diff options
Diffstat (limited to 'macros/levinson.sci')
| -rw-r--r-- | macros/levinson.sci | 89 |
1 files changed, 2 insertions, 87 deletions
diff --git a/macros/levinson.sci b/macros/levinson.sci index 63ae994..160a98a 100644 --- a/macros/levinson.sci +++ b/macros/levinson.sci @@ -1,17 +1,14 @@ +function [a, v, ref] = levinson(bcf, p) //Levinson- Durbin Recurssion Algorithm - -////calling syntax +//calling syntax //a = levinson(r) //a = levinson(r,n) //[a,e] = levinson(r,n) //[a,e,k] = levinson(r,n) - // where // a is the coefficients of a length(r)-1 order autoregressive linear process //e is the prediction error when order is n // k is a column vector containing the reflection coefficients of length n - - //Example : //a = [1 0.1 -0.8]; //Estimate the coefficients of an autoregressive process given by x(n) = 0.1x(n-1) - 0.8x(n-2) + w(n) // @@ -23,94 +20,12 @@ //r(lg<0) = []; // //ar = levinson(r,length(a)-1) - // // Output :--- // ar = // // 1. 0.0983843 - 0.7929775 // -//************************************************************************************************** -//______________________________________________version1 code (not working)_________________________ -//__________________________________________________________________________________________________ -//************************************************************************************************** -//function [a, v_f, ref_f] = levinson (acf, p) - -//if ( argn(2)<1 ) -// error("Too few input arguments"); -// elseif( length(acf)<2 ) -// error( "levinson: arg 1 (acf) must be vector of length >1\n"); -//elseif ( argn(2)>1 & ( ~isscalar(p) | fix(p)~=p ) ) -// error( "levinson: arg 2 (p) must be integer >0\n"); -//elseif (isempty(acf)) -// error("R cannot be empty"); -//else -// if ((argn(2) == 1)|(p>=length(acf))) -// p = length(acf) - 1; -// end -// if( size(acf,1)==1 & size(acf,2)>1 ) then -// acf=acf(:); -// -// end force a column vector -// if size(acf,1)>=1 then handles matrix i/p -// -// acf=acf'; -// a=acf; -// rows=size(acf,1); -// for i=1:rows -// acf_temp=acf(i,:); -// acf_temp=acf_temp(:); -// p=length(acf_temp)-1; -// disp(acf_temp); -// if argn(1) < 3 & p < 100 -// -// // Kay & Marple Eqn (2.39) -// -// R = toeplitz(acf_temp(1:p), conj(acf_temp(1:p))); -// an = R \ -acf_temp(2:p+1); -// an= [ 1, an.' ]; -// v_f(i,:)= real( an*conj(acf_temp(1:p+1)) ); -// a(i,:)=an; -// an=[]; -// -// else -// -// // Kay & Marple Eqns (2.42-2.46) -// -// ref = zeros(p,1); -// g = -acf_temp(2)/acf_temp(1); -// -// an = [ g ]; -// v= real( ( 1 - g*conj(g)) * acf_temp(1) ); -// ref(1) = g; -// for t = 2 : p -// g = -(acf_temp(t+1) + an * acf_temp(t:-1:2)) / v; -// an = [ an+g*conj(an(t-1:-1:1)), g ]; -// v = v * ( 1 - real(g*conj(g)) ) ; -// ref(t) = g; -// end -// v_f(i,:)=v; -// v=[]; -// ref_f(:,i)=ref; -// an = [1, an]; -// a(i,:)=an; -// an=[]; -// end end if -// end end for -// end -//end - -// -//endfunction - - -//************************************************************************************************** -//______________________________________________version2 code ( working)____________________________ -//__________________________________________________________________________________________________ -//************************************************************************************************** - - -function [a, v, ref] = levinson(bcf, p) funcprot(0); |