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MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼 liyihua 主編的

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function?[avec?bvec]?=?armaqs(ypq?nordermaxlagsamp_segoverlapflag)???
%ARMAQS?Estimates?ARMA?parameters?via?the?q-slice?algorithm.???
%???[avec?bvec]?=?armaqs(ypq?nordermaxlagsamp_segoverlapflag)???
%?????????y?:?time-series?(vector?or?matrix)???
%?????????p?:?AR?order???
%?????????q?:?MA?order???
%?????norder:?cumulant?order:??3?or?4?????????[default?=?3?]???
%?????maxlag:?maximum?cumulant?lag?to?be?used?[default?=?p?+?q]???
%???samp_seg:?samples?per?segment?for?estimating?cumulants???
%?????????????????????????????????????????????[default?=?length?of?y]???
%???overlap?:?percentage?overlap?of?segments??[default?=?0]???
%??????flag?:?‘biased‘?or?‘unbiased‘??????????[default?=?‘biased‘]???
%??????avec?:?estimated?AR?parameter?vector???
%??????bvec?:?estimated?MA?parameter?vector???
???
%??Copyright?(c)?1991-2001?by?United?Signals?&?Systems?Inc.???
%???????$Revision:?1.4?$???
%??A.?Swami???January?20?1993???
???
%?????RESTRICTED?RIGHTS?LEGEND???
%?Use?duplication?or?disclosure?by?the?Government?is?subject?to???
%?restrictions?as?set?forth?in?subparagraph?(c)?(1)?(ii)?of?the???
%?Rights?in?Technical?Data?and?Computer?Software?clause?of?DFARS???
%?252.227-7013.???
%?Manufacturer:?United?Signals?&?Systems?Inc.?P.O.?Box?2374???
%?Culver?City?California?90231.???
%???
%??This?material?may?be?reproduced?by?or?for?the?U.S.?Government?pursuant???
%??to?the?copyright?license?under?the?clause?at?DFARS?252.227-7013.???
???
%?-------------------?parameter?checks?----------------???
???
?if?(nargin?3)???
????error(‘insufficient?number?of?parameters‘)???
?end???
???
?[nsamp?nrecs]?=?size(y);???
?if?(nsamp?==?1)?nsamp?=?nrecs;?nrecs?=?1;?y?=?y.‘;??end???
???
?if?(p?0)???
????error(‘AR?order?cannot?be?negative‘)???
?end???
?if?(p?==?0)???
????error(‘please?use?MAEST?for?the?pure?MA?(p=0)?case‘)???
?end???
?if?(q?0)???
????error(‘MA?order?cannot?be?negative‘)???
?end???
???
?if?~exist(‘norder‘)?norder?=?3;?end???
?if?(norder?~=?3?&?norder?~=?4)???
????error(‘norder?must?be?3?or?4‘)???
?end???
???
?maxlag0?=?q?+?p;???
?if?(exist(‘maxlag‘)?~=?1)?maxlag?=?maxlag0;?end???
?if?(maxlag?????disp([‘ARMAQS:?maxlag?changed?from?‘int2str(maxlag)?...???
????????????‘?to?‘int2str(maxlag0)])???
????maxlag?=?maxlag0;???
?end???
???
?if?(exist(‘samp_seg‘)?~=?1)??samp_seg?=?nsamp;?end???
?if?(exist(‘overlap‘)?~=1)?????overlap?=?0;?????end???
?overlap?=?max(0?min(99?overlap)?);???
?if?(exist(‘flag‘)??~=?1)??????flag?=?‘biased‘;?end???
???
?if?(nrecs?>?1)??overlap?=?0;?samp_seg?=?nsamp;?end???
???
%-----------------------------------------------------------???
???
%?simultaneous?AR?and?IR:???
%?first?the?IR?part:???
%?the?q-slice?IR?equations?are?of?the?form???
%?????[I?Ac][eh(0)?...?eh(q)?a(p)?...?a(1)]‘?=?-[bc;?b];???
%?hence?concatenating???
%?????|I?Ac|?|eh|?=?-|bc|???
%?????|0?A?|?|a?|?=??|b?|???
???
??ma_order?=?q;???
??ar_order?=?p;???
??z
?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????文件????????536??2008-11-14?00:30??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\程序說明.txt
?????文件???????4893??2008-11-14?21:58??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\armaqs.m
?????文件???????3139??2008-11-14?21:56??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\armarts.m
?????文件???????4571??2008-11-14?21:48??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\arorder.m
?????文件???????4393??2008-11-14?21:47??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\arrcest.m
?????文件???????6359??2008-11-14?20:45??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\bispecd.m
?????文件???????3864??2008-11-14?20:38??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\bispeci.m
?????文件????????986??2008-11-14?21:55??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\bispect.m
?????文件???????2532??2008-11-14?21:37??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\example1001.m
?????文件????????754??2008-11-14?20:36??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\example1002.m
?????文件????????279??2008-11-14?20:44??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\example1003.m
?????文件????????281??2008-11-14?22:08??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\example1007.m
?????文件???????2322??2008-11-14?20:50??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\maest.m
?????文件???????3176??2008-11-14?20:50??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\maorder.m
?????文件????????351??2008-11-14?21:34??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\signalSOI.m
?????文件???????1413??2008-11-14?22:03??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第10章\tdeb.m
?????文件????????390??2008-11-13?05:26??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0101.m
?????文件????????348??2008-11-13?05:30??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0102.m
?????文件????????154??2008-11-13?05:31??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0103.m
?????文件????????152??2008-11-13?05:32??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0104.m
?????文件????????119??2008-11-13?05:33??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0105.m
?????文件????????603??2008-11-13?05:35??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0106.m
?????文件????????171??2008-11-13?05:40??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0107.m
?????文件????????176??2008-11-13?05:40??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0108.m
?????文件????????368??2008-11-13?05:41??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0109.m
?????文件????????362??2008-11-13?05:41??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0110.m
?????文件?????????98??2008-11-13?05:42??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0111.m
?????文件?????????78??2008-11-13?05:43??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0112.m
?????文件????????219??2013-04-01?20:39??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0113.m
?????文件????????248??2008-11-13?05:44??MATLAB輔助現(xiàn)代工程數(shù)字信號(hào)處理源程序代碼\第1章\example0114.m
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