THE ESTIMATORS AND THEIR CALLS%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%defpre_string= sprintf('tfpm_simu_defpre_%s', lower(exp));define_string= sprintf('tfpm_simu_define_%s', lower(exp));defpos_string= sprintf('tfpm_simu_defpos_%s', lower(exp));eval(defpre_string);eval(define_string);eval(defpos_string);esti= size(ESTI, 1);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% DEFINE THE DATA GENERATION%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%generate_string= sprintf('tfpm_simu_generate_%s', lower(exp));%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% DEFINE THE WINDOW FUNCTION%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%win_string= sprintf('tfpm_simu_win_%s', lower(exp));eval(win_string);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% DEFINE THE ESTIMATION%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%stat_string= sprintf('tfpm_simu_stat_%s', lower(exp));%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% ESTIMATE%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Parameter array:PAR= zeros([size(par), MM, length(SNR), esti]);% Flops counter:FLO= [];% Status flag:STA= [];for mm= 1:MM   for snr= 1:length(SNR)      variance= E/N/10^(SNR(snr)/10);      eval(generate_string)      sprintf('%s, N= %4d, SNR= %3ddB, mm= %4d%d%d%d%d', exp, N, ...	      SNR(snr), mm, MAR, LAR, MMA, LMA)      eval(stat_string);      flopsee= [];      statee = [];      for ee= 1:esti%	 ee%	 sprintf('1')            eval(SPRE(ee, :));%	 sprintf('2')	 flops(0)%	 sprintf('3')            eval(ESTI(ee, :));%	 sprintf('4')	 flopsee= [flopsee flops];%	 sprintf('5')            eval(SPOS(ee, :));%	 sprintf('6')	 statee = [statee estistat];%	 sprintf('7')         PAR(:, :, mm, snr, ee)= estimate;%	 sprintf('8')      end;      FLO= [FLO; flopsee];      STA= [STA; statee];   end;end;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% STATISTICAL RESULTS%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%AVG= zeros([size(par), length(SNR), esti]);VAR= AVG;BIQ= VAR;for snr= 1:length(SNR)   for ee= 1:esti      AVG(:, :, snr, ee)= mean(PAR(:, :, :, snr, ee), 3);      VAR(:, :, snr, ee)= abs(std(PAR(:, :, :, snr, ee), 1, 3)).^2;      BIQ(:, :, snr, ee)= abs(   (AVG(:, :, snr, ee)-par)).^2;      [M, V, B]= param_mse(PAR(:, :, :, snr, ee), par);   end;end;MSE= BIQ+VAR;

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