Mercurial > octave
view scripts/signal/spectral_adf.m @ 26376:00f796120a6d stable
maint: Update copyright dates in all source files.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 02 Jan 2019 16:32:43 -0500 |
parents | 6652d3823428 |
children | b442ec6dda5c |
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## Copyright (C) 1995-2019 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 ## <https://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {} {} spectral_adf (@var{c}) ## @deftypefnx {} {} spectral_adf (@var{c}, @var{win}) ## @deftypefnx {} {} spectral_adf (@var{c}, @var{win}, @var{b}) ## Return the spectral density estimator given a vector of autocovariances ## @var{c}, window name @var{win}, and bandwidth, @var{b}. ## ## The window name, e.g., @qcode{"triangle"} or @qcode{"rectangle"} is ## used to search for a function called @code{@var{win}_lw}. ## ## If @var{win} is omitted, the triangle window is used. ## ## If @var{b} is omitted, @code{1 / sqrt (length (@var{x}))} is used. ## @seealso{spectral_xdf} ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Spectral density estimation function retval = spectral_adf (c, win, b) if (nargin < 1 || nargin > 3) print_usage (); endif cr = length (c); if (columns (c) > 1) c = c'; endif if (nargin < 3) b = 1 / ceil (sqrt (cr)); endif if (nargin == 1) w = triangle_lw (cr, b); elseif (! ischar (win)) error ("spectral_adf: WIN must be a string"); else win = str2func ([win "_lw"]); w = feval (win, cr, b); endif c .*= w; retval = 2 * real (fft (c)) - c(1); retval = [(zeros (cr, 1)), retval]; retval(:, 1) = (0 : cr-1)' / cr; endfunction ## Test input validation %!error spectral_adf () %!error spectral_adf (1, 2, 3, 4) %!error spectral_adf (1, 2) %!error spectral_adf (1, "invalid")