matlab 高阶累积量工具箱2015可用

There is much more information in a stochastic non-Gaussian or deterministic signal than is conveyed by its autocorrelation and power spectrum. Higher-order spectra which are defined in terms of the higher-order moments or cumulants of a signal, contain this additional information. The Higher-Order Spectral Analysis (HOSA) Toolbox provides comprehensive higher-order spectral analysis capabilities for signal processing applications. The toolbox is an excellent resource for the advanced researcher and the practicing engineer, as well as the novice student who wants to learn about concepts and algorithms in statistical signal processing. The HOSA Toolbox is a collection of M-files that implement a variety of advanced signal processing algorithms for the estimation of cross- and auto-cumulants (including correlations), spectra and olyspectra,bispectrum, and bicoherence, and omputation of time-frequency distributions. Based on these, algorithms for parametric and non-parametric blind system identification, time-delay estimation, harmonic retrieval, phase-coupling, direction of arrival estimation, parameter estimation of Volterra (non-linear) models, and adaptive linear prediction are implemented. Also included are algorithms for testing of Gaussianity and Linearity of a time series. A full tutorial and demo set are included in the toolbox.

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 < maxlag0）
    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;
  zlag = max（[p p-q]）;

  zlag1 = 1 + zlag + ma_order - ar_order;
  kloc = 0; k2 = 0;  cum_y = zeros（ar_order+1ma_order+1）;
  for k1 = 0:ma_order
       kloc = kloc + 1;
       alpha = cumest（ynorderzlagsamp_segoverlapflagk1k2）;
       cum_y（:kloc） = al

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----

     文件       4452  2000-12-28 15:44  hosa\armaqs.m

     文件       2862  2000-12-28 15:44  hosa\armarts.m

     文件       4044  2000-12-28 15:45  hosa\armasyn.m

     文件       4165  2000-12-28 15:45  hosa\arorder.m

     文件       4034  2000-12-28 15:45  hosa\arrcest.m

     文件       5449  2000-12-28 15:46  hosa\biceps.m

     文件       5139  2000-12-28 15:46  hosa\bicepsf.m

     文件       4206  2000-12-28 15:46  hosa\bicoher.m

     文件       4717  2000-12-28 15:47  hosa\bicoherx.m

     文件       5854  2000-12-28 15:47  hosa\bispecd.m

     文件       6508  2000-12-28 15:48  hosa\bispecdx.m

     文件       5243  2000-12-28 15:48  hosa\bispeci.m

     文件       1974  2000-12-28 15:48  hosa\bispect.m

     文件       4939  2000-12-28 15:49  hosa\contents.m

     文件       2069  2000-12-28 15:49  hosa\cum2est.m

     文件       3133  2000-12-28 15:50  hosa\cum2x.m

     文件       2902  2000-12-28 15:50  hosa\cum3est.m

     文件       3611  2000-12-28 15:50  hosa\cum3x.m

     文件       4462  2018-11-01 13:29  hosa\cum4est.m

     文件       5704  2000-12-28 15:51  hosa\cum4x.m

     文件       2764  2000-12-28 15:51  hosa\cumest.m

     文件       4516  2000-12-28 15:51  hosa\cumtrue.m

     文件       5955  2000-12-28 15:52  hosa\doa.m

     文件       5605  2000-12-28 15:52  hosa\doagen.m

     文件       8677  2000-12-28 15:52  hosa\glstat.m

     文件       6512  2000-12-28 15:52  hosa\harmest.m

     文件       3757  2000-12-28 15:53  hosa\harmgen.m

     文件       4260  2000-12-28 15:54  hosa\hosahelp.m

     文件        706  2001-01-15 12:11  hosa\hosaver.m

     文件       3194  2000-12-28 15:54  hosa\hprony.m

............此处省略100个文件信息