matlab 奇异谱分析,SSA寻北-奇异谱分析

% function [y,r,vr]=ssa(x1,L)

%使用方法：[y,r,vr]=ssa(x1,L)

clear all

clc

close all

t=0:0.1:1000;

x1=[sind(2*t+30)+randn(size(t))]';

L=1000;

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%

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%  Author: Francisco

Javier Alonso Sanchez  e-mail:fjas@unex.es

%  Departament of

Electronics and Electromecanical Engineering

%  Industrial Engineering

School

%  University of

Extremadura

%  Badajoz

%  Spain

%

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%

% SSA generates a trayectory matrix X from the original series

x1

% by sliding a window of length L. The trayectory matrix is

aproximated

%