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Diffstat (limited to '2.3-1/src/c/signalProcessing/lev/cleva2.c')
-rw-r--r-- | 2.3-1/src/c/signalProcessing/lev/cleva2.c | 83 |
1 files changed, 83 insertions, 0 deletions
diff --git a/2.3-1/src/c/signalProcessing/lev/cleva2.c b/2.3-1/src/c/signalProcessing/lev/cleva2.c new file mode 100644 index 00000000..0c14def1 --- /dev/null +++ b/2.3-1/src/c/signalProcessing/lev/cleva2.c @@ -0,0 +1,83 @@ +/* + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - INRIA - Arnaud TORSET + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt + * + */ + + +/*Resolve the Yule-Walker equations: + + |r(0) r(1) ... r(N-1)|| a(1) | |sigma2| + |r(1) r(0) ... r(n-1)|| a(2) | | 0 | + | : : ... : || : |=| 0 | + | : : ... : || : | | 0 | + |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 | + + using Levinson's algorithm. + r :Correlation coefficients + ar :Auto-Regressive model parameters + sigma2 :Scale constant + rc :Reflection coefficients +*/ + +#include <stdlib.h> +#include "lev.h" +#include "conj.h" +#include "multiplication.h" +#include "addition.h" +#include "division.h" +#include "subtraction.h" + + +floatComplex cleva2(floatComplex* in,int size, floatComplex* ar){ + int i=0, j=0; + floatComplex accu=FloatComplex(0,0); + floatComplex* ak1; + floatComplex temp; + floatComplex sigma2; + + /* FIXME : malloc here */ + ak1=(floatComplex*)malloc((unsigned int)size*sizeof(floatComplex)); + + /* initialize levinson's algorithm */ + temp=crdivs(in[1],in[0]); + ar[0]=FloatComplex(-creals(temp),-cimags(temp)); + + temp = cmuls(ar[0],cconjs(ar[0])); + sigma2=cmuls(cdiffs(FloatComplex(1,0), temp), in[0]); + + ak1[0]=FloatComplex(0,0); + + /* iterative solution to yule-walker equations */ + for (i=1;i<size-1;i++){ + accu=FloatComplex(0,0); + for (j=0;j<i;j++){ + temp = cmuls(cconjs(ar[j]),cconjs(in[i-j])); + accu=cadds(accu, temp); + } + temp = cadds(in[i+1],accu); + temp = crdivs(temp,sigma2); + ak1[i]=FloatComplex(-creals(temp),-cimags(temp)); + + + for (j=0;j<i;j++){ + temp = cmuls(ak1[i], cconjs(ar[i-1-j])); + ak1[j] = cadds(ar[j],temp); + } + + temp = cmuls(ak1[i], cconjs(ak1[i])); + temp = cdiffs(FloatComplex(1,0),temp); + sigma2 = cmuls(temp,sigma2); + for (j=0;j<=i;j++){ + ar[j]=FloatComplex(creals(ak1[j]),cimags(ak1[j])); + } + } + free(ak1); + return sigma2; +} |