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/***********************************************/
/**
* @file digitalFilter.cpp
*
* @brief Digital filter implementation.
*
* @author Matthias Ellmer
* @author Andreas Kvas
* @date 2015-10-29
*
*/
/***********************************************/
#define DOCSTRING_DigitalFilter
#include "base/import.h"
#include "base/fourier.h"
#include "config/configRegister.h"
#include "inputOutput/logging.h"
#include "classes/digitalFilter/digitalFilterMovingAverage.h"
#include "classes/digitalFilter/digitalFilterMedian.h"
#include "classes/digitalFilter/digitalFilterDerivative.h"
#include "classes/digitalFilter/digitalFilterIntegral.h"
#include "classes/digitalFilter/digitalFilterGraceLowpass.h"
#include "classes/digitalFilter/digitalFilterButterworth.h"
#include "classes/digitalFilter/digitalFilterFile.h"
#include "classes/digitalFilter/digitalFilterCorrelation.h"
#include "classes/digitalFilter/digitalFilterWavelet.h"
#include "classes/digitalFilter/digitalFilterNotch.h"
#include "classes/digitalFilter/digitalFilterDecorrelation.h"
#include "classes/digitalFilter/digitalFilterLag.h"
#include "classes/digitalFilter/digitalFilterReduceFilterOutput.h"
#include "classes/digitalFilter/digitalFilter.h"
/***********************************************/
GROOPS_REGISTER_CLASS(DigitalFilter, "digitalFilterType",
DigitalFilterMovingAverage,
DigitalFilterMedian,
DigitalFilterDerivative,
DigitalFilterIntegral,
DigitalFilterCorrelation,
DigitalFilterGraceLowpass,
DigitalFilterButterworth,
DigitalFilterFile,
DigitalFilterWavelet,
DigitalFilterNotch,
DigitalFilterDecorrelation,
DigitalFilterLag,
DigitalFilterReduceFilterOutput)
GROOPS_READCONFIG_UNBOUNDED_CLASS(DigitalFilter, "digitalFilterType")
/***********************************************/
DigitalFilter::DigitalFilter(Config &config, const std::string &name)
{
try
{
std::string type;
while(readConfigChoice(config, name, type, Config::OPTIONAL, "", "create digital filter"))
{
if(readConfigChoiceElement(config, "movingAverage", type, "moving average (boxcar) filter"))
filters.push_back(new DigitalFilterMovingAverage(config));
if(readConfigChoiceElement(config, "movingMedian", type, "moving median filter"))
filters.push_back(new DigitalFilterMedian(config));
if(readConfigChoiceElement(config, "derivative", type, "differentiation by polynomial approximation"))
filters.push_back(new DigitalFilterDerivative(config));
if(readConfigChoiceElement(config, "integral", type, "integration by polynomial approximation"))
filters.push_back(new DigitalFilterIntegral(config));
if(readConfigChoiceElement(config, "correlation", type, "correlation by simple coefficient"))
filters.push_back(new DigitalFilterCorrelation(config));
if(readConfigChoiceElement(config, "graceLowpass", type, "GRACE low pass filter (self convolving kernel)"))
filters.push_back(new DigitalFilterGraceLowpass(config));
if(readConfigChoiceElement(config, "butterworth", type, "fixed order digital Butterworth filter"))
filters.push_back(new DigitalFilterButterworth(config));
if(readConfigChoiceElement(config, "file", type, "read ARMA filter from file"))
filters.push_back(new DigitalFilterFile(config));
if(readConfigChoiceElement(config, "wavelet", type, "filter representation of wavelet"))
filters.push_back(new DigitalFilterWavelet(config));
if(readConfigChoiceElement(config, "notch", type, "notch filter"))
filters.push_back(new DigitalFilterNotch(config));
if(readConfigChoiceElement(config, "decorrelation", type, "decorrelation filter"))
filters.push_back(new DigitalFilterDecorrelation(config));
if(readConfigChoiceElement(config, "lag", type, "lag/lead filter"))
filters.push_back(new DigitalFilterLag(config));
if(readConfigChoiceElement(config, "reduceFilterOutput", type, "remove filter output from input signal"))
filters.push_back(new DigitalFilterReduceFilterOutput(config));
endChoice(config);
if(isCreateSchema(config))
return;
}
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
DigitalFilter::~DigitalFilter()
{
for(UInt i=0; i<filters.size(); i++)
delete filters.at(i);
}
/***********************************************/
Matrix DigitalFilter::filter(const_MatrixSliceRef input) const
{
try
{
Matrix output = input;
for(UInt i=0; i<filters.size(); i++)
output = filters.at(i)->filter(output);
return output;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
std::vector<std::complex<Double>> DigitalFilter::frequencyResponse(UInt length) const
{
try
{
std::vector<std::complex<Double>> F((length+2)/2, 1.);
for(UInt i=0; i<filters.size(); i++)
{
auto H = filters.at(i)->frequencyResponse(length);
for(UInt k=0; k<H.size(); k++)
F.at(k) *= H.at(k);
}
return F;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
/***********************************************/
Matrix DigitalFilterARMA::filter(const_MatrixSliceRef input) const
{
try
{
// check input
// -----------
if(input.rows()<warmup())
throw(Exception("Time series is too short (<"+input.rows()%"%i"s+"> elements) to apply a filter with a warmup length of <"+warmup()%"%i"s+">."));
// filter in frequency domain
// --------------------------
if(inFrequencyDomain)
{
Matrix padded = pad(input, warmup(), bnStartIndex, padType);
auto H = frequencyResponse(padded.rows());
for(UInt k=0; k<padded.columns(); k++) // Filter column-wise
{
auto F = Fourier::fft(padded.column(k));
for(UInt i=0; i<F.size(); i++)
F.at(i) *= H.at(i);
copy(Fourier::synthesis(F, (padded.rows()%2==0)), padded.column(k));
}
return trim(padded, warmup(), bnStartIndex, padType);
}
// filter in time domain
// ---------------------
Matrix padded = pad(input, warmup(), bnStartIndex, padType);
if(backward)
{
for(UInt k = 0; k < padded.rows()/2; k++)
swap(padded.row(k), padded.row(padded.rows() - k - 1));
}
Matrix output(padded.rows(), padded.columns());
const UInt blockSize = std::min(static_cast<UInt>(64), padded.rows());
Matrix B(bn.rows() + blockSize - 1, blockSize);
for(UInt k = 0; k < B.columns(); k++)
copy(bn, B.slice(k, k, bn.rows(), 1));
for(UInt idxStart = 0; idxStart < output.rows(); idxStart+=blockSize)
{
UInt columnCount = std::min(output.rows() - idxStart, blockSize);
UInt rowCount = std::min(output.rows() - idxStart, B.rows());
matMult(1.0, B.slice(0, 0, rowCount, columnCount), padded.row(idxStart, columnCount), output.row(idxStart, rowCount));
}
if(an.size() > 1)
{
Matrix A(an.rows() + blockSize - 1, blockSize);
for(UInt k = 0; k < A.columns(); k++)
copy(an, A.slice(k, k, an.rows(), 1));
MatrixSlice A1(A);
A1.setType(Matrix::TRIANGULAR, Matrix::LOWER);
for(UInt idxStart = 0; idxStart < output.rows(); idxStart+=blockSize)
{
UInt columnCount = std::min(output.rows() - idxStart, blockSize);
if(idxStart > 0)
matMult(-1.0, A.row(blockSize, std::min(an.size() - 1, columnCount)), output.row(idxStart - blockSize, blockSize), output.row(idxStart, std::min(an.size() - 1, columnCount)));
triangularSolve(1.0, A1.slice(0, 0, columnCount, columnCount), output.row(idxStart, columnCount));
}
}
if(backward)
{
for(UInt k = 0; k < output.rows()/2; k++)
swap(output.row(k), output.row(output.rows() - k - 1));
}
return trim(output, warmup(), bnStartIndex, padType);
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
std::vector<std::complex<Double>> DigitalFilterARMA::frequencyResponse(UInt length) const
{
try
{
if((bn.rows() > length) || (an.rows() > length))
throw(Exception("length must be at least"+std::max(bn.rows(), an.rows())%"%i"s+" for this filter"));
Vector bPad(length);
copy(bn.row(bnStartIndex, bn.rows()-bnStartIndex), bPad.row(0, bn.rows()-bnStartIndex));
copy(bn.row(0, bnStartIndex), bPad.row(bPad.rows()-bnStartIndex, bnStartIndex));
Vector aPad(length);
copy(an, aPad.row(0, an.rows()));
if(backward) // reflect around element one
for(UInt k=0; k<std::max(bn.rows(), an.rows()); k++)
{
std::swap(aPad(k+1), aPad(aPad.rows()-1-k));
std::swap(bPad(k+1), bPad(bPad.rows()-1-k));
}
auto A = Fourier::fft(aPad);
auto B = Fourier::fft(bPad);
std::vector<std::complex<Double>> F(A.size());
for(UInt k=0; k<F.size(); k++)
F.at(k) = (std::abs(A.at(k))>0.) ? (B.at(k)/A.at(k)) : 1.;
return F;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
UInt DigitalFilterARMA::warmup() const
{
return std::max(std::max(bn.rows()-bnStartIndex-1, bnStartIndex), 3*an.rows());
}
/***********************************************/
/***********************************************/
Matrix DigitalFilterBase::pad(const_MatrixSliceRef input, UInt length, UInt timeShift, PadType padType)
{
try
{
if(padType == PadType::NONE)
{
if(timeShift > 0)
{
Matrix padded(input.rows()+timeShift, input.columns());
copy(input, padded.row(0, input.rows()));
return padded;
}
else
return input;
}
if(input.rows()<1)
throw(Exception("Trying to pad a zero length array ("+input.rows()%"%i"s + " x "+ input.columns()%"%i"s+")."));
Matrix padded(2*length+input.rows()+timeShift, input.columns());
copy(input, padded.row(length, input.rows()));
switch(padType)
{
case(PadType::ZERO):
break;
case(PadType::CONSTANT):
for(UInt k=0; k<length; k++)
{
copy(input.row(0), padded.row(k));
copy(input.row(input.rows()-1), padded.row(input.rows() + length + k));
}
break;
case(PadType::PERIODIC):
if(input.rows()<length)
throw(Exception("Time series is too short ( <"+input.rows()%"%i"s+"> elements) to apply periodic padding for a filter with a warmup length of <"+length%"%i"s+">."));
for(UInt k=0; k<length; k++)
{
copy(input.row(input.rows()-length+k), padded.row(k));
copy(input.row(k), padded.row(input.rows() + length + k));
}
break;
case(PadType::SYMMETRIC):
if(input.rows()<length+1)
throw(Exception("Time series is too short ( <"+input.rows()%"%i"s+"> elements) to apply symmetric padding for a filter with a warmup length of <"+length%"%i"s+">."));
for(UInt k=0; k<length; k++)
{
copy(input.row(k+1), padded.row(length-1-k));
copy(input.row(input.rows()-2-k), padded.row(input.rows() + length + k));
}
break;
default:
throw(Exception("Unknown pad type."));
}
return padded;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
Matrix DigitalFilterBase::trim(const_MatrixSliceRef input, UInt length, UInt timeShift, PadType padType)
{
try
{
if(padType == PadType::NONE)
{
if(timeShift > 0)
{
return Matrix(input.row(timeShift, input.rows() - timeShift));
}
else
return input;
}
return Matrix(input.row(length + timeShift, input.rows()-2*length - timeShift));
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
/***********************************************/
template<> Bool readConfig(Config &config, const std::string &name, DigitalFilterBase::PadType &padType, Config::Appearance mustSet, const std::string &defaultValue, const std::string &annotation)
{
try
{
std::string choice;
if(readConfigChoice(config, name, choice, mustSet, defaultValue, annotation))
{
if(readConfigChoiceElement(config, "none", choice, "no padding is applied")) padType = DigitalFilterBase::PadType::NONE;
if(readConfigChoiceElement(config, "zero", choice, "zero padding")) padType = DigitalFilterBase::PadType::ZERO;
if(readConfigChoiceElement(config, "constant", choice, "pad using first and last value")) padType = DigitalFilterBase::PadType::CONSTANT;
if(readConfigChoiceElement(config, "periodic", choice, "periodic continuation of matrix")) padType = DigitalFilterBase::PadType::PERIODIC;
if(readConfigChoiceElement(config, "symmetric", choice, "symmetric continuation around the matrix edges")) padType = DigitalFilterBase::PadType::SYMMETRIC;
endChoice(config);
return TRUE;
}
return FALSE;
}
catch(std::exception &e)
{
GROOPS_RETHROW(e)
}
}
/***********************************************/
|
