Mercurial > hg > camir-ismir2012

diff toolboxes/FullBNT-1.0.7/Kalman/convert_to_lagged_form.m @ 0:cc4b1211e677 tip

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initial commit to HG from Changeset: 646 (e263d8a21543) added further path and more save "camirversion.m"
author Daniel Wolff
date Fri, 19 Aug 2016 13:07:06 +0200
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/Kalman/convert_to_lagged_form.m	Fri Aug 19 13:07:06 2016 +0200
@@ -0,0 +1,14 @@
+function yy = convert_to_lagged_form(y, k)
+% Create an observation vector yy(:,t) containing the last k values of y, newest first
+% e.g., k=2, y = (a1 a2 a3)     yy  = a2 a3
+%                (b1 b2 b3)           b2 b2
+%                                     a1 a2
+%                                     b1 b2
+
+[s T] = size(y);
+bs = s*ones(1,k);
+yy = zeros(k*s, T-k+1);
+for i=1:k
+  yy(block(i,bs), :) = y(:, k-i+1:end-i+1);
+end
+