www.gusucode.com > mbcmodels 工具箱 matlab 源码程序 > mbcmodels/@xregcovariance/ma.m
function [w,bnds,A,b,nl]= MA(c,yhat,X,varargin); % COVMODEL/ARMA Moving Average model % % Copyright 2000-2004 The MathWorks, Inc. and Ford Global Technologies, Inc. if nargin==1 w= 1; bnds= [-0.99 0.99]; A=[]; b=[]; nl=[]; else ny= length(yhat); nx = round((X(end,1)-X(1,1))/c.Ts)+1; x= [1 zeros(1,nx-1)]; b= [1 c.cparam]; w= filter(b,1,x); w= toeplitz(w); if nx~=ny % get rid of missing points xind= round((X(:,1)-X(1,1))/c.Ts + 1); ok= intersect(1:nx,xind); w= w(ok,ok); end end