Mercurial > hg > octave-nkf
view scripts/signal/spectral_adf.m @ 3457:e031284eea27
[project @ 2000-01-19 08:49:56 by jwe]
author | jwe |
---|---|
date | Wed, 19 Jan 2000 08:50:14 +0000 |
parents | 858695b3ed62 |
children | 38c61cbf086c |
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## Copyright (C) 1995, 1996, 1997 Friedrich Leisch ## ## 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 2, 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 file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} 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., @code{"triangle"} or @code{"rectangle"} is ## used to search for a function called @code{@var{win}_sw}. ## ## If @var{win} is omitted, the triangle window is used. If @var{b} is ## omitted, @code{1 / sqrt (length (@var{x}))} is used. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Spectral density estimation function retval = spectral_adf (c, win, b) 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); else win = [win, "_lw"]; w = feval (win, cr, b); endif c = c .* w; retval = 2 * real (fft (c)) - c(1); retval = [(zeros (cr, 1)), retval]; retval(:, 1) = (0 : cr-1)' / cr; endfunction