annotate scripts/signal/fftfilt.m @ 7017:a1dbe9d80eee

[project @ 2007-10-12 21:27:11 by jwe]
author jwe
date Fri, 12 Oct 2007 21:27:37 +0000
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1 ## Copyright (C) 1994, 1995, 1996, 1997, 1999, 2000, 2002, 2005, 2006,
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2 ## 2007 John W. Eaton
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} fftfilt (@var{b}, @var{x}, @var{n})
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22 ##
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23 ## With two arguments, @code{fftfilt} filters @var{x} with the FIR filter
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24 ## @var{b} using the FFT.
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25 ##
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26 ## Given the optional third argument, @var{n}, @code{fftfilt} uses the
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27 ## overlap-add method to filter @var{x} with @var{b} using an N-point FFT.
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28 ##
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29 ## If @var{x} is a matrix, filter each column of the matrix.
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30 ## @end deftypefn
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31
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32 ## Author: Kurt Hornik <Kurt.Hornik@wu-wien.ac.at>
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33 ## Created: 3 September 1994
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34 ## Adapted-By: jwe
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35
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36 function y = fftfilt (b, x, N)
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37
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38 ## If N is not specified explicitly, we do not use the overlap-add
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39 ## method at all because loops are really slow. Otherwise, we only
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40 ## ensure that the number of points in the FFT is the smallest power
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41 ## of two larger than N and length(b). This could result in length
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42 ## one blocks, but if the user knows better ...
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43
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44 if (nargin < 2 || nargin > 3)
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45 print_usage ();
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46 endif
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47
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48 transpose = (rows (x) == 1);
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49
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50 if (transpose)
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51 x = x.';
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52 endif
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53
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54 [r_x, c_x] = size (x);
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55 [r_b, c_b] = size (b);
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56
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57 if min ([r_b, c_b]) != 1
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58 error ("fftfilt: b should be a vector");
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59 endif
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60
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61 l_b = r_b * c_b;
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62 b = reshape (b, l_b, 1);
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63
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64 if (nargin == 2)
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65 ## Use FFT with the smallest power of 2 which is >= length (x) +
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66 ## length (b) - 1 as number of points ...
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67 N = 2 ^ (ceil (log (r_x + l_b - 1) / log (2)));
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68 B = fft (b, N);
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69 y = ifft (fft (x, N) .* B(:,ones (1, c_x)));
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70 else
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71 ## Use overlap-add method ...
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72 if (! (isscalar (N)))
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73 error ("fftfilt: N has to be a scalar");
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74 endif
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75 N = 2 ^ (ceil (log (max ([N, l_b])) / log (2)));
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76 L = N - l_b + 1;
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77 B = fft (b, N);
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78 B = B(:,ones (c_x,1));
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79 R = ceil (r_x / L);
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80 y = zeros (r_x, c_x);
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81 for r = 1:R;
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82 lo = (r - 1) * L + 1;
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83 hi = min (r * L, r_x);
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84 tmp = zeros (N, c_x);
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85 tmp(1:(hi-lo+1),:) = x(lo:hi,:);
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86 tmp = ifft (fft (tmp) .* B);
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87 hi = min (lo+N-1, r_x);
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88 y(lo:hi,:) = y(lo:hi,:) + tmp(1:(hi-lo+1),:);
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89 endfor
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90 endif
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91
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92 y = y(1:r_x,:);
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93 if (transpose)
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94 y = y.';
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95 endif
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96
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97 ## Final cleanups: if both x and b are real respectively integer, y
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98 ## should also be
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99
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100 if (isreal (b) && isreal (x))
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101 y = real (y);
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102 endif
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103 if (! any (b - round (b)))
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104 idx = !any (x - round (x));
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105 y(:,idx) = round (y(:,idx));
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106 endif
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107
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108 endfunction