--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/python/tfvar.py Fri May 27 14:24:59 2011 +0530
@@ -0,0 +1,21 @@
+#!/usr/bin/python
+# 11.7
+
+# N and D polynomials in z^{-1} form; discrete case
+import scipy as sp
+from l2r import l2r
+from scipy import signal
+from covar_m import covar_m
+
+def tfvar(N,dN,D,dD):
+ N,dN,D,dD = l2r(N,dN,D,dD)
+ N = N/D[0]
+ D = D/D[0]
+ LN, LD = len(N), len(D)
+ D1 = D
+ if LD<LN:
+ D1 = sp.hstack((D, sp.zeros(LN-LD)))
+ dD1 = dD+LN-LD
+ H = signal.lti(N, D1)
+ yvar = covar_m(H,1)
+ return N,dN,D,dD,yvar