Global Index (short | long) | Local contents | Local Index (short | long)
[dga,dgp]=ffsdcal(a,b,f,na,nb,nf,nk,GC,OM,P,T)
FFSDCAL Auxiliary function to TH2FF. [dga,dgp]=ffsdcal(a,b,f,na,nb,nf,nk,GC,OM,P,T)
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function [dga,dgp]=ffsdcal(a,b,f,na,nb,nf,nk,GC,OM,P,T) % L. Ljung 4-8-90 % Copyright (c) 1986-98 by The MathWorks, Inc. % $Revision: 2.3 $ $Date: 1997/12/02 03:40:17 $ % % *** Now compute the standard deviations *** % % D3 = " dGC/dTHETA " % if T>0, D3=[((-GC./(a*OM(1:na+1,:)))'*ones(1,na)).*OM(2:na+1,:)',((GC./(b*OM(1:length(b),:)))'*ones(1,nb)).*OM(nk+1:nk+nb,:)',((-GC./(f*OM(1:nf+1,:)))'*ones(1,nf)).*OM(2:nf+1,:)']; else D3=[((-GC./(a*OM(na+1:-1:1,:)))'*ones(1,na)).*OM(na:-1:1,:)',((GC./(b*OM(length(b):-1:1,:)))'*ones(1,nb)).*OM(nb:-1:1,:)',((-GC./(f*OM(nf+1:-1:1,:)))'*ones(1,nf)).*OM(nf:-1:1,:)']; end D4=D3*P; % % The matrix [C1 C3;conj(C3) C2] is the covariance matrix of [Re GC; Im GC] % according to Gauss' approximation formula % C1=sum((real(D4).*real(D3))')'; C2=sum((imag(D4).*imag(D3))')'; C3=sum((imag(D4).*real(D3))')'; % % Now translate these covariances to those of abs(GC) and arg(GC) % dga=sqrt((real(GC').^2).*C1+2*((real(GC')).*(imag(GC'))).*C3+(imag(GC').^2).*C2)./abs(GC'); dgp=(180/pi)*sqrt((imag(GC').^2).*C1-2*((real(GC')).*imag(GC')).*C3+(real(GC').^2).*C2)./(abs(GC').^2);