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 1.2 2008/08/01 13:19:42 ingo Exp $
0001 % NGPROP is called by the function LTPDA_NOISEGEN 0002 % 0003 % Inputs calculated by ... 0004 % ... NGCONV: 0005 % - num: numerator coefficients 0006 % ... NGSETUP: 0007 % - Tprop: matrix to calculate propagation vector 0008 % - E: matrix to calculate propagation vector 0009 % ... NGINIT 0010 % - y: initial state vector 0011 % - num: numerator coefficients 0012 % ... USER 0013 % - ns: number of samples given as input from the user 0014 % Outputs: 0015 % - x: vector of timesamples 0016 % - y: last calculated state vector (could be used as input 0017 % for next LTPDA_NOISEGEN call) 0018 % A Monsky 24-07-07 0019 % 0020 % $Id: ngprop.m,v 1.2 2008/08/01 13:19:42 ingo Exp $ 0021 0022 function [x y] = ngprop(Tprop, E, num, y, ns) 0023 0024 lengT = length(Tprop); 0025 lengb = lengT+1; 0026 0027 num=num'; 0028 num = [num zeros(1,(lengb-length(num)-1))]; 0029 0030 0031 x = zeros(ns,1); 0032 for i=1:ns 0033 r = randn(lengT,1); 0034 y = E * y + Tprop * r; 0035 x(i) = num*y; 0036 end 0037 0038 end