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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) ENPC
// Copyright (C) DIGITEO - 2010 - Allan CORNET
//
// This file is released under the 3-clause BSD license. See COPYING-BSD.
function demo_arma3()
mprintf("\n")
mprintf(_("Arma Spectral power estimation:"))
mprintf("\n")
// Spectral power estimation
// ( form Sawaragi et all)
m = 18;
a = [1,-1.3136,1.4401,-1.0919,+0.83527];
b = [0.0,0.13137,0.023543,0.10775,0.03516];
u = rand(1,1000,"n");
z = arsimul(a,b,[0],0,u);
//----Using macro mese
[sm, fr] = mese(z, m);
//----The theorical result
function gx = gxx(z,a,b)
w = exp(-%i*2*%pi*z*(0:4))'
gx = abs(b*w)^2/(abs(a*w)^2);
endfunction
res = [];
for x = fr,
res = [ res, gxx(x,a,b)];
end;
//----using armax estimation of order (4,4)
// it's a bit tricky because we are not supposed to know the order
[arc, la, lb, sig, resid] = armax(4, 4, z, u);
res1 = [];
for x = fr,
res1 = [ res1, gxx(x,la(1),lb(1))];
end;
//-- visualization of the results
my_handle = scf(100001);
if is_handle_valid(my_handle) then
clf(my_handle, "reset");
plot2d([fr;fr;fr]', [20*log10(sm/sm(1));20*log10(res/res(1));20*log10(res1/res1(1))]', [2,1,-1])
legend([_("Using macro mese"); _("Theoretical value"); _("Arma identification")])
xtitle(_("Spectral power"), _("frequency"), _("spectral estimate"))
demo_viewCode("arma3.dem.sce");
end
endfunction
demo_arma3();
clear demo_arma3;
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