From db464f35f5a10b58d9ed1085e0b462689adee583 Mon Sep 17 00:00:00 2001
From: Siddhesh Wani
Date: Mon, 25 May 2015 14:46:31 +0530
Subject: Original Version

---
 src/c/signalProcessing/lev/cleva.c | 85 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 85 insertions(+)
 create mode 100644 src/c/signalProcessing/lev/cleva.c

(limited to 'src/c/signalProcessing/lev/cleva.c')

diff --git a/src/c/signalProcessing/lev/cleva.c b/src/c/signalProcessing/lev/cleva.c
new file mode 100644
index 0000000..5d4b964
--- /dev/null
+++ b/src/c/signalProcessing/lev/cleva.c
@@ -0,0 +1,85 @@
+/*
+ *  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 cleva(floatComplex* in,int size, floatComplex* ar, floatComplex* rc){
+	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));
+	
+	rc[0]=ar[0];
+	
+	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));
+		
+		rc[i]=FloatComplex(creals(ak1[i]),cimags(ak1[i]));
+		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;
+}
-- 
cgit