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/*!
* \file
* \brief Implementation of signal processing functions
* \author Tony Ottosson, Thomas Eriksson, Pal Frenger, and Tobias Ringstrom
*
* -------------------------------------------------------------------------
*
* IT++ - C++ library of mathematical, signal processing, speech processing,
* and communications classes and functions
*
* Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*
* -------------------------------------------------------------------------
*/
#include <itpp/signal/sigfun.h>
#include <itpp/signal/transforms.h>
#include <itpp/signal/window.h>
#include <itpp/base/converters.h>
#include <itpp/base/math/elem_math.h>
#include <itpp/base/matfunc.h>
#include <itpp/base/specmat.h>
#include <itpp/stat/misc_stat.h>
namespace itpp {
vec xcorr_old(const vec &x, const int max_lag, const std::string scaleopt) {
vec out;
xcorr_old(x, x, out,max_lag, scaleopt);
return out;
}
vec xcorr(const vec &x, const int max_lag, const std::string scaleopt)
{
cvec out(2*x.length()-1); //Initial size does ont matter, it will get adjusted
xcorr(to_cvec(x),to_cvec(x),out,max_lag,scaleopt,true);
return real(out);
}
cvec xcorr(const cvec &x, const int max_lag,const std::string scaleopt)
{
cvec out(2*x.length()-1); //Initial size does ont matter, it will get adjusted
xcorr(x,x,out,max_lag,scaleopt,true);
return out;
}
vec xcorr(const vec &x, const vec &y, const int max_lag, const std::string scaleopt)
{
cvec out(2*x.length()-1); //Initial size does ont matter, it will get adjusted
xcorr(to_cvec(x),to_cvec(y),out,max_lag,scaleopt,false);
return real(out);
}
cvec xcorr(const cvec &x, const cvec &y,const int max_lag,const std::string scaleopt)
{
cvec out(2*x.length()-1); //Initial size does ont matter, it will get adjusted
xcorr(x,y,out,max_lag,scaleopt,false);
return out;
}
void xcorr(const vec &x, const vec &y, vec &out, const int max_lag, const std::string scaleopt)
{
cvec xx = to_cvec(x);
cvec yy = to_cvec(y);
cvec oo = to_cvec(out);
xcorr(xx,yy,oo,max_lag,scaleopt,false);
out = real(oo);
}
void xcorr_old(const vec &x, const vec &y, vec &out, const int max_lag, const std::string scaleopt)
{
int m, n;
double s_plus, s_minus, M_double, xcorr_0, coeff_scale=0.0;
int M, N;
M = x.size();
M = std::max(x.size(), y.size());
M_double = double(M);
if (max_lag == -1) {
N = std::max(x.size(), y.size());
} else {
N = max_lag+1;
}
out.set_size(2*N-1,false);
it_assert(N <= std::max(x.size(), y.size()),"max_lag cannot be as large as, or larger than, the maximum length of x and y.");
if (scaleopt=="coeff") {
coeff_scale = std::sqrt(energy(x)) * std::sqrt(energy(y));
}
for (m=0; m<N; m++) {
s_plus = 0;
s_minus = 0;
for (n=0;n<M-m;n++) {
s_minus += index_zero_pad(x, n) * index_zero_pad(y, n+m);
s_plus += index_zero_pad(x, n+m) * index_zero_pad(y, n);
}
if (m == 0) { xcorr_0 = s_plus; }
if (scaleopt=="none") {
out(N+m-1) = s_plus;
out(N-m-1) = s_minus;
}
else if (scaleopt == "biased"){
out(N+m-1) = s_plus/M_double;
out(N-m-1) = s_minus/M_double;
}
else if (scaleopt == "unbiased"){
out(N+m-1) = s_plus/double(M-m);
out(N-m-1) = s_minus/double(M-m);
}
else if (scaleopt == "coeff") {
out(N+m-1) = s_plus/coeff_scale;
out(N-m-1) = s_minus/coeff_scale;
}
else
it_error("Incorrect scaleopt specified.");
}
}
vec xcorr_old(const vec &x, const vec &y, const int max_lag, const std::string scaleopt) {
vec out;
xcorr_old(x, y, out, max_lag, scaleopt);
return out;
}
//Correlation
void xcorr(const cvec &x,const cvec &y,cvec &out,const int max_lag,const std::string scaleopt, bool autoflag)
{
int N = std::max(x.length(),y.length());
//Compute the FFT size as the "next power of 2" of the input vector's length (max)
int b = ceil_i(::log2(2.0*N-1));
int fftsize = pow2i(b);
int end = fftsize - 1;
cvec temp2;
if(autoflag==true)
{
//Take FFT of input vector
cvec X = fft(zero_pad(x,fftsize));
//Compute the abs(X).^2 and take the inverse FFT.
temp2 = ifft(elem_mult(X,conj(X)));
}
else
{
//Take FFT of input vectors
cvec X = fft(zero_pad(x,fftsize));
cvec Y = fft(zero_pad(y,fftsize));
//Compute the crosscorrelation
temp2 = ifft(elem_mult(X,conj(Y)));
}
// Compute the total number of lags to keep. We truncate the maximum number of lags to N-1.
int maxlag;
if( (max_lag == -1) || (max_lag >= N) )
maxlag = N - 1;
else
maxlag = max_lag;
//Move negative lags to the beginning of the vector. Drop extra values from the FFT/IFFt
if(maxlag == 0) {
out.set_size(1, false);
out = temp2(0);
} else
out = concat(temp2(end-maxlag+1,end),temp2(0,maxlag));
//Scale data
if(scaleopt == "biased")
//out = out / static_cast<double_complex>(N);
out = out / static_cast<std::complex<double> >(N);
else if (scaleopt == "unbiased")
{
//Total lag vector
vec lags = linspace(-maxlag,maxlag,2*maxlag+1);
cvec scale = to_cvec(static_cast<double>(N) - abs(lags));
out /= scale;
}
else if (scaleopt == "coeff")
{
if(autoflag == true) // Normalize by Rxx(0)
out /= out(maxlag);
else //Normalize by sqrt(Rxx(0)*Ryy(0))
{
double rxx0 = sum(abs(elem_mult(x,x)));
double ryy0 = sum(abs(elem_mult(y,y)));
out /= std::sqrt(rxx0*ryy0);
}
}
else if (scaleopt == "none")
{}
else
it_warning("Unknow scaling option in XCORR, defaulting to <none> ");
}
mat cov(const mat &X, bool is_zero_mean)
{
int d = X.cols(), n = X.rows();
mat R(d, d), m2(n, d);
vec tmp;
R = 0.0;
if (!is_zero_mean) {
// Compute and remove mean
for (int i = 0; i < d; i++) {
tmp = X.get_col(i);
m2.set_col(i, tmp - mean(tmp));
}
// Calc corr matrix
for (int i = 0; i < d; i++) {
for (int j = 0; j <= i; j++) {
for (int k = 0; k < n; k++) {
R(i,j) += m2(k,i) * m2(k,j);
}
R(j,i) = R(i,j); // When i=j this is unnecassary work
}
}
}
else {
// Calc corr matrix
for (int i = 0; i < d; i++) {
for (int j = 0; j <= i; j++) {
for (int k = 0; k < n; k++) {
R(i,j) += X(k,i) * X(k,j);
}
R(j,i) = R(i,j); // When i=j this is unnecassary work
}
}
}
R /= n;
return R;
}
vec spectrum(const vec &v, int nfft, int noverlap)
{
it_assert_debug(pow2i(levels2bits(nfft)) == nfft,
"nfft must be a power of two in spectrum()!");
vec P(nfft/2+1), w(nfft), wd(nfft);
P = 0.0;
w = hanning(nfft);
double w_energy = nfft==1 ? 1 : (nfft+1)*.375; // Hanning energy
if (nfft > v.size()) {
P = sqr(abs( fft(to_cvec(elem_mult(zero_pad(v, nfft), w)))(0, nfft/2) ));
P /= w_energy;
}
else {
int k = (v.size()-noverlap) / (nfft-noverlap), idx = 0;
for (int i=0; i<k; i++) {
wd = elem_mult(v(idx, idx+nfft-1), w);
P += sqr(abs( fft(to_cvec(wd))(0, nfft/2) ));
idx += nfft - noverlap;
}
P /= k * w_energy;
}
P.set_size(nfft/2+1, true);
return P;
}
vec spectrum(const vec &v, const vec &w, int noverlap)
{
int nfft = w.size();
it_assert_debug(pow2i(levels2bits(nfft)) == nfft,
"The window size must be a power of two in spectrum()!");
vec P(nfft/2+1), wd(nfft);
P = 0.0;
double w_energy = energy(w);
if (nfft > v.size()) {
P = sqr(abs( fft(to_cvec(elem_mult(zero_pad(v, nfft), w)))(0, nfft/2) ));
P /= w_energy;
}
else {
int k = (v.size()-noverlap) / (nfft-noverlap), idx = 0;
for (int i=0; i<k; i++) {
wd = elem_mult(v(idx, idx+nfft-1), w);
P += sqr(abs( fft(to_cvec(wd))(0, nfft/2) ));
idx += nfft - noverlap;
}
P /= k * w_energy;
}
P.set_size(nfft/2+1, true);
return P;
}
vec filter_spectrum(const vec &a, int nfft)
{
vec s = sqr(abs(fft(to_cvec(a), nfft)));
s.set_size(nfft/2+1, true);
return s;
}
vec filter_spectrum(const vec &a, const vec &b, int nfft)
{
vec s = sqr(abs(elem_div(fft(to_cvec(a), nfft), fft(to_cvec(b), nfft))));
s.set_size(nfft/2+1, true);
return s;
}
} // namespace itpp
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