view src/DLD-FUNCTIONS/filter.cc @ 4776:adf8d68d7143 ss-2-1-54

[project @ 2004-02-16 20:32:20 by jwe]
author jwe
date Mon, 16 Feb 2004 20:32:20 +0000
parents 6b96ce9f5743
children 9f7ef92b50b0
line wrap: on
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/*

Copyright (C) 1996, 1997 John W. Eaton

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 2, 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, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

*/

// Based on Tony Richardson's filter.m.
//
// Originally translated to C++ by KH (Kurt.Hornik@ci.tuwien.ac.at)
// with help from Fritz Leisch and Andreas Weingessel on Oct 20, 1994.
//
// Rewritten to use templates to handle both real and complex cases by
// jwe, Wed Nov  1 19:15:29 1995.

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "quit.h"

#include "defun-dld.h"
#include "error.h"
#include "oct-obj.h"

#if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL)
extern MArray<double>
filter (MArray<double>&, MArray<double>&, MArray<double>&);

extern MArray<Complex>
filter (MArray<Complex>&, MArray<Complex>&, MArray<Complex>&);
#endif

template <class T>
MArray<T>
filter (MArray<T>& b, MArray<T>& a, MArray<T>& x, MArray<T>& si)
{
  MArray<T> y;

  int a_len  = a.length ();
  int b_len  = b.length ();
  int x_len  = x.length ();

  int si_len = si.length ();

  int ab_len = a_len > b_len ? a_len : b_len;

  b.resize (ab_len, 0.0);

  if (si.length () != ab_len - 1)
    {
      error ("filter: si must be a vector of length max (length (a), length (b)) - 1");
      return y;
    }

  T norm = a (0);

  if (norm == 0.0)
    {
      error ("filter: the first element of a must be non-zero");
      return y;
    }

  y.resize (x_len, 0.0);

  if (norm != 1.0)
    b = b / norm;

  if (a_len > 1)
    {
      a.resize (ab_len, 0.0);

      if (norm != 1.0)
	a = a / norm;

      for (int i = 0; i < x_len; i++)
	{
	  y (i) = si (0) + b (0) * x (i);

	  if (si_len > 1)
	    {
	      for (int j = 0; j < si_len - 1; j++)
		{
		  OCTAVE_QUIT;

		  si (j) = si (j+1) - a (j+1) * y (i)
		    + b (j+1) * x (i);
		}

	      si (si_len-1) = b (si_len) * x (i)
		- a (si_len) * y (i);
	    }
	  else
	    si (0) = b (si_len) * x (i)
	      - a (si_len) * y (i);
	}
    }
  else if (si_len > 0)
    {
      for (int i = 0; i < x_len; i++)
	{
	  y (i) = si (0) + b (0) * x (i);

	  if (si_len > 1)
	    {
	      for (int j = 0; j < si_len - 1; j++)
		{
		  OCTAVE_QUIT;

		  si (j) = si (j+1) + b (j+1) * x (i);
		}

	      si (si_len-1) = b (si_len) * x (i);
	    }
	  else
	    si (0) = b (1) * x (i);
	}
    }
  else
    y = b (0) * x;

  return y;
}

#if !defined (CXX_NEW_FRIEND_TEMPLATE_DECL)
extern MArray<double>
filter (MArray<double>&, MArray<double>&, MArray<double>&,
	MArray<double>&);

extern MArray<Complex>
filter (MArray<Complex>&, MArray<Complex>&, MArray<Complex>&,
	MArray<Complex>&);
#endif

template <class T>
MArray<T>
filter (MArray<T>& b, MArray<T>& a, MArray<T>& x)
{
  int a_len = a.length ();
  int b_len = b.length ();

  int si_len = (a_len > b_len ? a_len : b_len) - 1;

  MArray<T> si (si_len, T (0.0));

  return filter (b, a, x, si);
}

DEFUN_DLD (filter, args, nargout,
  "-*- texinfo -*-\n\
@deftypefn {Loadable Function} {y =} filter (@var{b}, @var{a}, @var{x})\n\
@deftypefnx {Loadable Function} {[@var{y}, @var{sf}] =} filter (@var{b}, @var{a}, @var{x}, @var{si})\n\
Return the solution to the following linear, time-invariant difference\n\
equation:\n\
@iftex\n\
@tex\n\
$$\n\
\\sum_{k=0}^N a_{k+1} y_{n-k} = \\sum_{k=0}^M b_{k+1} x_{n-k}, \\qquad\n\
 1 \\le n \\le P\n\
$$\n\
@end tex\n\
@end iftex\n\
@ifinfo\n\
\n\
@smallexample\n\
   N                   M\n\
  SUM a(k+1) y(n-k) = SUM b(k+1) x(n-k)      for 1<=n<=length(x)\n\
  k=0                 k=0\n\
@end smallexample\n\
@end ifinfo\n\
\n\
@noindent\n\
where\n\
@ifinfo\n\
 N=length(a)-1 and M=length(b)-1.\n\
@end ifinfo\n\
@iftex\n\
@tex\n\
 $a \\in \\Re^{N-1}$, $b \\in \\Re^{M-1}$, and $x \\in \\Re^P$.\n\
@end tex\n\
@end iftex\n\
An equivalent form of this equation is:\n\
@iftex\n\
@tex\n\
$$\n\
y_n = -\\sum_{k=1}^N c_{k+1} y_{n-k} + \\sum_{k=0}^M d_{k+1} x_{n-k}, \\qquad\n\
 1 \\le n \\le P\n\
$$\n\
@end tex\n\
@end iftex\n\
@ifinfo\n\
\n\
@smallexample\n\
            N                   M\n\
  y(n) = - SUM c(k+1) y(n-k) + SUM d(k+1) x(n-k)  for 1<=n<=length(x)\n\
           k=1                 k=0\n\
@end smallexample\n\
@end ifinfo\n\
\n\
@noindent\n\
where\n\
@ifinfo\n\
 c = a/a(1) and d = b/a(1).\n\
@end ifinfo\n\
@iftex\n\
@tex\n\
$c = a/a_1$ and $d = b/a_1$.\n\
@end tex\n\
@end iftex\n\
\n\
If the fourth argument @var{si} is provided, it is taken as the\n\
initial state of the system and the final state is returned as\n\
@var{sf}.  The state vector is a column vector whose length is\n\
equal to the length of the longest coefficient vector minus one.\n\
If @var{si} is not supplied, the initial state vector is set to all\n\
zeros.\n\
\n\
In terms of the z-transform, y is the result of passing the discrete-\n\
time signal x through a system characterized by the following rational\n\
system function:\n\
@iftex\n\
@tex\n\
$$\n\
H(z) = {\\displaystyle\\sum_{k=0}^M d_{k+1} z^{-k}\n\
        \\over 1 + \\displaystyle\\sum_{k+1}^N c_{k+1} z^{-k}}\n\
$$\n\
@end tex\n\
@end iftex\n\
@ifinfo\n\
\n\
@example\n\
             M\n\
            SUM d(k+1) z^(-k)\n\
            k=0\n\
  H(z) = ----------------------\n\
               N\n\
          1 + SUM c(k+1) z(-k)\n\
              k=1\n\
@end example\n\
@end ifinfo\n\
@end deftypefn")
{
  octave_value_list retval;

  int nargin  = args.length ();

  if (nargin < 3 || nargin > 4)
    {
      print_usage ("filter");
      return retval;
    }

  const char *errmsg = "filter: arguments must be vectors";

  bool x_is_row_vector = (args(2).rows () == 1);

  bool si_is_row_vector = (nargin == 4 && args(3).rows () == 1);

  if (args(0).is_complex_type ()
      || args(1).is_complex_type ()
      || args(2).is_complex_type ()
      || (nargin == 4 && args(3).is_complex_type ()))
    {
      ComplexColumnVector b (args(0).complex_vector_value ());
      ComplexColumnVector a (args(1).complex_vector_value ());
      ComplexColumnVector x (args(2).complex_vector_value ());

      if (! error_state)
	{
	  ComplexColumnVector si;

	  if (nargin == 3)
	    {
	      int a_len = a.length ();
	      int b_len = b.length ();

	      int si_len = (a_len > b_len ? a_len : b_len) - 1;

	      si.resize (si_len, 0.0);
	    }
	  else
	    si = ComplexColumnVector (args(3).complex_vector_value ());

	  if (! error_state)
	    {
	      ComplexColumnVector y (filter (b, a, x, si));

	      if (nargout == 2)
		{
		  if (si_is_row_vector)
		    retval(1) = si.transpose ();
		  else
		    retval(1) = si;
		}

	      if (x_is_row_vector)
		retval(0) = y.transpose ();
	      else
		retval(0) = y;
	    }
	  else
	    error (errmsg);
	}
      else
	error (errmsg);
    }
  else
    {
      ColumnVector b (args(0).vector_value ());
      ColumnVector a (args(1).vector_value ());
      ColumnVector x (args(2).vector_value ());

      if (! error_state)
	{
	  ColumnVector si;

	  if (nargin == 3)
	    {
	      int a_len = a.length ();
	      int b_len = b.length ();

	      int si_len = (a_len > b_len ? a_len : b_len) - 1;

	      si.resize (si_len, 0.0);
	    }
	  else
	    si = ColumnVector (args(3).vector_value ());

	  if (! error_state)
	    {
	      ColumnVector y (filter (b, a, x, si));

	      if (nargout == 2)
		{
		  if (si_is_row_vector)
		    retval(1) = si.transpose ();
		  else
		    retval(1) = si;
		}

	      if (x_is_row_vector)
		retval(0) = y.transpose ();
	      else
		retval(0) = y;
	    }
	  else
	    error (errmsg);
	}
      else
	error (errmsg);
    }

  return retval;
}

template MArray<double>
filter (MArray<double>&, MArray<double>&, MArray<double>&,
	MArray<double>&);

template MArray<double>
filter (MArray<double>&, MArray<double>&, MArray<double>&);

template MArray<Complex>
filter (MArray<Complex>&, MArray<Complex>&, MArray<Complex>&,
	MArray<Complex>&);

template MArray<Complex>
filter (MArray<Complex>&, MArray<Complex>&, MArray <Complex>&);

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/