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yulewalk Scilab Group Scilab Function yulewalk
NAME
yulewalk - least-square filter design
CALLING SEQUENCE
Hz = yulewalk(N,frq,mag)
PARAMETERS
N : integer (order of desired filter)
frq : real row vector (non-decreasing order), frequencies.
mag : non negative real row vector (same size as frq), desired
magnitudes.
Hz : filter B(z)/A(z)
DESCRIPTION
Hz = yulewalk(N,frq,mag) finds the N-th order iir filter
n-1 n-2
B(z) b(1)z + b(2)z + .... + b(n)
H(z)= ---- = ---------------------------------
n-1 n-2
A(z) z + a(2)z + .... + a(n)
which matches the magnitude frequency response given by vectors frq and
mag. Vectors frq and mag specify the frequency and magnitude of the
desired frequency response. The frequencies in frq must be between 0.0
and 1.0, with 1.0 corresponding to half the sample rate. They must be in
increasing order and start with 0.0 and end with 1.0.
EXAMPLE
f=[0,0.4,0.4,0.6,0.6,1];H=[0,0,1,1,0,0];Hz=yulewalk(8,f,H);
fs=1000;fhz = f*fs/2;
xbasc(0);xset('window',0);plot2d(fhz',H');
xtitle('Desired Frequency Response (Magnitude)')
[frq,repf]=repfreq(Hz,0:0.001:0.5);
xbasc(1);xset('window',1);plot2d(fs*frq',abs(repf'));
xtitle('Obtained Frequency Response (Magnitude)')
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