Mercurial > jwe > octave
annotate scripts/signal/spectral_adf.m @ 31170:06c76eca5f95 default tip @
maint: merge stable to default
author | John W. Eaton <jwe@octave.org> |
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date | Fri, 29 Jul 2022 12:02:42 -0400 |
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1 ######################################################################## |
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2 ## |
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3 ## Copyright (C) 1995-2022 The Octave Project Developers |
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4 ## |
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5 ## See the file COPYRIGHT.md in the top-level directory of this |
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6 ## distribution or <https://octave.org/copyright/>. |
3426 | 7 ## |
3922 | 8 ## This file is part of Octave. |
9 ## | |
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10 ## Octave is free software: you can redistribute it and/or modify it |
3922 | 11 ## under the terms of the GNU General Public License as published by |
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12 ## the Free Software Foundation, either version 3 of the License, or |
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13 ## (at your option) any later version. |
3426 | 14 ## |
3922 | 15 ## Octave is distributed in the hope that it will be useful, but |
3191 | 16 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 ## GNU General Public License for more details. |
3426 | 19 ## |
3191 | 20 ## You should have received a copy of the GNU General Public License |
7016 | 21 ## along with Octave; see the file COPYING. If not, see |
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22 ## <https://www.gnu.org/licenses/>. |
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23 ## |
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24 ######################################################################## |
3191 | 25 |
3449 | 26 ## -*- texinfo -*- |
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27 ## @deftypefn {} {@var{sde} =} spectral_adf (@var{c}) |
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28 ## @deftypefnx {} {@var{sde} =} spectral_adf (@var{c}, @var{win}) |
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29 ## @deftypefnx {} {@var{sde} =} spectral_adf (@var{c}, @var{win}, @var{b}) |
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30 ## Return the spectral density estimator given a vector of autocovariances |
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31 ## @var{c}, window name @var{win}, and bandwidth, @var{b}. |
3426 | 32 ## |
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33 ## The window name, e.g., @qcode{"triangle"} or @qcode{"rectangle"} is |
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34 ## used to search for a function called @code{@var{win}_lw}. |
3426 | 35 ## |
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36 ## If @var{win} is omitted, the triangle window is used. |
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37 ## |
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38 ## If @var{b} is omitted, @code{1 / sqrt (length (@var{x}))} is used. |
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39 ## @seealso{spectral_xdf} |
3449 | 40 ## @end deftypefn |
3426 | 41 |
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42 function sde = spectral_adf (c, win, b) |
3426 | 43 |
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44 if (nargin < 1) |
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45 print_usage (); |
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46 endif |
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47 |
3191 | 48 cr = length (c); |
3426 | 49 |
3191 | 50 if (columns (c) > 1) |
8507 | 51 c = c'; |
3191 | 52 endif |
53 | |
54 if (nargin < 3) | |
55 b = 1 / ceil (sqrt (cr)); | |
56 endif | |
57 | |
58 if (nargin == 1) | |
59 w = triangle_lw (cr, b); | |
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60 elseif (! ischar (win)) |
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61 error ("spectral_adf: WIN must be a string"); |
3191 | 62 else |
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63 win = str2func ([win "_lw"]); |
3191 | 64 w = feval (win, cr, b); |
65 endif | |
3426 | 66 |
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67 c .*= w; |
3426 | 68 |
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69 sde = 2 * real (fft (c)) - c(1); |
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70 sde = [(zeros (cr, 1)), sde]; |
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71 sde(:, 1) = (0 : cr-1)' / cr; |
3426 | 72 |
3191 | 73 endfunction |
74 | |
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75 |
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76 ## Test input validation |
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77 %!error <Invalid call> spectral_adf () |
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78 %!error <WIN must be a string> spectral_adf (1, 2) |
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79 %!error <unable to find function for @invalid_lw> spectral_adf (1, "invalid") |