Mercurial > forge
changeset 284:a2da923e14f8 octave-forge
Mode=7 included
| author | schloegl |
|---|---|
| date | Fri, 12 Apr 2002 14:33:31 +0000 |
| parents | abca80449a5b |
| children | 46dbff753d98 |
| files | extra/tsa/mvar.m |
| diffstat | 1 files changed, 33 insertions(+), 2 deletions(-) [+] |
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--- a/extra/tsa/mvar.m Fri Apr 12 14:32:53 2002 +0000 +++ b/extra/tsa/mvar.m Fri Apr 12 14:33:31 2002 +0000 @@ -136,9 +136,9 @@ ARF(:,K*M+(1-M:0)) = D / PEB; ARB(:,K*M+(1-M:0)) = D'/ PEF; for L = 1:K-1, - tmp = ARF(:,L*M+(1-M:0)) - ARF(:,K*M+(1-M:0))*ARB(:,(K-L)*M+(1-M:0)); + tmp = ARF(:,L*M+(1-M:0)) - ARF(:,K*M+(1-M:0))*ARB(:,(K-L)*M+(1-M:0)); ARB(:,(K-L)*M+(1-M:0)) = ARB(:,(K-L)*M+(1-M:0)) - ARB(:,K*M+(1-M:0))*ARF(:,L*M+(1-M:0)); - ARF(:,L*M+(1-M:0)) = tmp; + ARF(:,L*M+(1-M:0)) = tmp; %tmp = ARF{L} - ARF{K}*ARB{K-L}; %ARB{K-L} = ARB{K-L} - ARB{K}*ARF{L}; %ARF{L} = tmp; @@ -284,6 +284,37 @@ PE(:,K*M+(1:M)) = PEF; end; +elseif Mode==7 %%%%% multi-channel Levinsion algorithm [2] using Vieira-Morf Method + fprintf('Warning MDURLEV: It''s not recommended to use this mode\n') + C(:,1:M) = C(:,1:M)/N; + F = Y; + B = Y; + PEF = C(:,1:M); + PEB = C(:,1:M); + for K=1:Pmax, + D = covm(F(K+1:N,:),B(1:N-K,:),'M'); + ARF(:,K*M+(1-M:0)) = (PEF.^-.5)*D*(PEB.^-.5); + ARB(:,K*M+(1-M:0)) = (PEF.^-.5)*D'*(PEB.^-.5); + + tmp = F(K+1:N,:) - B(1:N-K,:)*ARF(:,K*M+(1-M:0)).'; + B(1:N-K,:) = B(1:N-K,:) - F(K+1:N,:)*ARB(:,K*M+(1-M:0)).'; + F(K+1:N,:) = tmp; + + for L = 1:K-1, + tmp = ARF(:,L*M+(1-M:0)) - ARF(:,K*M+(1-M:0))*ARB(:,(K-L)*M+(1-M:0)); + ARB(:,(K-L)*M+(1-M:0)) = ARB(:,(K-L)*M+(1-M:0)) - ARB(:,K*M+(1-M:0))*ARF(:,L*M+(1-M:0)); + ARF(:,L*M+(1-M:0)) = tmp; + end; + + %RCF{K} = ARF{K}; + RCF = ARF(:,K*M+(1-M:0)); + + PEF = covm(F(K+1:N,:),F(K+1:N,:),'M'); + PEB = covm(B(1:N-K,:),B(1:N-K,:),'M'); + %PE{K+1} = PEF; + PE(:,K*M+(1:M)) = PEF; + end; + elseif Mode==4, %%%%% nach Kay, not fixed yet. fprintf('Warning MDURLEV: It''s not recommended to use this mode\n')