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  • Committer: Bazaar Package Importer
  • Author(s): Torsten Werner
  • Date: 2002-03-21 16:57:43 UTC
  • Revision ID: james.westby@ubuntu.com-20020321165743-e9mv12c1tb1plztg
Tags: upstream-2.6
Import upstream version 2.6

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demos/arma/arma3.dem
 
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// Spectral power estimation 
 
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// ( form Sawaragi et all) 
 
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// Copyright INRIA
 
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m=18
 
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a=[1,-1.3136,1.4401,-1.0919,+0.83527]
 
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b=[0.0,0.13137,0.023543,0.10775,0.03516]
 
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u=rand(1,1000,'n');
 
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z=arsimul(a,b,[0],0,u);
 
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//----Using macro mese 
 
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[sm,fr]=mese(z,m);
 
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//----The theorical result 
 
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deff('[gx]=gxx(z)',['gx=(abs( a* exp(-%i*2*%pi*z*(0:4))'')**2)';...
 
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      'gx=abs( b* exp(-%i*2*%pi*z*(0:4))'')**2/gx']);
 
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res=[];
 
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for x=fr,res=[ res, gxx(x)];end;
 
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//----using armax estimation of order  (4,4)
 
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// it's a bit tricky because we are not supposed to know the order
 
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//
 
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[arc,la,lb,sig,resid]=armax(4,4,z,u);
 
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a=la(1);
 
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b=lb(1);
 
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res1=[];
 
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for x=fr,res1=[ res1, gxx(x)];end;
 
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//
 
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leg="log(p) :using macro mese @ theoriqal value@log(p) : arma identifcation"
 
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halt();
 
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xbasc();
 
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xtitle('Spectral power','frequency','spectral estimate')
 
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plot2d([fr;fr;fr]',[20*log(sm/sm(1))/log(10);...
 
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  20*log(res/res(1))/log(10);...
 
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  20*log(res1/res1(1))/log(10)]',...
 
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 [2,1,-1],"111",leg, [0,-70,0.5,60]);
 
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