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annotate scripts/signal/spectral_adf.m @ 7016:93c65f2a5668

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[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 4c8a2e4e0717
children a1dbe9d80eee
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1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} spectral_adf (@var{c}, @var{win}, @var{b})
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21 ## Return the spectral density estimator given a vector of
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22 ## autocovariances @var{c}, window name @var{win}, and bandwidth,
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23 ## @var{b}.
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24 ##
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25 ## The window name, e.g., @code{"triangle"} or @code{"rectangle"} is
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26 ## used to search for a function called @code{@var{win}_sw}.
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27 ##
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28 ## If @var{win} is omitted, the triangle window is used. If @var{b} is
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29 ## omitted, @code{1 / sqrt (length (@var{x}))} is used.
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30 ## @end deftypefn
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32 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
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33 ## Description: Spectral density estimation
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35 function retval = spectral_adf (c, win, b)
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36
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37 cr = length (c);
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39 if (columns (c) > 1)
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40 c=c';
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41 endif
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43 if (nargin < 3)
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44 b = 1 / ceil (sqrt (cr));
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45 endif
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46
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47 if (nargin == 1)
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48 w = triangle_lw (cr, b);
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49 else
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50 win = str2func (strcat (win, "_lw"));
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51 w = feval (win, cr, b);
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52 endif
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53
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54 c = c .* w;
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56 retval = 2 * real (fft (c)) - c(1);
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57 retval = [(zeros (cr, 1)), retval];
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58 retval(:, 1) = (0 : cr-1)' / cr;
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59
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60 endfunction
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