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authorshamikam2017-11-07 15:59:48 +0530
committershamikam2017-11-07 15:59:48 +0530
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+// Date of creation: 20 Jan, 2016
+function [w,pow] = rootmusic(x,p,varargin)
+ // Frequencies and power of sinusoids using the root MUSIC algorithm
+ //
+ // Calling Sequence
+ // w = rootmusic(x,p)
+ // [w,pow] = rootmusic(x,p)
+ // [f,pow] = rootmusc(...,fs)
+ // [w,pow] = rootmusic(...,'corr')
+ //
+ // Parameters
+ // x - int|double - vector|matrix
+ // Input signal.
+ // If x is a vector, then it reprsenets one realization of the signal.
+ // If x is a matrix, then each row represents a separate observation of
+ // the signal.
+ // p - int|double - scalar|2 element vector
+ // p(1) is the signal subspace dimension and hence the number of
+ // complex exponentials in x.
+ // p(2), if specified, represents a threshold that is multiplied by
+ // the smallest estimated eigenvalue of the signal's correlation
+ // matrix.
+ // fs - int|double - scalar
+ // Sampling frequency (in Hz)
+ // If fs is specified by an empty vector or unspecified, it defaults
+ // to 1 Hz
+ // 'corr' flag
+ // If specified, x is interpreted as a correlation matrix rather than
+ // a matrix of the signal data. For x to be a correlation matrix,
+ // x must be a square matrix and all its eigenvalues must be
+ // nonnegative
+ //
+ // Examples:
+ // 1) 3 complex exponentials:
+ //
+ // n=0:99;
+ // s=exp(1i*pi/2*n)+2*exp(1i*pi/4*n)+exp(1i*pi/3*n)+randn(1,100);
+ // [W,P] = rootmusic(s,3);
+ //
+ // Author
+ // Ayush
+ //
+ // See also
+ // corrmtx | peig | pmusic | rooteig
+ //
+ // References
+ // 1) Monson H. Hayes, Statistical Digital Signal Processing And Modeling,
+ // Wiley & Sons, Inc, [Section 8.6.3]
+ //
+ //
+ // Output arguments
+ // w - double - vector
+ // Estimated frequencies of the complex sinusoids
+ // pow - double - vector
+ // estimated absolute value squared amplitudes of the sinusoids at
+ // the frequencies w
+ //
+
+ funcprot(0);
+
+ exec('musicBase.sci',-1);
+ exec('nnls.sci',-1);
+
+
+ // **** checking the number of input and output arguments ****
+
+ [numOutArgs, numInArgs] = argn(0);
+
+ if numOutArgs~=1 & numOutArgs~=2 then
+ error(78,"rootmusic");
+ end
+
+ if numInArgs<1 | numInArgs>4 then
+ error(77,"rootmusic");
+ end
+
+
+ // **** parsing the input arguments ****
+ isFsSpecified = %F;
+ fs = [];
+
+ varargLength = length(varargin);
+ // searching for the 'corr' flag
+ isCorrFlag = %F;
+
+ if varargLength==0 then
+ stringIndices = [];
+ else
+ stringIndices = find(type(varargin(1:varargLength))==10);
+ end
+
+ if ~isempty(stringIndices) then
+ // ignoring all other strings except the corr flag
+ isCorrFlag = or(strcmpi(varargin(stringIndices),"corr")==0);
+ varargin(stringIndices) = [];
+ end
+
+ // varargin can have only an entry for fs
+ if length(varargin)==1 then
+ fs = varargin(1);
+ if length(fs)==1 then
+ if ~IsIntOrDouble(fs, %T) then
+ msg = "rootmusic: Wrong type for argument #4 (fs); Positive scalar expected";
+ error(msg,10084);
+ end
+ fs = double(fs);
+ isFsSpecified = %T;
+ elseif length(fs)>1 then
+ msg = "rootmusic: Wrong type for argument #4 (fs); Positive scalar expected";
+ error(msg,10084);
+ end
+ elseif length(varargin)>1 then
+ msg = "rootmusic: Wrong type for argument #4 (fs); Positive scalar expected";
+ error(msg,10084);
+ end
+
+ // extracting primary input x/R
+ primaryInput = x;
+
+ if ndims(primaryInput)<1 | ndims(primaryInput)>2 then
+ msg = "rootmusic: Wrong dimension for argument #1; Vector or a matrix expected";
+ error(msg,10053);
+ end
+ if ~IsIntOrDouble(primaryInput, %F) then
+ msg = "rootmusic: Wrong type for argument #1; Numeric vector or a matrix expected";
+ error(msg,10053);
+ end
+ // covert to a column vector
+ if ndims(primaryInput)==1 then
+ primaryInput = primaryInput(:);
+ end
+ // casting to double
+ primaryInput = double(primaryInput);
+
+
+ //****extracting p****
+ // p must be either scalar or a 2-element vector
+ if length(p)~=1 & length(p)~=2 then
+ msg = "rootmusic: Wrong type for argument #2 (p); " + ...
+ "A scalar or a 2-element vector expected";
+ error(msg,10053);
+ end
+ // first argument of p must be an integer
+ if ~IsIntOrDouble(p(1),%T) then
+ msg = "rootmusic: Wrong input argument #2 p(1); " + ...
+ "positive integer expected";
+ error(msg,10036);
+ return
+ end
+ p(1) = int(p(1));
+ // TODO: check if positive required
+ // 2nd argument, if exists, must be a positive integer'
+ if length(p)==2 then
+ if ~IsIntOrDouble(p(2),%F) then
+ msg = "rootmusic: Wrong type for argument #2 p(2); must be a scalar";
+ error(msg,10053);
+ end
+ end
+
+ isXReal = isreal(x)
+ if ~isCorrFlag then
+ // check that p(1) should be even if x is real
+ if isXReal & modulo(p(1),2)~=0 then
+ msg = "rootmusic: Wrong input argument #2 p(1); " + ...
+ " An even value expected for real input x";
+ error(msg,10036);
+ end
+ end
+
+
+
+ // **** calling pmusic ****
+ data= struct();
+ data.x = primaryInput;
+ data.p = p;
+ data.nfft = 256;
+ data.w = [];
+ data.fs = fs;
+ data.isWindowSpecified = %F;
+ data.windowLength = 2*p(1);
+ data.windowVector = [];
+ data.noverlap = [];
+ data.isCorrFlag = isCorrFlag;
+ data.isFsSpecified = isFsSpecified;
+ data.freqrange = "twosided";
+
+
+
+ [outData,msg] = musicBase(data);
+ if length(msg)~=0 then
+ // throw error
+ msg = "rootmusic: "+msg
+ error(msg);
+ end
+
+ pEffective = outData.pEffective;
+ eigenvals = outData.eigenvals;
+
+ w = computeFreqs(outData.noiseEigenvects,pEffective,%f,eigenvals);
+
+ if isempty(w) then
+ // assign all frequency and powers as -nan
+ w = %nan*(1:pEffective)';
+ pow = w;
+ return;
+ end
+
+
+ // **** Estimating the variance of the noise ****
+ // Estimate is the mean of the eigenvalues belonging to the noise subspace
+ sigma_noise = mean(eigenvals(pEffective+1:$));
+
+ pow = computePower(outData.signalEigenvects,eigenvals,w,pEffective,...
+ sigma_noise,isXReal);
+
+
+ // is fs is specified, convert normailized frequencies to actual frequencies
+ if isFsSpecified then
+ w = w*fs/(2*%pi);
+ end
+
+
+endfunction
+
+function w = computeFreqs(noiseEigenvects,pEffective,EVFlag,eigenvals)
+ // Computes the frequencies of the complex sinusoids using the roots of
+ // the polynomial formed with the noise eigenvectors
+ //
+ // Parameters
+ // noiseEigenvects -
+ // A matrix where noise eigenvectors are represented by each column
+ // pEffective -
+ // The effective dimension of the signal subspace
+ // EVFlag -
+ // Flag to indicate weighting to be used for rooteig
+ // eigenvals -
+ // Eigenvals of the correlation matrix
+ //
+ // Output arguments
+ // w -
+ // A vector with frequencies of the complex sinusoids
+
+
+ numOfNoiseEigenvects = size(noiseEigenvects,2);
+ if EVFlag then
+ // weights are the eigenvalues in the noise subspace
+ weights = eigenvals($-numOfNoiseEigenvects+1:$);
+ else
+ weights = ones(numOfNoiseEigenvects,1);
+ end
+
+ // Form a polynomial consisting of a sum of polynomials given by the
+ // product of the noise subspace eigenvectors and the reversed and
+ // conjugated version. (eq 8.163 from [1])
+ D = 0;
+ for i=1:numOfNoiseEigenvects
+ eigenvect = noiseEigenvects(:,i);
+ D = D + conv(eigenvect,conj(eigenvect($:-1:1)))./weights(i);
+ end
+
+ roots = roots(D);
+
+ // selecting the roots inside the unit circle
+ rootsSelected = roots(abs(roots)<1);
+
+ // sort the roots in order of increasing distance from the unit circle
+ [dist,indices] = gsort(abs(rootsSelected)-1);
+
+ sortedRoots = rootsSelected(indices);
+
+ if isempty(sortedRoots) then
+ w = [];
+ else
+ w = atan(imag(sortedRoots(1:pEffective)),real(sortedRoots(1:pEffective)));
+ end
+
+
+endfunction
+
+
+function power = computePower(signalEigenvects,eigenvals,w,pEffective,...
+ sigma_noise,isXReal)
+
+ if isXReal then
+ // removing the negative frequencies as sinusoids will be present in
+ // complex conjugate pairs
+ w = w(w>=0);
+ pEffective = length(w);
+ end
+
+ // Solving eq. 8.160 from [1] (Ap = b) where p is the power matrix
+
+ A = zeros(length(w),pEffective);
+
+ for i=1:pEffective
+ A(:,i) = computeFreqResponseByPolyEval(signalEigenvects(:,i), ...
+ w,1,%F);
+ end
+
+ A = (abs(A).^2)';
+ b = eigenvals(1:pEffective) - sigma_noise;
+
+ // Solving Ap=b with the constraint that all elements of p >=0
+ power = nnls(A,b+A*sqrt(%eps)*ones(pEffective,1));
+
+
+endfunction
+
+function h = computeFreqResponseByPolyEval(b,f,fs,isFsSpecified)
+ // returns the frequency response (h) for a digital filter with numerator b.
+ // The evaluation of the frequency response is done at frequency values f
+
+ f = f(:);
+ b = b(:);
+ if isFsSpecified then
+ // normalizing the f vector
+ w = f*2*%pi/fs;
+ else
+ w = f;
+ end
+
+ n = length(b);
+ powerMatrix = zeros(length(f),n);
+ powerMatrix(:,1) = 1;
+ for i=2:n
+ powerMatrix(:,i) = exp(w*(-i+1)*%i);
+ end
+
+ h = powerMatrix*b;
+
+endfunction
+
+
+function result = IsIntOrDouble(inputNum, isPositiveCheck)
+ // Checks if The Input Is Integer Or Double
+ // Also Checks if It Is Greater Than 0 For IsPositiveCheck = True
+
+ if ~(type(inputNum)==1 | type(inputNum)==8) then
+ result = %F;
+ return
+ end
+ if isPositiveCheck & or(inputNum<=0) then
+ result = %F;
+ return
+ end
+
+ result = %T;
+ return
+endfunction