Mercurial > octave-antonio
view scripts/signal/arma_rnd.m @ 20165:f1d0f506ee78 stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed optimization, polynomial, signal script directories.
* scripts/optimization/fminbnd.m, scripts/optimization/fminsearch.m,
scripts/optimization/fminunc.m, scripts/optimization/fsolve.m,
scripts/optimization/fzero.m, scripts/optimization/glpk.m,
scripts/optimization/lsqnonneg.m, scripts/optimization/pqpnonneg.m,
scripts/optimization/qp.m, scripts/optimization/sqp.m,
scripts/polynomial/compan.m, scripts/polynomial/mkpp.m,
scripts/polynomial/mpoles.m, scripts/polynomial/pchip.m,
scripts/polynomial/poly.m, scripts/polynomial/polyaffine.m,
scripts/polynomial/polyder.m, scripts/polynomial/polyeig.m,
scripts/polynomial/polyfit.m, scripts/polynomial/polygcd.m,
scripts/polynomial/polyint.m, scripts/polynomial/polyout.m,
scripts/polynomial/polyval.m, scripts/polynomial/ppder.m,
scripts/polynomial/ppint.m, scripts/polynomial/ppjumps.m,
scripts/polynomial/ppval.m, scripts/polynomial/residue.m,
scripts/polynomial/roots.m, scripts/polynomial/spline.m,
scripts/polynomial/splinefit.m, scripts/polynomial/unmkpp.m,
scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m,
scripts/signal/arma_rnd.m, scripts/signal/autoreg_matrix.m,
scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/detrend.m,
scripts/signal/diffpara.m, scripts/signal/durbinlevinson.m,
scripts/signal/fftconv.m, scripts/signal/fftfilt.m, scripts/signal/fftshift.m,
scripts/signal/filter2.m, scripts/signal/freqz.m, scripts/signal/hamming.m,
scripts/signal/hanning.m, scripts/signal/hurst.m, scripts/signal/ifftshift.m,
scripts/signal/periodogram.m, scripts/signal/sinc.m, scripts/signal/sinetone.m,
scripts/signal/sinewave.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/signal/spencer.m, scripts/signal/stft.m,
scripts/signal/synthesis.m, scripts/signal/unwrap.m,
scripts/signal/yulewalker.m:
Update more docstrings to have one sentence summary as first line.
author | Rik <rik@octave.org> |
---|---|
date | Mon, 04 May 2015 21:50:57 -0700 |
parents | 9fc020886ae9 |
children |
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## Copyright (C) 1995-2015 Friedrich Leisch ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} arma_rnd (@var{a}, @var{b}, @var{v}, @var{t}, @var{n}) ## Return a simulation of the ARMA model. ## ## The ARMA model is defined by ## ## @example ## @group ## x(n) = a(1) * x(n-1) + @dots{} + a(k) * x(n-k) ## + e(n) + b(1) * e(n-1) + @dots{} + b(l) * e(n-l) ## @end group ## @end example ## ## @noindent ## in which @var{k} is the length of vector @var{a}, @var{l} is the length of ## vector @var{b} and @var{e} is Gaussian white noise with variance @var{v}. ## The function returns a vector of length @var{t}. ## ## The optional parameter @var{n} gives the number of dummy @var{x}(@var{i}) ## used for initialization, i.e., a sequence of length @var{t}+@var{n} is ## generated and @var{x}(@var{n}+1:@var{t}+@var{n}) is returned. If @var{n} ## is omitted, @var{n} = 100 is used. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Simulate an ARMA process function x = arma_rnd (a, b, v, t, n) if (nargin == 4) n = 100; elseif (nargin == 5) if (! isscalar (n)) error ("arma_rnd: N must be a scalar"); endif else print_usage (); endif if ((min (size (a)) > 1) || (min (size (b)) > 1)) error ("arma_rnd: A and B must not be matrices"); endif if (! isscalar (t)) error ("arma_rnd: T must be a scalar"); endif ar = length (a); br = length (b); a = reshape (a, ar, 1); b = reshape (b, br, 1); ## Apply our notational convention. a = [1; -a]; b = [1; b]; n = min (n, ar + br); e = sqrt (v) * randn (t + n, 1); x = filter (b, a, e); x = x(n + 1 : t + n); endfunction