1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793
|
# -*- coding: utf-8 -*-
"""Functions for FIR filter design."""
from __future__ import division, print_function, absolute_import
from math import ceil, log
import numpy as np
from numpy.fft import irfft
from scipy.special import sinc
from scipy.linalg import toeplitz, hankel, pinv
from . import sigtools
__all__ = ['kaiser_beta', 'kaiser_atten', 'kaiserord',
'firwin', 'firwin2', 'remez', 'firls']
# Some notes on function parameters:
#
# `cutoff` and `width` are given as a numbers between 0 and 1. These
# are relative frequencies, expressed as a fraction of the Nyquist rate.
# For example, if the Nyquist rate is 2KHz, then width=0.15 is a width
# of 300 Hz.
#
# The `order` of a FIR filter is one less than the number of taps.
# This is a potential source of confusion, so in the following code,
# we will always use the number of taps as the parameterization of
# the 'size' of the filter. The "number of taps" means the number
# of coefficients, which is the same as the length of the impulse
# response of the filter.
def kaiser_beta(a):
"""Compute the Kaiser parameter `beta`, given the attenuation `a`.
Parameters
----------
a : float
The desired attenuation in the stopband and maximum ripple in
the passband, in dB. This should be a *positive* number.
Returns
-------
beta : float
The `beta` parameter to be used in the formula for a Kaiser window.
References
----------
Oppenheim, Schafer, "Discrete-Time Signal Processing", p.475-476.
"""
if a > 50:
beta = 0.1102 * (a - 8.7)
elif a > 21:
beta = 0.5842 * (a - 21) ** 0.4 + 0.07886 * (a - 21)
else:
beta = 0.0
return beta
def kaiser_atten(numtaps, width):
"""Compute the attenuation of a Kaiser FIR filter.
Given the number of taps `N` and the transition width `width`, compute the
attenuation `a` in dB, given by Kaiser's formula:
a = 2.285 * (N - 1) * pi * width + 7.95
Parameters
----------
numtaps : int
The number of taps in the FIR filter.
width : float
The desired width of the transition region between passband and
stopband (or, in general, at any discontinuity) for the filter.
Returns
-------
a : float
The attenuation of the ripple, in dB.
See Also
--------
kaiserord, kaiser_beta
"""
a = 2.285 * (numtaps - 1) * np.pi * width + 7.95
return a
def kaiserord(ripple, width):
"""
Design a Kaiser window to limit ripple and width of transition region.
Parameters
----------
ripple : float
Positive number specifying maximum ripple in passband (dB) and minimum
ripple in stopband.
width : float
Width of transition region (normalized so that 1 corresponds to pi
radians / sample).
Returns
-------
numtaps : int
The length of the kaiser window.
beta : float
The beta parameter for the kaiser window.
See Also
--------
kaiser_beta, kaiser_atten
Notes
-----
There are several ways to obtain the Kaiser window:
- ``signal.kaiser(numtaps, beta, sym=True)``
- ``signal.get_window(beta, numtaps)``
- ``signal.get_window(('kaiser', beta), numtaps)``
The empirical equations discovered by Kaiser are used.
References
----------
Oppenheim, Schafer, "Discrete-Time Signal Processing", p.475-476.
"""
A = abs(ripple) # in case somebody is confused as to what's meant
if A < 8:
# Formula for N is not valid in this range.
raise ValueError("Requested maximum ripple attentuation %f is too "
"small for the Kaiser formula." % A)
beta = kaiser_beta(A)
# Kaiser's formula (as given in Oppenheim and Schafer) is for the filter
# order, so we have to add 1 to get the number of taps.
numtaps = (A - 7.95) / 2.285 / (np.pi * width) + 1
return int(ceil(numtaps)), beta
def firwin(numtaps, cutoff, width=None, window='hamming', pass_zero=True,
scale=True, nyq=1.0):
"""
FIR filter design using the window method.
This function computes the coefficients of a finite impulse response
filter. The filter will have linear phase; it will be Type I if
`numtaps` is odd and Type II if `numtaps` is even.
Type II filters always have zero response at the Nyquist rate, so a
ValueError exception is raised if firwin is called with `numtaps` even and
having a passband whose right end is at the Nyquist rate.
Parameters
----------
numtaps : int
Length of the filter (number of coefficients, i.e. the filter
order + 1). `numtaps` must be even if a passband includes the
Nyquist frequency.
cutoff : float or 1D array_like
Cutoff frequency of filter (expressed in the same units as `nyq`)
OR an array of cutoff frequencies (that is, band edges). In the
latter case, the frequencies in `cutoff` should be positive and
monotonically increasing between 0 and `nyq`. The values 0 and
`nyq` must not be included in `cutoff`.
width : float or None, optional
If `width` is not None, then assume it is the approximate width
of the transition region (expressed in the same units as `nyq`)
for use in Kaiser FIR filter design. In this case, the `window`
argument is ignored.
window : string or tuple of string and parameter values, optional
Desired window to use. See `scipy.signal.get_window` for a list
of windows and required parameters.
pass_zero : bool, optional
If True, the gain at the frequency 0 (i.e. the "DC gain") is 1.
Otherwise the DC gain is 0.
scale : bool, optional
Set to True to scale the coefficients so that the frequency
response is exactly unity at a certain frequency.
That frequency is either:
- 0 (DC) if the first passband starts at 0 (i.e. pass_zero
is True)
- `nyq` (the Nyquist rate) if the first passband ends at
`nyq` (i.e the filter is a single band highpass filter);
center of first passband otherwise
nyq : float, optional
Nyquist frequency. Each frequency in `cutoff` must be between 0
and `nyq`.
Returns
-------
h : (numtaps,) ndarray
Coefficients of length `numtaps` FIR filter.
Raises
------
ValueError
If any value in `cutoff` is less than or equal to 0 or greater
than or equal to `nyq`, if the values in `cutoff` are not strictly
monotonically increasing, or if `numtaps` is even but a passband
includes the Nyquist frequency.
See also
--------
firwin2
firls
remez
Examples
--------
Low-pass from 0 to f:
>>> from scipy import signal
>>> numtaps = 3
>>> f = 0.1
>>> signal.firwin(numtaps, f)
array([ 0.06799017, 0.86401967, 0.06799017])
Use a specific window function:
>>> signal.firwin(numtaps, f, window='nuttall')
array([ 3.56607041e-04, 9.99286786e-01, 3.56607041e-04])
High-pass ('stop' from 0 to f):
>>> signal.firwin(numtaps, f, pass_zero=False)
array([-0.00859313, 0.98281375, -0.00859313])
Band-pass:
>>> f1, f2 = 0.1, 0.2
>>> signal.firwin(numtaps, [f1, f2], pass_zero=False)
array([ 0.06301614, 0.88770441, 0.06301614])
Band-stop:
>>> signal.firwin(numtaps, [f1, f2])
array([-0.00801395, 1.0160279 , -0.00801395])
Multi-band (passbands are [0, f1], [f2, f3] and [f4, 1]):
>>> f3, f4 = 0.3, 0.4
>>> signal.firwin(numtaps, [f1, f2, f3, f4])
array([-0.01376344, 1.02752689, -0.01376344])
Multi-band (passbands are [f1, f2] and [f3,f4]):
>>> signal.firwin(numtaps, [f1, f2, f3, f4], pass_zero=False)
array([ 0.04890915, 0.91284326, 0.04890915])
"""
# The major enhancements to this function added in November 2010 were
# developed by Tom Krauss (see ticket #902).
cutoff = np.atleast_1d(cutoff) / float(nyq)
# Check for invalid input.
if cutoff.ndim > 1:
raise ValueError("The cutoff argument must be at most "
"one-dimensional.")
if cutoff.size == 0:
raise ValueError("At least one cutoff frequency must be given.")
if cutoff.min() <= 0 or cutoff.max() >= 1:
raise ValueError("Invalid cutoff frequency: frequencies must be "
"greater than 0 and less than nyq.")
if np.any(np.diff(cutoff) <= 0):
raise ValueError("Invalid cutoff frequencies: the frequencies "
"must be strictly increasing.")
if width is not None:
# A width was given. Find the beta parameter of the Kaiser window
# and set `window`. This overrides the value of `window` passed in.
atten = kaiser_atten(numtaps, float(width) / nyq)
beta = kaiser_beta(atten)
window = ('kaiser', beta)
pass_nyquist = bool(cutoff.size & 1) ^ pass_zero
if pass_nyquist and numtaps % 2 == 0:
raise ValueError("A filter with an even number of coefficients must "
"have zero response at the Nyquist rate.")
# Insert 0 and/or 1 at the ends of cutoff so that the length of cutoff
# is even, and each pair in cutoff corresponds to passband.
cutoff = np.hstack(([0.0] * pass_zero, cutoff, [1.0] * pass_nyquist))
# `bands` is a 2D array; each row gives the left and right edges of
# a passband.
bands = cutoff.reshape(-1, 2)
# Build up the coefficients.
alpha = 0.5 * (numtaps - 1)
m = np.arange(0, numtaps) - alpha
h = 0
for left, right in bands:
h += right * sinc(right * m)
h -= left * sinc(left * m)
# Get and apply the window function.
from .signaltools import get_window
win = get_window(window, numtaps, fftbins=False)
h *= win
# Now handle scaling if desired.
if scale:
# Get the first passband.
left, right = bands[0]
if left == 0:
scale_frequency = 0.0
elif right == 1:
scale_frequency = 1.0
else:
scale_frequency = 0.5 * (left + right)
c = np.cos(np.pi * m * scale_frequency)
s = np.sum(h * c)
h /= s
return h
# Original version of firwin2 from scipy ticket #457, submitted by "tash".
#
# Rewritten by Warren Weckesser, 2010.
def firwin2(numtaps, freq, gain, nfreqs=None, window='hamming', nyq=1.0,
antisymmetric=False):
"""
FIR filter design using the window method.
From the given frequencies `freq` and corresponding gains `gain`,
this function constructs an FIR filter with linear phase and
(approximately) the given frequency response.
Parameters
----------
numtaps : int
The number of taps in the FIR filter. `numtaps` must be less than
`nfreqs`.
freq : array_like, 1D
The frequency sampling points. Typically 0.0 to 1.0 with 1.0 being
Nyquist. The Nyquist frequency can be redefined with the argument
`nyq`.
The values in `freq` must be nondecreasing. A value can be repeated
once to implement a discontinuity. The first value in `freq` must
be 0, and the last value must be `nyq`.
gain : array_like
The filter gains at the frequency sampling points. Certain
constraints to gain values, depending on the filter type, are applied,
see Notes for details.
nfreqs : int, optional
The size of the interpolation mesh used to construct the filter.
For most efficient behavior, this should be a power of 2 plus 1
(e.g, 129, 257, etc). The default is one more than the smallest
power of 2 that is not less than `numtaps`. `nfreqs` must be greater
than `numtaps`.
window : string or (string, float) or float, or None, optional
Window function to use. Default is "hamming". See
`scipy.signal.get_window` for the complete list of possible values.
If None, no window function is applied.
nyq : float, optional
Nyquist frequency. Each frequency in `freq` must be between 0 and
`nyq` (inclusive).
antisymmetric : bool, optional
Whether resulting impulse response is symmetric/antisymmetric.
See Notes for more details.
Returns
-------
taps : ndarray
The filter coefficients of the FIR filter, as a 1-D array of length
`numtaps`.
See also
--------
firls
firwin
remez
Notes
-----
From the given set of frequencies and gains, the desired response is
constructed in the frequency domain. The inverse FFT is applied to the
desired response to create the associated convolution kernel, and the
first `numtaps` coefficients of this kernel, scaled by `window`, are
returned.
The FIR filter will have linear phase. The type of filter is determined by
the value of 'numtaps` and `antisymmetric` flag.
There are four possible combinations:
- odd `numtaps`, `antisymmetric` is False, type I filter is produced
- even `numtaps`, `antisymmetric` is False, type II filter is produced
- odd `numtaps`, `antisymmetric` is True, type III filter is produced
- even `numtaps`, `antisymmetric` is True, type IV filter is produced
Magnitude response of all but type I filters are subjects to following
constraints:
- type II -- zero at the Nyquist frequency
- type III -- zero at zero and Nyquist frequencies
- type IV -- zero at zero frequency
.. versionadded:: 0.9.0
References
----------
.. [1] Oppenheim, A. V. and Schafer, R. W., "Discrete-Time Signal
Processing", Prentice-Hall, Englewood Cliffs, New Jersey (1989).
(See, for example, Section 7.4.)
.. [2] Smith, Steven W., "The Scientist and Engineer's Guide to Digital
Signal Processing", Ch. 17. http://www.dspguide.com/ch17/1.htm
Examples
--------
A lowpass FIR filter with a response that is 1 on [0.0, 0.5], and
that decreases linearly on [0.5, 1.0] from 1 to 0:
>>> from scipy import signal
>>> taps = signal.firwin2(150, [0.0, 0.5, 1.0], [1.0, 1.0, 0.0])
>>> print(taps[72:78])
[-0.02286961 -0.06362756 0.57310236 0.57310236 -0.06362756 -0.02286961]
"""
if len(freq) != len(gain):
raise ValueError('freq and gain must be of same length.')
if nfreqs is not None and numtaps >= nfreqs:
raise ValueError(('ntaps must be less than nfreqs, but firwin2 was '
'called with ntaps=%d and nfreqs=%s') %
(numtaps, nfreqs))
if freq[0] != 0 or freq[-1] != nyq:
raise ValueError('freq must start with 0 and end with `nyq`.')
d = np.diff(freq)
if (d < 0).any():
raise ValueError('The values in freq must be nondecreasing.')
d2 = d[:-1] + d[1:]
if (d2 == 0).any():
raise ValueError('A value in freq must not occur more than twice.')
if antisymmetric:
if numtaps % 2 == 0:
ftype = 4
else:
ftype = 3
else:
if numtaps % 2 == 0:
ftype = 2
else:
ftype = 1
if ftype == 2 and gain[-1] != 0.0:
raise ValueError("A Type II filter must have zero gain at the "
"Nyquist rate.")
elif ftype == 3 and (gain[0] != 0.0 or gain[-1] != 0.0):
raise ValueError("A Type III filter must have zero gain at zero "
"and Nyquist rates.")
elif ftype == 4 and gain[0] != 0.0:
raise ValueError("A Type IV filter must have zero gain at zero rate.")
if nfreqs is None:
nfreqs = 1 + 2 ** int(ceil(log(numtaps, 2)))
# Tweak any repeated values in freq so that interp works.
eps = np.finfo(float).eps
for k in range(len(freq)):
if k < len(freq) - 1 and freq[k] == freq[k + 1]:
freq[k] = freq[k] - eps
freq[k + 1] = freq[k + 1] + eps
# Linearly interpolate the desired response on a uniform mesh `x`.
x = np.linspace(0.0, nyq, nfreqs)
fx = np.interp(x, freq, gain)
# Adjust the phases of the coefficients so that the first `ntaps` of the
# inverse FFT are the desired filter coefficients.
shift = np.exp(-(numtaps - 1) / 2. * 1.j * np.pi * x / nyq)
if ftype > 2:
shift *= 1j
fx2 = fx * shift
# Use irfft to compute the inverse FFT.
out_full = irfft(fx2)
if window is not None:
# Create the window to apply to the filter coefficients.
from .signaltools import get_window
wind = get_window(window, numtaps, fftbins=False)
else:
wind = 1
# Keep only the first `numtaps` coefficients in `out`, and multiply by
# the window.
out = out_full[:numtaps] * wind
if ftype == 3:
out[out.size // 2] = 0.0
return out
def remez(numtaps, bands, desired, weight=None, Hz=1, type='bandpass',
maxiter=25, grid_density=16):
"""
Calculate the minimax optimal filter using the Remez exchange algorithm.
Calculate the filter-coefficients for the finite impulse response
(FIR) filter whose transfer function minimizes the maximum error
between the desired gain and the realized gain in the specified
frequency bands using the Remez exchange algorithm.
Parameters
----------
numtaps : int
The desired number of taps in the filter. The number of taps is
the number of terms in the filter, or the filter order plus one.
bands : array_like
A monotonic sequence containing the band edges in Hz.
All elements must be non-negative and less than half the sampling
frequency as given by `Hz`.
desired : array_like
A sequence half the size of bands containing the desired gain
in each of the specified bands.
weight : array_like, optional
A relative weighting to give to each band region. The length of
`weight` has to be half the length of `bands`.
Hz : scalar, optional
The sampling frequency in Hz. Default is 1.
type : {'bandpass', 'differentiator', 'hilbert'}, optional
The type of filter:
* 'bandpass' : flat response in bands. This is the default.
* 'differentiator' : frequency proportional response in bands.
* 'hilbert' : filter with odd symmetry, that is, type III
(for even order) or type IV (for odd order)
linear phase filters.
maxiter : int, optional
Maximum number of iterations of the algorithm. Default is 25.
grid_density : int, optional
Grid density. The dense grid used in `remez` is of size
``(numtaps + 1) * grid_density``. Default is 16.
Returns
-------
out : ndarray
A rank-1 array containing the coefficients of the optimal
(in a minimax sense) filter.
See Also
--------
freqz
firls
firwin
firwin2
References
----------
.. [1] J. H. McClellan and T. W. Parks, "A unified approach to the
design of optimum FIR linear phase digital filters",
IEEE Trans. Circuit Theory, vol. CT-20, pp. 697-701, 1973.
.. [2] J. H. McClellan, T. W. Parks and L. R. Rabiner, "A Computer
Program for Designing Optimum FIR Linear Phase Digital
Filters", IEEE Trans. Audio Electroacoust., vol. AU-21,
pp. 506-525, 1973.
Examples
--------
We want to construct a filter with a passband at 0.2-0.4 Hz, and
stop bands at 0-0.1 Hz and 0.45-0.5 Hz. Note that this means that the
behavior in the frequency ranges between those bands is unspecified and
may overshoot.
>>> from scipy import signal
>>> bpass = signal.remez(72, [0, 0.1, 0.2, 0.4, 0.45, 0.5], [0, 1, 0])
>>> freq, response = signal.freqz(bpass)
>>> ampl = np.abs(response)
>>> import matplotlib.pyplot as plt
>>> fig = plt.figure()
>>> ax1 = fig.add_subplot(111)
>>> ax1.semilogy(freq/(2*np.pi), ampl, 'b-') # freq in Hz
>>> plt.show()
"""
# Convert type
try:
tnum = {'bandpass': 1, 'differentiator': 2, 'hilbert': 3}[type]
except KeyError:
raise ValueError("Type must be 'bandpass', 'differentiator', "
"or 'hilbert'")
# Convert weight
if weight is None:
weight = [1] * len(desired)
bands = np.asarray(bands).copy()
return sigtools._remez(numtaps, bands, desired, weight, tnum, Hz,
maxiter, grid_density)
def firls(numtaps, bands, desired, weight=None, nyq=1.):
"""
FIR filter design using least-squares error minimization.
Calculate the filter coefficients for the linear-phase finite
impulse response (FIR) filter which has the best approximation
to the desired frequency response described by `bands` and
`desired` in the least squares sense (i.e., the integral of the
weighted mean-squared error within the specified bands is
minimized).
Parameters
----------
numtaps : int
The number of taps in the FIR filter. `numtaps` must be odd.
bands : array_like
A monotonic nondecreasing sequence containing the band edges in
Hz. All elements must be non-negative and less than or equal to
the Nyquist frequency given by `nyq`.
desired : array_like
A sequence the same size as `bands` containing the desired gain
at the start and end point of each band.
weight : array_like, optional
A relative weighting to give to each band region when solving
the least squares problem. `weight` has to be half the size of
`bands`.
nyq : float, optional
Nyquist frequency. Each frequency in `bands` must be between 0
and `nyq` (inclusive).
Returns
-------
coeffs : ndarray
Coefficients of the optimal (in a least squares sense) FIR filter.
See also
--------
firwin
firwin2
Notes
-----
This implementation follows the algorithm given in [1]_.
As noted there, least squares design has multiple advantages:
1. Optimal in a least-squares sense.
2. Simple, non-iterative method.
3. The general solution can obtained by solving a linear
system of equations.
4. Allows the use of a frequency dependent weighting function.
This function constructs a Type I linear phase FIR filter, which
contains an odd number of `coeffs` satisfying for :math:`n < numtaps`:
.. math:: coeffs(n) = coeffs(numtaps - 1 - n)
The odd number of coefficients and filter symmetry avoid boundary
conditions that could otherwise occur at the Nyquist and 0 frequencies
(e.g., for Type II, III, or IV variants).
.. versionadded:: 0.18
References
----------
.. [1] Ivan Selesnick, Linear-Phase Fir Filter Design By Least Squares.
OpenStax CNX. Aug 9, 2005.
http://cnx.org/contents/eb1ecb35-03a9-4610-ba87-41cd771c95f2@7
Examples
--------
We want to construct a band-pass filter. Note that the behavior in the
frequency ranges between our stop bands and pass bands is unspecified,
and thus may overshoot depending on the parameters of our filter:
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> fig, axs = plt.subplots(2)
>>> nyq = 5. # Hz
>>> desired = (0, 0, 1, 1, 0, 0)
>>> for bi, bands in enumerate(((0, 1, 2, 3, 4, 5), (0, 1, 2, 4, 4.5, 5))):
... fir_firls = signal.firls(73, bands, desired, nyq=nyq)
... fir_remez = signal.remez(73, bands, desired[::2], Hz=2 * nyq)
... fir_firwin2 = signal.firwin2(73, bands, desired, nyq=nyq)
... hs = list()
... ax = axs[bi]
... for fir in (fir_firls, fir_remez, fir_firwin2):
... freq, response = signal.freqz(fir)
... hs.append(ax.semilogy(nyq*freq/(np.pi), np.abs(response))[0])
... for band, gains in zip(zip(bands[::2], bands[1::2]), zip(desired[::2], desired[1::2])):
... ax.semilogy(band, np.maximum(gains, 1e-7), 'k--', linewidth=2)
... if bi == 0:
... ax.legend(hs, ('firls', 'remez', 'firwin2'), loc='lower center', frameon=False)
... else:
... ax.set_xlabel('Frequency (Hz)')
... ax.grid(True)
... ax.set(title='Band-pass %d-%d Hz' % bands[2:4], ylabel='Magnitude')
...
>>> fig.tight_layout()
>>> plt.show()
""" # noqa
numtaps = int(numtaps)
if numtaps % 2 == 0 or numtaps < 1:
raise ValueError("numtaps must be odd and >= 1")
M = (numtaps-1) // 2
# normalize bands 0->1 and make it 2 columns
nyq = float(nyq)
if nyq <= 0:
raise ValueError('nyq must be positive, got %s <= 0.' % nyq)
bands = np.asarray(bands).flatten() / nyq
if len(bands) % 2 != 0:
raise ValueError("bands must contain frequency pairs.")
bands.shape = (-1, 2)
# check remaining params
desired = np.asarray(desired).flatten()
if bands.size != desired.size:
raise ValueError("desired must have one entry per frequency, got %s "
"gains for %s frequencies."
% (desired.size, bands.size))
desired.shape = (-1, 2)
if (np.diff(bands) <= 0).any() or (np.diff(bands[:, 0]) < 0).any():
raise ValueError("bands must be monotonically nondecreasing and have "
"width > 0.")
if (bands[:-1, 1] > bands[1:, 0]).any():
raise ValueError("bands must not overlap.")
if (desired < 0).any():
raise ValueError("desired must be non-negative.")
if weight is None:
weight = np.ones(len(desired))
weight = np.asarray(weight).flatten()
if len(weight) != len(desired):
raise ValueError("weight must be the same size as the number of "
"band pairs (%s)." % (len(bands),))
if (weight < 0).any():
raise ValueError("weight must be non-negative.")
# Set up the linear matrix equation to be solved, Qa = b
# We can express Q(k,n) = 0.5 Q1(k,n) + 0.5 Q2(k,n)
# where Q1(k,n)=q(k−n) and Q2(k,n)=q(k+n), i.e. a Toeplitz plus Hankel.
# We omit the factor of 0.5 above, instead adding it during coefficient
# calculation.
# We also omit the 1/π from both Q and b equations, as they cancel
# during solving.
# We have that:
# q(n) = 1/π ∫W(ω)cos(nω)dω (over 0->π)
# Using our nomalization ω=πf and with a constant weight W over each
# interval f1->f2 we get:
# q(n) = W∫cos(πnf)df (0->1) = Wf sin(πnf)/πnf
# integrated over each f1->f2 pair (i.e., value at f2 - value at f1).
n = np.arange(numtaps)[:, np.newaxis, np.newaxis]
q = np.dot(np.diff(np.sinc(bands * n) * bands, axis=2)[:, :, 0], weight)
# Now we assemble our sum of Toeplitz and Hankel
Q1 = toeplitz(q[:M+1])
Q2 = hankel(q[:M+1], q[M:])
Q = Q1 + Q2
# Now for b(n) we have that:
# b(n) = 1/π ∫ W(ω)D(ω)cos(nω)dω (over 0->π)
# Using our nomalization ω=πf and with a constant weight W over each
# interval and a linear term for D(ω) we get (over each f1->f2 interval):
# b(n) = W ∫ (mf+c)cos(πnf)df
# = f(mf+c)sin(πnf)/πnf + mf**2 cos(nπf)/(πnf)**2
# integrated over each f1->f2 pair (i.e., value at f2 - value at f1).
n = n[:M + 1] # only need this many coefficients here
# Choose m and c such that we are at the start and end weights
m = (np.diff(desired, axis=1) / np.diff(bands, axis=1))
c = desired[:, [0]] - bands[:, [0]] * m
b = bands * (m*bands + c) * np.sinc(bands * n)
# Use L'Hospital's rule here for cos(nπf)/(πnf)**2 @ n=0
b[0] -= m * bands * bands / 2.
b[1:] += m * np.cos(n[1:] * np.pi * bands) / (np.pi * n[1:]) ** 2
b = np.dot(np.diff(b, axis=2)[:, :, 0], weight)
# Now we can solve the equation (use pinv because Q can be rank deficient)
a = np.dot(pinv(Q), b)
# make coefficients symmetric (linear phase)
coeffs = np.hstack((a[:0:-1], 2 * a[0], a[1:]))
return coeffs
|