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matlab 取43阶上部分,求教关于matlab四阶累积量函数里变量的意义。

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function? ?y_cum = cum4est (y, maxlag, nsamp, overlap, flag, k1, k2)

%CUM4EST Fourth-order cumulants.

%? ?? ? Should be invoked via CUMEST for proper parameter checks

%? ?? ? y_cum = cum4est (y, maxlag, samp_seg, overlap, flag, k1, k2)

%? ?? ? Computes sample estimates of fourth-order cumulants

%? ?? ? via the overlapped segment method.

%

%? ?? ? y_cum = cum4est (y, maxlag, samp_seg, overlap, flag, k1, k2)

%? ?? ?? ?? ???y: input data vector (column)

%? ?? ?? ?maxlag: maximum lag

%? ?? ? samp_seg: samples per segment

%? ?? ???overlap: percentage overlap of segments

%? ?? ?? ? flag : 'biased', biased estimates are computed

%? ?? ?? ?? ?? ?: 'unbiased', unbiased estimates are computed.

%? ?k1,k2 : the fixed lags in C3(m,k1) or C4(m,k1,k2); see below

%? ?y_cum : estimated fourth-order cumulant slice

%? ?? ?? ???C4(m,k1,k2)??-maxlag <= m <= maxlag

%??Note: all parameters must be specified

%??Copyright (c) 1991-2001 by United Signals & Systems, Inc.

%? ?? ? $Revision: 1.4 $

%??A. Swami? ?January 20, 1993

% Modified, Januar 20, 1994 to handle complex case properly:

% c4(t1,t2,t3) := cum( x^*(t), x(t+t1), x(t+t2), x^*(t+t3) )

%? ???RESTRICTED RIGHTS LEGEND

% Use, duplication, or disclosure by the Government is subject to

% restrictions as set forth in subparagraph (c) (1) (ii) of the

% Rights in Technical Data and Computer Software clause of DFARS

% 252.227-7013.

% Manufacturer: United Signals & Systems, Inc., P.O. Box 2374,

% Culver City, California 90231.

%

%??This material may be reproduced by or for the U.S. Government pursuant

%??to the copyright license under the clause at DFARS 252.227-7013.

% c4(t1,t2,t3) := cum( x^*(t), x(t+t1), x(t+t2), x^*(t+t3) )

%??cum(w,x,y,z) := E(wxyz) - E(wx)E(yz) - E(wy)E(xz) - E(wz)E(xy)

%??and, w,x,y,z are assumed to be zero-mean.

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