Mercurial > hg > octave-nkf
view scripts/signal/fftfilt.m @ 20830:b65888ec820e draft default tip gccjit
dmalcom gcc jit import
author | Stefan Mahr <dac922@gmx.de> |
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date | Fri, 27 Feb 2015 16:59:36 +0100 |
parents | f1d0f506ee78 |
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## Copyright (C) 1994-2015 John W. Eaton ## ## 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 ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} fftfilt (@var{b}, @var{x}) ## @deftypefnx {Function File} {} fftfilt (@var{b}, @var{x}, @var{n}) ## Filter @var{x} with the FIR filter @var{b} using the FFT. ## ## If @var{x} is a matrix, filter each column of the matrix. ## ## Given the optional third argument, @var{n}, @code{fftfilt} uses the ## overlap-add method to filter @var{x} with @var{b} using an N-point FFT@. ## The FFT size must be an even power of 2 and must be greater than or equal to ## the length of @var{b}. If the specified @var{n} does not meet these ## criteria, it is automatically adjusted to the nearest value that does. ## ## @seealso{filter, filter2} ## @end deftypefn ## Author: Kurt Hornik <Kurt.Hornik@wu-wien.ac.at> ## Created: 3 September 1994 ## Adapted-By: jwe function y = fftfilt (b, x, n) ## If N is not specified explicitly, we do not use the overlap-add ## method at all because loops are really slow. Otherwise, we only ## ensure that the number of points in the FFT is the smallest power ## of two larger than N and length(b). This could result in length ## one blocks, but if the user knows better ... if (nargin < 2 || nargin > 3) print_usage (); endif transpose = (rows (x) == 1); if (transpose) x = x.'; endif [r_x, c_x] = size (x); [r_b, c_b] = size (b); if (! isvector (b)) error ("fftfilt: B must be a vector"); endif if (ndims (x) != 2) error ("fftfilt: X must be a 1-D or 2-D array"); endif l_b = r_b * c_b; b = reshape (b, l_b, 1); if (nargin == 2) ## Use FFT with the smallest power of 2 which is >= length (x) + ## length (b) - 1 as number of points ... n = 2 ^ nextpow2 (r_x + l_b - 1); B = fft (b, n); y = ifft (fft (x, n) .* B(:, ones (1, c_x))); else ## Use overlap-add method ... if (! (isscalar (n))) error ("fftfilt: N has to be a scalar"); endif n = 2 ^ nextpow2 (max ([n, l_b])); L = n - l_b + 1; B = fft (b, n); B = B(:, ones (c_x,1)); R = ceil (r_x / L); y = zeros (r_x, c_x); for r = 1:R; lo = (r - 1) * L + 1; hi = min (r * L, r_x); tmp = zeros (n, c_x); tmp(1:(hi-lo+1),:) = x(lo:hi,:); tmp = ifft (fft (tmp) .* B); hi = min (lo+n-1, r_x); y(lo:hi,:) = y(lo:hi,:) + tmp(1:(hi-lo+1),:); endfor endif y = y(1:r_x, :); ## Final cleanups: ## - If both b and x are real, y should be real. ## - If b is real and x is imaginary, y should be imaginary. ## - If b is imaginary and x is real, y should be imaginary. ## - If both b and x are imaginary, y should be real. xisreal = all (imag (x) == 0); xisimag = all (real (x) == 0); if (all (imag (b) == 0)) y (:,xisreal) = real (y (:,xisreal)); y (:,xisimag) = complex (real (y (:,xisimag)) * 0, imag (y (:,xisimag))); elseif (all (real (b) == 0)) y (:,xisreal) = complex (real (y (:,xisreal)) * 0, imag (y (:,xisreal))); y (:,xisimag) = real (y (:,xisimag)); endif ## - If both x and b are integer in both real and imaginary ## components, y should be integer. if (! any (b - fix (b))) idx = find (! any (x - fix (x))); y (:, idx) = round (y (:, idx)); endif ## Transpose after cleanup, otherwise rounding fails. if (transpose) y = y.'; endif endfunction %!shared b, x, r %!test %! b = [1 1]; %! x = [1, zeros(1,9)]; %! assert (fftfilt (b, x ), [1 1 0 0 0 0 0 0 0 0] ); %! assert (fftfilt (b, x.'), [1 1 0 0 0 0 0 0 0 0].'); %! assert (fftfilt (b.',x ), [1 1 0 0 0 0 0 0 0 0] ); %! assert (fftfilt (b.',x.'), [1 1 0 0 0 0 0 0 0 0].'); %! assert (fftfilt (b, [x.' x.']), [1 1 0 0 0 0 0 0 0 0].'*[1 1]); %! assert (fftfilt (b, [x.'+2*eps x.']) == [1 1 0 0 0 0 0 0 0 0].'*[1 1], [false(10, 1) true(10, 1)]); %!test %! r = sqrt (1/2) * (1+i); %! b = b*r; %! assert (fftfilt (b, x ), r*[1 1 0 0 0 0 0 0 0 0] , eps ); %! assert (fftfilt (b, r*x), r*r*[1 1 0 0 0 0 0 0 0 0], 2*eps); %! assert (fftfilt (b, x.'), r*[1 1 0 0 0 0 0 0 0 0].', eps ); %!test %! b = [1 1]; %! x = zeros (10,3); x(1,1)=-1; x(1,2)=1; %! y0 = zeros (10,3); y0(1:2,1)=-1; y0(1:2,2)=1; %! y = fftfilt (b, x); %! assert (y0, y); %! y = fftfilt (b*i, x); %! assert (y0*i, y); %! y = fftfilt (b, x*i); %! assert (y0*i, y); %! y = fftfilt (b*i, x*i); %! assert (-y0, y); %! x = rand (10, 1); %! y = fftfilt (b, [x x*i]); %! assert (true, isreal (y(:,1))); %! assert (false, any (real (y(:,2)))); %!test %! b = rand (10, 1); %! x = rand (10, 1); %! y0 = filter (b, 1, x); %! y = fftfilt (b, x); %! assert (y0, y, 16*eps); %! y0 = filter (b*i, 1, x*i); %! y = fftfilt (b*i, x*i); %! assert (y0, y, 16*eps); %!test %! b = rand (10, 1) + i*rand (10, 1); %! x = rand (10, 1) + i*rand (10, 1); %! y0 = filter (b, 1, x); %! y = fftfilt (b, x); %! assert (y0, y, 55*eps); ## Test input validation %!error fftfilt (1) %!error fftfilt (1, 2, 3, 4) %!error fftfilt (ones (2), 1) %!error fftfilt (2, ones (3,3,3)) %!error fftfilt (2, 1, ones (2))