Mercurial > octave-nkf
view scripts/signal/durbinlevinson.m @ 19074:0850b5212619
doc: Add @nospell macro around proper names in documentation.
* aspell-octave.en.pws: Remove proper names from Octave's custom dictionary.
* doc/interpreter/audio.txi, doc/interpreter/diagperm.txi,
doc/interpreter/diffeq.txi, doc/interpreter/emacs.txi,
doc/interpreter/func.txi, doc/interpreter/geometry.txi,
doc/interpreter/intro.txi, doc/interpreter/linalg.txi,
doc/interpreter/numbers.txi, doc/interpreter/preface.txi,
doc/interpreter/quad.txi, doc/interpreter/sparse.txi,
libinterp/corefcn/colloc.cc, libinterp/corefcn/ellipj.cc,
libinterp/corefcn/gammainc.cc, libinterp/corefcn/hess.cc,
libinterp/corefcn/quadcc.cc, libinterp/corefcn/rand.cc,
libinterp/corefcn/sqrtm.cc, libinterp/dldfcn/ccolamd.cc,
libinterp/dldfcn/colamd.cc, libinterp/dldfcn/dmperm.cc,
libinterp/dldfcn/symrcm.cc, scripts/general/quadgk.m, scripts/general/quadl.m,
scripts/linear-algebra/commutation_matrix.m, scripts/linear-algebra/condest.m,
scripts/linear-algebra/duplication_matrix.m, scripts/linear-algebra/expm.m,
scripts/linear-algebra/housh.m, scripts/linear-algebra/krylov.m,
scripts/linear-algebra/onenormest.m, scripts/linear-algebra/qzhess.m,
scripts/optimization/fminsearch.m, scripts/optimization/glpk.m,
scripts/signal/arch_fit.m, scripts/signal/bartlett.m,
scripts/signal/blackman.m, scripts/signal/diffpara.m,
scripts/signal/durbinlevinson.m, scripts/signal/hamming.m,
scripts/signal/hanning.m, scripts/sparse/eigs.m, scripts/sparse/pcg.m,
scripts/sparse/pcr.m, scripts/specfun/ellipke.m,
scripts/special-matrix/gallery.m, scripts/special-matrix/invhilb.m,
scripts/statistics/base/quantile.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/mcnemar_test.m:
Add @nospell macro around proper names in documentation.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 21 Aug 2014 15:57:18 -0700 |
parents | d63878346099 |
children | 4197fc428c7d |
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## Copyright (C) 1995-2013 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