%--------------------------------------------------------------------------
%
%???ARMA_LAST.M
%
%???This?function?provides?an?ARMA?spectral?estimate?which?is?maximum
%?entropy?satisfying?correlation?constraint?（number?of?poles）and?cepstrum?
%?constrains?（number?of?ceros）
%
%???[sigmaoutnoutd]=arma_last（xinfnpnq）
%
%?The?function?requires:
%
%???xinf（nsam）??Input?signal?（real?valued）?of?nsam?samples
%???nq??????????Order?of?the?denominator?（#?of?poles）
%???np??????????Order?of?the?numerator?（#?of?ceros）
%
%?The?function?provides:
%
%???outd（nq）????The?numerator?coefficients?outn（1）=1
%???outn（np）????The?denominator?coefficients?outd（1）=1
%???sigma???????The?square-root?of?input?noise?power
%
%?The?function?requires?spa_corc.m?to?compute?the?autocorrealtion?matrix
%?estimate
%
%???Miguel?Angel?LAGUNAS?and?Petre?STOICA????????????????June?2007
%
%--------------------------------------------------------------------------
function?[sigmaoutnoutd]=arma_last（xinfnpnq）;
nsam=length（xinf）;ra1=spa_corc（xinfnq）;nle=（nsam/2）;
ra2=spa_corc（xinfnle）;[u?d]=eig（ra2）;
d1=diag（log（diag（d）））;ca1=u*d1*u‘;clear?u?d1?d?ra2?nsam;
for?i=1:np
??cuso（i）=0;
??for?j=1:nle-i;
????cuso（i）=cuso（i）+ca1（ji+j）;
??end;cuso（i）=cuso（i）/（nle）;
end;
cep=（1:1:np）.*cuso（1:np）;clear?ca1?nle?cuso;
i=2;h（1）=1;
while?i??h（i）=0;
??for?k=1:i-1;
????h（i）=h（i）+h（k）*cep（i-k）;
??end;
??h（i）=h（i）/（i-1）;i=i+1;
end;
hh=flipud（hankel（fliplr（h）））;clear?h?cep;
if?nq>np;
???hh=[hh?zeros（npnq-np）];
else;
???hh=hh（1:np1:nq）;
end;
[u?d]=eig（ra1hh‘*hh）;sas=diag（d）;ua=[];sasn=[];
for?j=1:nq;
??[auso?luso]=min（sas）;sasn=[sasn;sas（luso）];
??sas（luso）=10e9;ua=[ua?u（:luso）];
end;
outd=real（ua（:1）‘）;outd=outd/outd（1）;sigma=1/sqrt（sasn（1））;
hha=hh/sigma;outn=outd*hha‘;sigma=sigma*outn（1）;outn=outn/outn（1）;
clear?hh?auso?luso?sas?sasn?u?d?ua?ra1;
%---------------------------------------------------------------------

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????1965??2007-08-30?12:26??arma\arma_last.m

?????文件???????1325??2007-09-09?20:35??arma\spa_corc.m

?????目錄??????????0??2009-05-17?15:42??arma

-----------?---------??----------?-----??----

?????????????????3290????????????????????3