/usr/share/octave/packages/signal-1.3.0/pburg.m is in octave-signal 1.3.0-1.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 | ## Copyright (C) 2006 Peter V. Lanspeary <pvl@mecheng.adelaide.edu.au>
##
## This program 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.
##
## This program 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
## this program; if not, see <http://www.gnu.org/licenses/>.
## usage:
## [psd,f_out] = pburg(x,poles,freq,Fs,range,method,plot_type,criterion)
##
## Calculate Burg maximum-entropy power spectral density.
## The functions "arburg" and "ar_psd" do all the work.
## See "help arburg" and "help ar_psd" for further details.
##
## ARGUMENTS:
## All but the first two arguments are optional and may be empty.
## x %% [vector] sampled data
##
## poles %% [integer scalar] required number of poles of the AR model
##
## freq %% [real vector] frequencies at which power spectral density
## %% is calculated
## %% [integer scalar] number of uniformly distributed frequency
## %% values at which spectral density is calculated.
## %% [default=256]
##
## Fs %% [real scalar] sampling frequency (Hertz) [default=1]
##
##
## CONTROL-STRING ARGUMENTS -- each of these arguments is a character string.
## Control-string arguments can be in any order after the other arguments.
##
##
## range %% 'half', 'onesided' : frequency range of the spectrum is
## %% from zero up to but not including sample_f/2. Power
## %% from negative frequencies is added to the positive
## %% side of the spectrum.
## %% 'whole', 'twosided' : frequency range of the spectrum is
## %% -sample_f/2 to sample_f/2, with negative frequencies
## %% stored in "wrap around" order after the positive
## %% frequencies; e.g. frequencies for a 10-point 'twosided'
## %% spectrum are 0 0.1 0.2 0.3 0.4 0.5 -0.4 -0.3 -0.2 -0.1
## %% 'shift', 'centerdc' : same as 'whole' but with the first half
## %% of the spectrum swapped with second half to put the
## %% zero-frequency value in the middle. (See "help
## %% fftshift". If "freq" is vector, 'shift' is ignored.
## %% If model coefficients "ar_coeffs" are real, the default
## %% range is 'half', otherwise default range is 'whole'.
##
## method %% 'fft': use FFT to calculate power spectral density.
## %% 'poly': calculate spectral density as a polynomial of 1/z
## %% N.B. this argument is ignored if the "freq" argument is a
## %% vector. The default is 'poly' unless the "freq"
## %% argument is an integer power of 2.
##
## plot_type %% 'plot', 'semilogx', 'semilogy', 'loglog', 'squared' or 'db':
## %% specifies the type of plot. The default is 'plot', which
## %% means linear-linear axes. 'squared' is the same as 'plot'.
## %% 'dB' plots "10*log10(psd)". This argument is ignored and a
## %% spectrum is not plotted if the caller requires a returned
## %% value.
##
## criterion %% [optional string arg] model-selection criterion. Limits
## %% the number of poles so that spurious poles are not
## %% added when the whitened data has no more information
## %% in it (see Kay & Marple, 1981). Recognised values are
## %% 'AKICc' -- approximate corrected Kullback information
## %% criterion (recommended),
## %% 'KIC' -- Kullback information criterion
## %% 'AICc' -- corrected Akaike information criterion
## %% 'AIC' -- Akaike information criterion
## %% 'FPE' -- final prediction error" criterion
## %% The default is to NOT use a model-selection criterion
##
## RETURNED VALUES:
## If return values are not required by the caller, the spectrum
## is plotted and nothing is returned.
## psd %% [real vector] power-spectral density estimate
## f_out %% [real vector] frequency values
##
## HINTS
## This function is a wrapper for arburg and ar_psd.
## See "help arburg", "help ar_psd".
function [psd,f_out]=pburg(x,poles,varargin)
##
if ( nargin<2 )
error( 'pburg: need at least 2 args. Use "help pburg"' );
endif
nvarargin=length(varargin);
criterion=[];
##
## Search for a "criterion" arg. If found, remove it
## from "varargin" list and feed it to arburg instead.
for iarg = 1: nvarargin
arrgh = varargin{iarg};
if ( ischar(arrgh) && ( strcmp(arrgh,'AKICc') ||...
strcmp(arrgh,'KIC') || strcmp(arrgh,'AICc') ||...
strcmp(arrgh,'AIC') || strcmp(arrgh,'FPE') ) )
criterion=arrgh;
if ( nvarargin>1 )
varargin{iarg}= [];
else
varargin={};
endif
endif
endfor
##
[ar_coeffs,residual]=arburg(x,poles,criterion);
if ( nargout==0 )
ar_psd(ar_coeffs,residual,varargin{:});
elseif ( nargout==1 )
psd = ar_psd(ar_coeffs,residual,varargin{:});
elseif ( nargout>=2 )
[psd,f_out] = ar_psd(ar_coeffs,residual,varargin{:});
endif
endfunction
%!demo
%! rand ("seed", 2038014164);
%! a = [1.0 -1.6216505 1.1102795 -0.4621741 0.2075552 -0.018756746];
%! Fs = 25;
%! n = 16384;
%! signal = detrend (filter (0.70181, a, rand (1, n)));
%! % frequency shift by modulating with exp(j.omega.t)
%! skewed = signal .* exp (2*pi*i*2/Fs*[1:n]);
%! hold on
%! pburg (signal, 3, [], Fs);
%! pburg (signal, 4, [], Fs, "whole");
%! pburg (signal, 5, 128, Fs, "shift", "semilogy");
%! pburg (skewed, 7, 128, Fs, "AKICc", "shift", "semilogy");
%! user_freq = [-0.2:0.02:0.2]*Fs;
%! pburg (skewed, 7, user_freq, Fs, "AKICc", "semilogy");
%! hold off
|