X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;ds=sidebyside;f=octave_packages%2Ftsa-4.2.4%2Far2rc.m;fp=octave_packages%2Ftsa-4.2.4%2Far2rc.m;h=671f226bb32b6f2f708a293baf9a647ca052794f;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hp=0000000000000000000000000000000000000000;hpb=1705066eceaaea976f010f669ce8e972f3734b05;p=CreaPhase.git diff --git a/octave_packages/tsa-4.2.4/ar2rc.m b/octave_packages/tsa-4.2.4/ar2rc.m new file mode 100644 index 0000000..671f226 --- /dev/null +++ b/octave_packages/tsa-4.2.4/ar2rc.m @@ -0,0 +1,89 @@ +function [MX,res,arg3] = ar2rc(ar); +% converts autoregressive parameters into reflection coefficients +% with the Durbin-Levinson recursion for multiple channels +% function [AR,RC,PE] = ar2rc(AR); +% function [MX,PE] = ar2rc(AR); +% +% INPUT: +% AR autoregressive model parameter +% +% OUTPUT +% AR autoregressive model parameter +% RC reflection coefficients (= -PARCOR coefficients) +% PE remaining error variance (relative to PE(1)=1) +% MX transformation matrix between ARP and RC (Attention: needs O(p^2) memory) +% AR = MX(:,K*(K-1)/2+(1:K)); +% RC = MX(:,(1:K).*(2:K+1)/2); +% +% All input and output parameters are organized in rows, one row +% corresponds to the parameters of one channel +% +% see also ACOVF ACORF DURLEV RC2AR +% +% REFERENCES: +% P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991. +% S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996. +% M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. +% W.S. Wei "Time Series Analysis" Addison Wesley, 1990. + +% $Id: ar2rc.m 5090 2008-06-05 08:12:04Z schloegl $ +% Copyright (C) 1998-2002,2008 by Alois Schloegl +% +% 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 . + +% Inititialization +[lr,lc]=size(ar); +res=[ones(lr,1) zeros(lr,lc)]; + +if nargout<3 % needs O(p^2) memory + MX=zeros(lr,lc*(lc+1)/2); + MX(:,lc*(lc-1)/2+(1:lc))=ar; + + % Durbin-Levinson Algorithm + idx=lc*(lc-1)/2; + for K=lc:-1:2; + %idx=K*(K-1)/2; %see below + MX(:,(K-2)*(K-1)/2+(1:K-1)) = (MX(:,idx+(1:K-1)) + MX(:,(idx+K)*ones(K-1,1)).*MX(:,idx+(K-1:-1:1)))./((ones(lr,1)-abs(MX(:,idx+K)).^2)*ones(1,K-1)); + idx=idx-K+1; + end; + for K=1:lc + idx=K*(K-1)/2; %see below + res(:,K+1) = res(:,K).*(1-abs(MX(:,idx+K)).^2); + end; + + %arp=MX(:,K*(K-1)/2+(1:K)); + %rc =MX(:,(1:K).*(2:K+1)/2); + +else % needs O(p) memory + + %ar=zeros(lr,lc); + rc=zeros(lr,lc); + rc(:,lc)=ar(:,lc); + MX=ar; % assign output + + % Durbin-Levinson Algorithm + for K=lc-1:-1:1, + ar(:,1:K)=(ar(:,1:K)+ar(:,(K+1)*ones(K,1)).*ar(:,K:-1:1))./((ones(lr,1)-abs(ar(:,K+1)).^2)*ones(1,K)); + rc(:,K)=ar(:,K); + end; + + for K=1:lc, + res(:,K+1) = res(:,K) .* (1-abs(ar(:,K)).^2); + end; + + % assign output arguments + arg3=res; + res=rc; + %MX=ar; +end; %if