Mercurial > octave-antonio
view scripts/signal/durbinlevinson.m @ 20164:df437a52bcaf stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed miscellaneous, sparse, strings in scripts directory.
* scripts/miscellaneous/bzip2.m, scripts/miscellaneous/citation.m,
scripts/miscellaneous/compare_versions.m, scripts/miscellaneous/computer.m,
scripts/miscellaneous/debug.m, scripts/miscellaneous/dir.m,
scripts/miscellaneous/edit.m, scripts/miscellaneous/error_ids.m,
scripts/miscellaneous/fileattrib.m, scripts/miscellaneous/fullfile.m,
scripts/miscellaneous/genvarname.m, scripts/miscellaneous/gzip.m,
scripts/miscellaneous/mkoctfile.m, scripts/miscellaneous/news.m,
scripts/miscellaneous/open.m, scripts/miscellaneous/parseparams.m,
scripts/miscellaneous/recycle.m, scripts/miscellaneous/run.m,
scripts/miscellaneous/swapbytes.m, scripts/miscellaneous/tar.m,
scripts/miscellaneous/tmpnam.m, scripts/miscellaneous/unpack.m,
scripts/miscellaneous/what.m, scripts/sparse/bicg.m, scripts/sparse/bicgstab.m,
scripts/sparse/cgs.m, scripts/sparse/colperm.m, scripts/sparse/eigs.m,
scripts/sparse/etreeplot.m, scripts/sparse/gmres.m, scripts/sparse/gplot.m,
scripts/sparse/ichol.m, scripts/sparse/ilu.m, scripts/sparse/pcg.m,
scripts/sparse/pcr.m, scripts/sparse/qmr.m, scripts/sparse/spaugment.m,
scripts/sparse/spconvert.m, scripts/sparse/spdiags.m, scripts/sparse/spfun.m,
scripts/sparse/spones.m, scripts/sparse/sprandsym.m, scripts/sparse/spstats.m,
scripts/sparse/spy.m, scripts/sparse/svds.m, scripts/sparse/treelayout.m,
scripts/sparse/treeplot.m, scripts/strings/base2dec.m,
scripts/strings/bin2dec.m, scripts/strings/blanks.m, scripts/strings/cstrcat.m,
scripts/strings/deblank.m, scripts/strings/dec2base.m,
scripts/strings/dec2bin.m, scripts/strings/dec2hex.m,
scripts/strings/findstr.m, scripts/strings/hex2dec.m, scripts/strings/index.m,
scripts/strings/isletter.m, scripts/strings/isstrprop.m,
scripts/strings/mat2str.m, scripts/strings/ostrsplit.m,
scripts/strings/regexptranslate.m, scripts/strings/rindex.m,
scripts/strings/str2num.m, scripts/strings/strcat.m, scripts/strings/strchr.m,
scripts/strings/strjoin.m, scripts/strings/strjust.m,
scripts/strings/strmatch.m, scripts/strings/strsplit.m,
scripts/strings/strtok.m, scripts/strings/strtrim.m,
scripts/strings/strtrunc.m, scripts/strings/substr.m,
scripts/strings/untabify.m, scripts/time/datenum.m:
Update more docstrings to have one sentence summary as first line.
author | Rik <rik@octave.org> |
---|---|
date | Mon, 04 May 2015 14:22:02 -0700 |
parents | 9fc020886ae9 |
children | f1d0f506ee78 |
line wrap: on
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## Copyright (C) 1995-2015 Friedrich Leisch ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} durbinlevinson (@var{c}, @var{oldphi}, @var{oldv}) ## Perform one step of the @nospell{Durbin-Levinson} algorithm. ## ## The vector @var{c} specifies the autocovariances @code{[gamma_0, @dots{}, ## gamma_t]} from lag 0 to @var{t}, @var{oldphi} specifies the ## coefficients based on @var{c}(@var{t}-1) and @var{oldv} specifies the ## corresponding error. ## ## If @var{oldphi} and @var{oldv} are omitted, all steps from 1 to ## @var{t} of the algorithm are performed. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Perform one step of the Durbin-Levinson algorithm function [newphi, newv] = durbinlevinson (c, oldphi, oldv) if (nargin != 1 && nargin != 3) print_usage (); endif if (columns (c) > 1) c = c'; endif newphi = 0; newv = 0; if (nargin == 3) t = length (oldphi) + 1; if (length (c) < t+1) error ("durbinlevinson: C too small"); endif if (oldv == 0) error ("durbinlevinson: OLDV = 0"); endif if (rows (oldphi) > 1) oldphi = oldphi'; endif newphi = zeros (1, t); newphi(1) = (c(t+1) - oldphi * c(2:t)) / oldv; for i = 2 : t newphi(i) = oldphi(i-1) - newphi(1) * oldphi(t-i+1); endfor newv = (1 - newphi(1)^2) * oldv; elseif(nargin == 1) tt = length (c)-1; oldphi = c(2) / c(1); oldv = (1 - oldphi^2) * c(1); for t = 2 : tt newphi = zeros (1, t); newphi(1) = (c(t+1) - oldphi * c(2:t)) / oldv; for i = 2 : t newphi(i) = oldphi(i-1) - newphi(1) * oldphi(t-i+1); endfor newv = (1 - newphi(1)^2) * oldv; oldv = newv; oldphi = newphi; endfor endif endfunction