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ngprop

PURPOSE ^

NGPROP is called by the function LTPDA_NOISEGEN

SYNOPSIS ^

function [x y] = ngprop(Tprop, E, num, y, ns)

DESCRIPTION ^

 NGPROP is called by the function LTPDA_NOISEGEN
 
 Inputs calculated by ...
  ... NGCONV: 
            - num:   numerator coefficients
  ... NGSETUP:
            - Tprop: matrix to calculate propagation vector
            - E:     matrix to calculate propagation vector
  ... NGINIT
            - y:     initial state vector 
            - num:   numerator coefficients
  ... USER
            - ns:    number of samples given as input from the user         
  Outputs:
            - x:     vector of timesamples
            - y:     last calculated state vector (could be used as input
                     for next LTPDA_NOISEGEN call)
 A Monsky 24-07-07

 $Id: ngprop.m,v 1.4 2008/01/23 17:23:56 anneke Exp $

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function [x y] = ngprop(Tprop, E, num, y, ns)
0002 % NGPROP is called by the function LTPDA_NOISEGEN
0003 %
0004 % Inputs calculated by ...
0005 %  ... NGCONV:
0006 %            - num:   numerator coefficients
0007 %  ... NGSETUP:
0008 %            - Tprop: matrix to calculate propagation vector
0009 %            - E:     matrix to calculate propagation vector
0010 %  ... NGINIT
0011 %            - y:     initial state vector
0012 %            - num:   numerator coefficients
0013 %  ... USER
0014 %            - ns:    number of samples given as input from the user
0015 %  Outputs:
0016 %            - x:     vector of timesamples
0017 %            - y:     last calculated state vector (could be used as input
0018 %                     for next LTPDA_NOISEGEN call)
0019 % A Monsky 24-07-07
0020 %
0021 % $Id: ngprop.m,v 1.4 2008/01/23 17:23:56 anneke Exp $
0022 
0023 lengT = length(Tprop);
0024 lengb = lengT+1;
0025 
0026 num=num';
0027 num = [num zeros(1,(lengb-length(num)-1))];
0028 
0029 
0030 x = zeros(ns,1);
0031 for i=1:ns
0032     r = randn(lengT,1);    
0033     y = E * y + Tprop * r;
0034     x(i) = num*y;
0035 end
0036 
0037

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