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?? tfma_papera.m

?? 用于模擬時變非平穩(wěn)的ARMA過程
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function tfma_papera(re_im, MM)% function tfma_papera(re_im, MM)%   This file is part of the TFPM toolbox v0.5 (c)%   michael.jachan@tuwien.ac.at and underlies the GPL.% % Estimates re_im-valued TFMA(MMA, LMA; N; 1/2) models. MM% realizations are done to estimate the MSE of the parameter% functions. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%clear;tfpm;re_im= 'i';MM   = 50;mm = 1;n  = 6;MMA= 4;LMA= 2;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%MAR  =   0;LAR  =   0;mo_no= 'n';alpha= 1/2;beta = 1/2;xlabelstring= 'wing';ylabelstring= 'winh';for n= 8:8   N= 2^n;   for MMA= 4:4      for LMA= 0:3         tfpm_file_gen;%---------------------         for WIN_M= 1:1            for WIN_L= 2:2               resultname= sprintf('data/%04d/tfma_ceps_papera%d%d%d%d%s.mat', ...	                           N, MMA, LMA, WIN_M, WIN_L, re_im)               if(exist(resultname)~=2)                  estimators= [                   'WCm';%CTFC estimator, broad ambiguity  , tfma_est_cepsm.m                   'WCl';%CTFC estimator, broad ambiguity  , tfma_est_cepsl.m                   'KAD';%CTVC estimator of Kaderli et. al., tvma_est_cepsb.m                  ];                  MSEml= zeros(size(estimators, 1), 1);VARml= MSEml;BIQml= MSEml;                  MSEmn= zeros(size(estimators, 1), 1);VARmn= MSEmn;BIQmn= MSEmn;                  Psi= tf_multiwin(N, WIN_M*MMA, WIN_L*LMA, 6, min(3, N/32), 2);%                  Psi= tf_window(N, 0, 0, WIN_L*LMA, WIN_M*MMA);	 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%norm(Psi-sym_ambi(Psi))%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                  BML_WCm= zeros(2*LMA+1, MMA+1, MM);                  BML_WCl= BML_WCm;                  BML_KAD= BML_WCm;                  BMN_WCm= zeros(N      , MMA+1, MM);                  BMN_WCl= BMN_WCm;                  BMN_KAD= BMN_WCm;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                  for mm= 1:MM%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                     sprintf('tfma_ceps(%2d, %2d; %4d) %s mm= %3d', MMA, LMA, N, re_im, mm)                     e= randn(N, 1);                     y= tfarma_gen(e, Aml, Bml, beta);                     aalpha= ambi_est_cyc(y);                     Aalpha= aalpha.*conj(Psi);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%norm(aalpha-sym_ambi(aalpha))norm(Aalpha-sym_ambi(Aalpha))%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                     Ralpha= ml_to_nm(Aalpha);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%figure(98);cesh(Aalpha)figure(99);cesh(Ralpha)%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                     BmlWCm= tfma_est_cepsm(Aalpha, MMA, LMA);                     BmlWCl= tfma_est_cepsl(Aalpha, MMA, LMA);                     BmnKAD= tvma_est_cepsb(Ralpha, MMA     );                     BmnWCm= param_expand(BmlWCm, N, 'exp');                     BmnWCl= param_expand(BmlWCl, N, 'exp');                     BmlKAD= param_compress(BmnKAD, LMA);                     BML_WCm(:, :, mm)= BmlWCm;                     BML_WCl(:, :, mm)= BmlWCl;                     BML_KAD(:, :, mm)= BmlKAD;                     BMN_WCm(:, :, mm)= BmnWCm;                     BMN_WCl(:, :, mm)= BmnWCl;                     BMN_KAD(:, :, mm)= BmnKAD;	    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                  end;%for mm= 1:MM%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                  [M_BWCm, V_BWCm, B_BWCm]= param_mse(BML_WCm, Bml);                  [M_BWCl, V_BWCl, B_BWCl]= param_mse(BML_WCl, Bml);                  [M_BKAD, V_BKAD, B_BKAD]= param_mse(BML_KAD, Bml);                  MSEml(1)= sum(sum(M_BWCm))/energy(Bml);                  MSEml(2)= sum(sum(M_BWCl))/energy(Bml);                  MSEml(3)= sum(sum(M_BKAD))/energy(Bml);                  VARml(1)= sum(sum(V_BWCm))/energy(Bml);                  VARml(2)= sum(sum(V_BWCl))/energy(Bml);                  VARml(3)= sum(sum(V_BKAD))/energy(Bml);                  BIQml(1)= sum(sum(B_BWCm))/energy(Bml);                  BIQml(2)= sum(sum(B_BWCl))/energy(Bml);                  BIQml(3)= sum(sum(B_BKAD))/energy(Bml);                  MSEml	                   [M_BWCm, V_BWCm, B_BWCm]= param_mse(BMN_WCm, Bmn);                  [M_BWCl, V_BWCl, B_BWCl]= param_mse(BMN_WCl, Bmn);                  [M_BKAD, V_BKAD, B_BKAD]= param_mse(BMN_KAD, Bmn);                  MSEmn(1)= sum(sum(M_BWCm))/energy(Bmn);                  MSEmn(2)= sum(sum(M_BWCl))/energy(Bmn);                  MSEmn(3)= sum(sum(M_BKAD))/energy(Bmn);		                    VARmn(1)= sum(sum(V_BWCm))/energy(Bmn);                  VARmn(2)= sum(sum(V_BWCl))/energy(Bmn);                  VARmn(3)= sum(sum(V_BKAD))/energy(Bmn);                  BIQmn(1)= sum(sum(B_BWCm))/energy(Bmn);                  BIQmn(2)= sum(sum(B_BWCl))/energy(Bmn);                  BIQmn(3)= sum(sum(B_BKAD))/energy(Bmn);                  MSEmn 	                   save(resultname, 'estimators', 'xlabelstring', 'ylabelstring', ...                                   'MSEml', 'VARml', 'BIQml', ...                                   'MSEmn', 'VARmn', 'BIQmn', ...                                   'MM');               end             end         end      end   endend%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%clear;tfpm;MAR  =   0;LAR  =   0;mo_no= 'n';alpha= 1/2;beta = 1/2;%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%nmin= 5;nmax= 9;MMA= 4;LMA= 2;s= 'm';while s~='x'for WIN_M= 1:1   for WIN_L= 2:2%                   EST  REIM N      MSENml= zeros(3,   2,  nmax);BIQNml= MSENml;VARNml= MSENml;      MSENmn= zeros(3,   2,  nmax);BIQNmn= MSENmn;VARNmn= MSENmn;      for n= nmin:nmax         N= 2^n;%         resultnamer= sprintf('data/%04d/tfma_ceps_papera%d%d%d%d%s.mat', ...%                              N, MMA, LMA, WIN_M, WIN_L, 'r')%         load(resultnamer)%         MSENml(:, 1, n)= MSEml;%         BIQNml(:, 1, n)= BIQml;%         VARNml(:, 1, n)= VARml;%         MSENmn(:, 1, n)= MSEmn;%         BIQNmn(:, 1, n)= BIQmn;%         VARNmn(:, 1, n)= VARmn;         resultnamei= sprintf('data/%04d/tfma_ceps_papera%d%d%d%d%s.mat', ...                              N, MMA, LMA, WIN_M, WIN_L, 'i')         load(resultnamei)         MSENml(:, 2, n)= MSEml;         BIQNml(:, 2, n)= BIQml;         VARNml(:, 2, n)= VARml;         MSENmn(:, 2, n)= MSEmn;         BIQNmn(:, 2, n)= BIQmn;         VARNmn(:, 2, n)= VARmn;      end;%% Plot MSE, BIQ, VAR over N

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