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-rw-r--r--src/signalProcessing/lev/dleva.c70
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diff --git a/src/signalProcessing/lev/dleva.c b/src/signalProcessing/lev/dleva.c
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--- a/src/signalProcessing/lev/dleva.c
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-/*
- * 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 "lev.h"
-#include "malloc.h"
-#include "stdlib.h"
-
-
-double dleva(double* in,int size, double* ar, double* rc){
- int i=0, j=0;
- double accu=0;
- double* ak1;
- double sigma2;
-
- /* FIXME : malloc here */
- ak1=(double*)malloc((unsigned int)size*sizeof(double));
-
- /* initialize levinson's algorithm */
- ar[0]=-in[1]/in[0];
- rc[0]=ar[0];
- sigma2=(1-ar[0]*ar[0])*in[0];
- ak1[0]=0;
-
- /* iterative solution to yule-walker equations */
- for (i=1;i<size-1;i++){
- accu=0;
- for (j=0;j<i;j++){
- accu+=ar[j]*in[i-j];
- }
- ak1[i]=-(in[i+1]+accu)/(sigma2);
- rc[i]=ak1[i];
- for (j=0;j<i;j++){
- ak1[j] = ar[j]+ak1[i]*ar[i-1-j];
- }
- sigma2=(1-ak1[i]*ak1[i])*(sigma2);
- for (j=0;j<=i;j++){
- ar[j]=ak1[j];
- }
- }
- free(ak1);
- return sigma2;
-}
-
-