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1 ## Copyright (C) 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2003, 2005, |
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2 ## 2007 Friedrich Leisch |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or (at |
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9 ## your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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14 ## General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} spectral_xdf (@var{x}, @var{win}, @var{b}) |
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22 ## Return the spectral density estimator given a data vector @var{x}, |
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23 ## window name @var{win}, and bandwidth, @var{b}. |
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24 ## |
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25 ## The window name, e.g., @code{"triangle"} or @code{"rectangle"} is |
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26 ## used to search for a function called @code{@var{win}_sw}. |
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27 ## |
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28 ## If @var{win} is omitted, the triangle window is used. If @var{b} is |
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29 ## omitted, @code{1 / sqrt (length (@var{x}))} is used. |
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30 ## @end deftypefn |
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31 |
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32 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
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33 ## Description: Spectral density estimation |
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34 |
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35 function retval = spectral_xdf (X, win, b) |
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36 |
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37 xr = length (X); |
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38 |
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39 if (columns (X) > 1) |
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40 X = X'; |
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41 endif |
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42 |
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43 if (nargin < 3) |
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44 b = 1 / ceil (sqrt (xr)); |
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45 endif |
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46 |
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47 if (nargin == 1) |
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48 w = triangle_sw (xr, b); |
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49 else |
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50 win = str2func (strcat (win, "_sw")); |
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51 w = feval (win, xr, b); |
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52 endif |
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53 |
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54 X = X - sum (X) / xr; |
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55 |
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56 retval = (abs (fft (X)) / xr).^2; |
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57 retval = real (ifft (fft(retval) .* fft(w))); |
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58 |
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59 retval = [(zeros (xr, 1)), retval]; |
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60 retval(:, 1) = (0 : xr-1)' / xr; |
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61 |
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62 endfunction |
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63 |
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