/usr/include/itpp/signal/filter.h is in libitpp-dev 4.3.1-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 | /*!
* \file
* \brief Definitions of Filter classes and functions
* \author Hakan Eriksson, Thomas Eriksson, Tony Ottosson and Adam Piatyszek
*
* -------------------------------------------------------------------------
*
* Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)
*
* This file is part of IT++ - a C++ library of mathematical, signal
* processing, speech processing, and communications classes and functions.
*
* IT++ 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.
*
* IT++ 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 IT++. If not, see <http://www.gnu.org/licenses/>.
*
* -------------------------------------------------------------------------
*/
#ifndef FILTER_H
#define FILTER_H
#include <itpp/base/vec.h>
#include <itpp/itexports.h>
namespace itpp
{
/*!
\addtogroup filters
*/
/*!
\brief Virtual Filter Base Class.
\ingroup filters
The class is templated as follows:
<ul>
<li> \c T1 is the type of the input samples</li>
<li> \c T2 is the type of the filter coefficients</li>
<li> \c T3 is the type of the output samples</li>
</ul>
*/
template <class T1, class T2, class T3>
class Filter
{
public:
//! Default constructor
Filter() {}
//! Filter a single sample.
virtual T3 operator()(const T1 Sample) { return filter(Sample); }
//! Filter a vector.
virtual Vec<T3> operator()(const Vec<T1> &v);
//! Virtual destructor.
virtual ~Filter() {}
protected:
/*!
\brief Pure virtual filter function. This is where the real
filtering is done. Implement this function to create a new filter.
*/
virtual T3 filter(const T1 Sample) = 0;
};
/*!
\brief Moving Average Filter Base Class.
\ingroup filters
This class implements a moving average (MA) filter
according to
\f[
y(n) = b(0)*x(n) + b(1)*x(n-1) + ... + b(N)*x(n-N)
\f]
where \a b is the filter coefficients, \a x is the input and \a y
is the output.
When filtering a vector, the length of the output vector equals
the length of the input vector. Internal states are kept in a
filter memory. The first time the filter is used the internal
states have been set to zero.
The class is templated as follows:
<ul>
<li> \c T1 is the type of the input samples</li>
<li> \c T2 is the type of the filter coefficients</li>
<li> \c T3 is the type of the output samples</li>
</ul>
*/
template <class T1, class T2, class T3>
class MA_Filter : public Filter<T1, T2, T3>
{
public:
//! Class default constructor
explicit MA_Filter();
//! Class constructor setting the coefficients in the filter
explicit MA_Filter(const Vec<T2> &b);
//! Class destructor
virtual ~MA_Filter() { }
//! Filter coefficient access function
Vec<T2> get_coeffs() const { return coeffs; }
//! Set the filter coefficients
void set_coeffs(const Vec<T2> &b);
//! Clears the filter memory
void clear() { mem.clear(); }
//! Get state of filter
Vec<T3> get_state() const;
//! Set state of filter
void set_state(const Vec<T3> &state);
private:
virtual T3 filter(const T1 Sample);
Vec<T3> mem;
Vec<T2> coeffs;
int inptr;
bool init;
};
/*!
\brief Autoregressive (AR) Filter Base Class.
\ingroup filters
This class implements a autoregressive (AR) filter
according to
\f[
a(0)*y(n) = x(n) - a(1)*y(n-1) - ... - a(N)*y(n-N)
\f]
where \a a is the filter coefficients, \a x is the input and \a y
is the output.
When filtering a vector, the length of the output vector equals
the length of the input vector. Internal states are kept in a
filter memory. The first time the filter is used the internal
states have been set to zero.
The class is templated as follows:
<ul>
<li> \c T1 is the type of the input samples</li>
<li> \c T2 is the type of the filter coefficients</li>
<li> \c T3 is the type of the output samples</li>
</ul>
*/
template <class T1, class T2, class T3>
class AR_Filter : public Filter<T1, T2, T3>
{
public:
//! Class constructor
explicit AR_Filter();
//! Class constructor setting the coefficients in the filter
explicit AR_Filter(const Vec<T2> &a);
//! Class destructor
virtual ~AR_Filter() { }
//! Filter coefficient access function
Vec<T2> get_coeffs() const { return coeffs; }
//! Set the filter coefficients (and order)
void set_coeffs(const Vec<T2> &a);
//! Clears the filter memory
void clear() { mem.clear(); }
//! Get state of filter
Vec<T3> get_state() const;
//! Set state of filter
void set_state(const Vec<T3> &state);
private:
virtual T3 filter(const T1 Sample);
Vec<T3> mem;
Vec<T2> coeffs;
Vec<T2> a0;
int inptr;
bool init;
};
/*!
\brief Autoregressive Moving Average (ARMA) Filter Base Class.
\ingroup filters
This class implements a autoregressive moving average (ARMA) filter
according to
\f[
a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b)
- a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a)
\f]
where \a a and \a b are the filter coefficients, \a x is the input
and \a y is the output.
When filtering a vector, the length of the output vector equals
the length of the input vector. Internal states are kept in a
filter memory. The first time the filter is used the internal
states have been set to zero.
The class is templated as follows:
<ul>
<li> \c T1 is the type of the input samples</li>
<li> \c T2 is the type of the filter coefficients</li>
<li> \c T3 is the type of the output samples</li>
</ul>
*/
template <class T1, class T2, class T3>
class ARMA_Filter : public Filter<T1, T2, T3>
{
public:
//! Class constructor
explicit ARMA_Filter();
//! Class constructor setting the coefficients in the filter
explicit ARMA_Filter(const Vec<T2> &b, const Vec<T2> &a);
//! Class destructor
virtual ~ARMA_Filter() { }
//! Filter \a a coefficient access function
Vec<T2> get_coeffs_a() const { return acoeffs; }
//! Filter \a b coefficient access function
Vec<T2> get_coeffs_b() const { return bcoeffs; }
//! Filter coefficient access function
void get_coeffs(Vec<T2> &b, Vec<T2> &a) const { b = bcoeffs; a = acoeffs; }
//! Set the filter coefficients (and order)
void set_coeffs(const Vec<T2> &b, const Vec<T2> &a);
//! Clears the filter memory
void clear() { mem.clear(); }
//! Get state of filter
Vec<T3> get_state() const;
//! Set state of filter
void set_state(const Vec<T3> &state);
private:
virtual T3 filter(const T1 Sample);
Vec<T3> mem;
Vec<T2> acoeffs, bcoeffs;
int inptr;
bool init;
};
/*!
\brief ARMA filter function
\ingroup filters
These functions implements a autoregressive moving average (ARMA) filter
according to
\f[
a(0)*y(n) = b(0)*x(n) + b(1)*x(n-1) + \ldots + b(N_b)*x(n-N_b)
- a(1)*y(n-1) - \ldots - a(N_a)*y(n-N_a)
\f]
where \a a and \a b are the filter coefficients, \a x is the input
and \a y is the output.
Setting a=1 gives a MA filter and b=1 gives a AR filter. The
length of the output vector equals the length of the input
vector. The state vectors \a state_in and \a state_out is of
length \f$max(N_a, n_b) - 1\f$.
If no start state \a state_in is given it is set to zero.
@{
*/
ITPP_EXPORT vec filter(const vec &b, const vec &a, const vec &input);
ITPP_EXPORT cvec filter(const vec &b, const vec &a, const cvec &input);
ITPP_EXPORT cvec filter(const cvec &b, const cvec &a, const cvec &input);
ITPP_EXPORT cvec filter(const cvec &b, const cvec &a, const vec &input);
ITPP_EXPORT vec filter(const vec &b, const int one, const vec &input);
ITPP_EXPORT cvec filter(const vec &b, const int one, const cvec &input);
ITPP_EXPORT cvec filter(const cvec &b, const int one, const cvec &input);
ITPP_EXPORT cvec filter(const cvec &b, const int one, const vec &input);
ITPP_EXPORT vec filter(const int one, const vec &a, const vec &input);
ITPP_EXPORT cvec filter(const int one, const vec &a, const cvec &input);
ITPP_EXPORT cvec filter(const int one, const cvec &a, const cvec &input);
ITPP_EXPORT cvec filter(const int one, const cvec &a, const vec &input);
ITPP_EXPORT vec filter(const vec &b, const vec &a, const vec &input, const vec &state_in, vec &state_out);
ITPP_EXPORT cvec filter(const vec &b, const vec &a, const cvec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT cvec filter(const cvec &b, const cvec &a, const cvec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT cvec filter(const cvec &b, const cvec &a, const vec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT vec filter(const vec &b, const int one, const vec &input, const vec &state_in, vec &state_out);
ITPP_EXPORT cvec filter(const vec &b, const int one, const cvec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT cvec filter(const cvec &b, const int one, const cvec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT cvec filter(const cvec &b, const int one, const vec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT vec filter(const int one, const vec &a, const vec &input, const vec &state_in, vec &state_out);
ITPP_EXPORT cvec filter(const int one, const vec &a, const cvec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT cvec filter(const int one, const cvec &a, const cvec &input, const cvec &state_in, cvec &state_out);
ITPP_EXPORT cvec filter(const int one, const cvec &a, const vec &input, const cvec &state_in, cvec &state_out);
/*! @} */
/*!
\brief Design a Nth order FIR filter with cut-off frequency \c
cutoff using the window method.
\ingroup filters
*/
ITPP_EXPORT vec fir1(int N, double cutoff);
//----------------------------------------------------------------------------
// Implementation of templated functions starts here
//----------------------------------------------------------------------------
//---------------------- class Filter ----------------------------
template <class T1, class T2, class T3>
Vec<T3> Filter<T1, T2, T3>::operator()(const Vec<T1> &x)
{
Vec<T3> y(x.length());
for (int i = 0; i < x.length(); i++) {
y[i] = filter(x[i]);
}
return y;
}
//-------------------------- class MA_Filter ---------------------------------
template <class T1, class T2, class T3>
MA_Filter<T1, T2, T3>::MA_Filter() : Filter<T1, T2, T3>()
{
inptr = 0;
init = false;
}
template <class T1, class T2, class T3>
MA_Filter<T1, T2, T3>::MA_Filter(const Vec<T2> &b) : Filter<T1, T2, T3>()
{
set_coeffs(b);
}
template <class T1, class T2, class T3>
void MA_Filter<T1, T2, T3>::set_coeffs(const Vec<T2> &b)
{
it_assert(b.size() > 0, "MA_Filter: size of filter is 0!");
coeffs = b;
mem.set_size(coeffs.size(), false);
mem.clear();
inptr = 0;
init = true;
}
template <class T1, class T2, class T3>
Vec<T3> MA_Filter<T1, T2, T3>::get_state() const
{
it_assert(init == true, "MA_Filter: filter coefficients are not set!");
int offset = inptr;
Vec<T3> state(mem.size());
for (int n = 0; n < mem.size(); n++) {
state(n) = mem(offset);
offset = (offset + 1) % mem.size();
}
return state;
}
template <class T1, class T2, class T3>
void MA_Filter<T1, T2, T3>::set_state(const Vec<T3> &state)
{
it_assert(init == true, "MA_Filter: filter coefficients are not set!");
it_assert(state.size() == mem.size(), "MA_Filter: Invalid state vector!");
mem = state;
inptr = 0;
}
template <class T1, class T2, class T3>
T3 MA_Filter<T1, T2, T3>::filter(const T1 Sample)
{
it_assert(init == true, "MA_Filter: Filter coefficients are not set!");
T3 s = 0;
mem(inptr) = Sample;
int L = mem.length() - inptr;
for (int i = 0; i < L; i++) {
s += coeffs(i) * mem(inptr + i);
}
for (int i = 0; i < inptr; i++) {
s += coeffs(L + i) * mem(i);
}
inptr--;
if (inptr < 0)
inptr += mem.length();
return s;
}
//---------------------- class AR_Filter ----------------------------------
template <class T1, class T2, class T3>
AR_Filter<T1, T2, T3>::AR_Filter() : Filter<T1, T2, T3>()
{
inptr = 0;
init = false;
}
template <class T1, class T2, class T3>
AR_Filter<T1, T2, T3>::AR_Filter(const Vec<T2> &a) : Filter<T1, T2, T3>()
{
set_coeffs(a);
}
template <class T1, class T2, class T3>
void AR_Filter<T1, T2, T3>::set_coeffs(const Vec<T2> &a)
{
it_assert(a.size() > 0, "AR_Filter: size of filter is 0!");
it_assert(a(0) != T2(0), "AR_Filter: a(0) cannot be 0!");
a0.set_size(1);//needed to keep the first coefficient for future reuse
a0(0) = a(0);
coeffs = a / a0(0);
mem.set_size(coeffs.size() - 1, false);
mem.clear();
inptr = 0;
init = true;
}
template <class T1, class T2, class T3>
Vec<T3> AR_Filter<T1, T2, T3>::get_state() const
{
it_assert(init == true, "AR_Filter: filter coefficients are not set!");
int offset = inptr;
Vec<T3> state(mem.size());
for (int n = 0; n < mem.size(); n++) {
state(n) = mem(offset);
offset = (offset + 1) % mem.size();
}
return state;
}
template <class T1, class T2, class T3>
void AR_Filter<T1, T2, T3>::set_state(const Vec<T3> &state)
{
it_assert(init == true, "AR_Filter: filter coefficients are not set!");
it_assert(state.size() == mem.size(), "AR_Filter: Invalid state vector!");
mem = state;
inptr = 0;
}
template <class T1, class T2, class T3>
T3 AR_Filter<T1, T2, T3>::filter(const T1 Sample)
{
it_assert(init == true, "AR_Filter: Filter coefficients are not set!");
T3 s = Sample;
if (mem.size() == 0)
return (s / a0(0));
int L = mem.size() - inptr;
for (int i = 0; i < L; i++) {
s -= mem(i + inptr) * coeffs(i + 1); // All coeffs except a(0)
}
for (int i = 0; i < inptr; i++) {
s -= mem(i) * coeffs(L + i + 1); // All coeffs except a(0)
}
inptr--;
if (inptr < 0)
inptr += mem.size();
mem(inptr) = s;
return (s / a0(0));
}
//---------------------- class ARMA_Filter ----------------------------------
template <class T1, class T2, class T3>
ARMA_Filter<T1, T2, T3>::ARMA_Filter() : Filter<T1, T2, T3>()
{
inptr = 0;
init = false;
}
template <class T1, class T2, class T3>
ARMA_Filter<T1, T2, T3>::ARMA_Filter(const Vec<T2> &b, const Vec<T2> &a) : Filter<T1, T2, T3>()
{
set_coeffs(b, a);
}
template <class T1, class T2, class T3>
void ARMA_Filter<T1, T2, T3>::set_coeffs(const Vec<T2> &b, const Vec<T2> &a)
{
it_assert(a.size() > 0 && b.size() > 0, "ARMA_Filter: size of filter is 0!");
it_assert(a(0) != T2(0), "ARMA_Filter: a(0) cannot be 0!");
acoeffs = a / a(0);
bcoeffs = b / a(0);
mem.set_size(std::max(a.size(), b.size()) - 1, false);
mem.clear();
inptr = 0;
init = true;
}
template <class T1, class T2, class T3>
Vec<T3> ARMA_Filter<T1, T2, T3>::get_state() const
{
it_assert(init == true, "ARMA_Filter: filter coefficients are not set!");
int offset = inptr;
Vec<T3> state(mem.size());
for (int n = 0; n < mem.size(); n++) {
state(n) = mem(offset);
offset = (offset + 1) % mem.size();
}
return state;
}
template <class T1, class T2, class T3>
void ARMA_Filter<T1, T2, T3>::set_state(const Vec<T3> &state)
{
it_assert(init == true, "ARMA_Filter: filter coefficients are not set!");
it_assert(state.size() == mem.size(), "ARMA_Filter: Invalid state vector!");
mem = state;
inptr = 0;
}
template <class T1, class T2, class T3>
T3 ARMA_Filter<T1, T2, T3>::filter(const T1 Sample)
{
it_assert(init == true, "ARMA_Filter: Filter coefficients are not set!");
T3 z = Sample;
T3 s;
for (int i = 0; i < acoeffs.size() - 1; i++) { // All AR-coeff except a(0).
z -= mem((i + inptr) % mem.size()) * acoeffs(i + 1);
}
s = z * bcoeffs(0);
for (int i = 0; i < bcoeffs.size() - 1; i++) { // All MA-coeff except b(0).
s += mem((i + inptr) % mem.size()) * bcoeffs(i + 1);
}
inptr--;
if (inptr < 0)
inptr += mem.size();
mem(inptr) = z;
mem(inptr) = z; // Store in the internal state.
return s;
}
//! \cond
// ----------------------------------------------------------------------
// Instantiations
// ----------------------------------------------------------------------
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT MA_Filter<double, double, double>;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT MA_Filter< double, std::complex<double>,
std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT MA_Filter< std::complex<double>, double,
std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT MA_Filter< std::complex<double>, std::complex<double>,
std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT AR_Filter<double, double, double>;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT AR_Filter< double, std::complex<double>,
std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT AR_Filter< std::complex<double>,
double, std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT AR_Filter< std::complex<double>, std::complex<double>,
std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT ARMA_Filter<double, double, double>;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT ARMA_Filter< double, std::complex<double>,
std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT ARMA_Filter< std::complex<double>,
double, std::complex<double> >;
ITPP_EXPORT_TEMPLATE template class ITPP_EXPORT ARMA_Filter< std::complex<double>, std::complex<double>,
std::complex<double> >;
//! \endcond
} // namespace itpp
#endif // #ifndef FILTER_H
|