function [A, B, exitflag, output]= tfar_est_mlu(Ayy, Aml0, Bml0, opts)% function [A, B, exitflag, output]= tfar_est_mlu(Ayy, Aml0, Bml0, opts)%   This file is part of the TFPM toolbox v1.0 (c)%   michael.jachan@tuwien.ac.at and underlies the GPL.% % Underspread ML estimator for real-valued TFAR(M, L; N; 1/2)% models. Log-likelihood in tfar_llfu.m. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%clear;tfpm;N    =  64;MAR  =   1;LAR  =   1;MMA  =   0;LMA  = LAR;re_im= 'r';mo_no= 'm';tfpm_file_gen;%-------------beta = 1/2;y= tfarma_gen(randn(N, 1), Aml, Bml, beta);qyy= corr_est(y, y, -1, 1/2);ayy= fft(qyy);ayy= [ayy(N/2+1:N, :); ayy(1:N/2, :)];Psi= tf_multiwin(N, MAR, LAR, 5, 1, 1);Ayy= ayy.*conj(Psi);ayy= Ayy(N/2+1-3*LAR:N/2+1+3*LAR, N/2+1-MAR:N/2+1+MAR);[AA, BB]= tfar_est_tfywu(ayy, N);Aml0= AA(:, :, end);Bml0= BB(:, :, end);%opts= optimset('MaxIter', N, 'MaxFunEvals', N, 'GradObj', 'on', 'DerivativeCheck', 'off', 'Display', 'iter', 'Diagnostics', 'on');opts= optimset('GradObj', 'on', 'Display', 'iter', 'Diagnostics', 'on');%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dimensions:[MAR, LAR]= param_dim(Aml0);theta_AB= [param_stack_ml(param_split(Aml0(:, 2:end))); param_stack_ml(param_split(Bml0))];%theta_AB= [param_stack_ml(param_split(Aml0(:, 2:end)))];% RANDOM INIT. TRY OUT!!!!!!!!!!!!!!%theta_AB= randn(size(theta_AB))Pyy= real(nm_to_nk(ml_to_nm(Ayy)));% Call fminunc:[X, lX, exitflag, output]= fminunc('tfar_llfu', theta_AB, opts, Pyy, MAR, LAR);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Call fmincon:NIET JUIST!!![X, lX, exitflag, output]= fmincon('tfar_llfu', theta_AB, [], [], [], [], -3*ones(size(theta_AB)), 3*ones(size(theta_AB)), [], opts, Pyy, MAR, LAR);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%AB= param_destack_ml(X, MAR, LAR);%AB= param_destack_ml(X, MAR-1, LAR);A= [[zeros(LAR, 1); 1; zeros(LAR, 1)] AB(:, 1:end-1)];%A= [[zeros(LAR, 1); 1; zeros(LAR, 1)] AB(:, 1:end)];B= AB(:, end);%B= [zeros(LAR, 1); 1; zeros(LAR, 1)];A= param_merge(A);B= param_merge(B);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%param_norm([Aml0 Bml0], [Aml Bml], 1)param_norm([A    B   ], [Aml Bml], 1)%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%clear;tfpm;N    =  64;MAR  =   2;LAR  =   2;MMA  =   0;LMA  = LAR;re_im= 'r';mo_no= 'n';tfpm_file_gen;%-------------beta = 1/2;mm= 1;MM= 10;opts= optimset('GradObj', 'on', 'Display', 'iter', 'Diagnostics', 'on');AMLyw= zeros(2*LAR+1, MAR+2, MM);AMLml= zeros(2*LAR+1, MAR+2, MM);%AMLyw= zeros(2*LAR+1, MAR+1, MM);%AMLml= zeros(2*LAR+1, MAR+1, MM);Iter= [];NFun= [];EFLG= [];Psi= tf_multiwin(N, MAR, LAR, 5, 1, 1);for mm= 1:MM   mm   y= real(tfarma_gen(randn(N, 1), Aml, Bml, beta));   qyy= corr_est(y, y, -1, 1/2);   ayy= fft(qyy);   ayy= [ayy(N/2+1:N, :); ayy(1:N/2, :)];   Ayy= ayy.*conj(Psi);   ayy= ayy(N/2+1-3*LAR:N/2+1+3*LAR, N/2+1-MAR:N/2+1+MAR);   [AA, BB]= tfar_est_tfywu(ayy, N);   Aml0= AA(:, :, end);   Bml0= BB(:, :, end);      [A, B, exitflag, output]= tfar_est_mlu(Ayy, Aml0, Bml0, opts);   Iter= [Iter; output.iterations];   NFun= [NFun; output.funcCount];   EFLG= [EFLG; exitflag];   figure(1);clf;plot(Iter);drawnow   figure(2);clf;plot(NFun);drawnow   AMLyw(:, :, mm)= [Aml0 Bml0];   AMLml(:, :, mm)= [A B];%   AMLyw(:, :, mm)= Aml0;%   AMLml(:, :, mm)= A;end;[mean(Iter) mean(NFun)][Myw, Vyw, Byw]= param_mse(AMLyw, [Aml Bml])[Mml, Vml, Bml]= param_mse(AMLml, [Aml Bml])%[Myw, Vyw, Byw]= param_mse(AMLyw, Aml)%[Mml, Vml, Bml]= param_mse(AMLml, Aml)[norm(Myw) norm(Mml)]mean(AMLyw, 3)mean(AMLml, 3)sum(EFLG)%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%