Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / tsa-4.2.4 / invfdemo.m

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+% invfdemo     demonstrates Inverse Filtering
+
+%      $Id: invfdemo.m 5090 2008-06-05 08:12:04Z schloegl $\r%  Copyright (C) 1997-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
+%
+%    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 <http://www.gnu.org/licenses/>.
+
+load eeg8s.mat;            % load signal
+ly=length(eeg8s);
+Fs=128;
+%a=earpyw(eeg8s',11); % Calculates AR(11) parameters with Yule-Walker method
+a=lattice(eeg8s',11); % Calculates AR(11) parameters with Yule-Walker method
+                   % The AR parameters are the weight taps of IIR Filter       
+isig=filter([1 -a],1,eeg8s);   % Inverse filtering
+
+
+subplot(221);
+plot((1:ly)/Fs,eeg8s);
+title('Signal');
+xlabel('t [sec]')
+
+subplot(223);
+plot((1:ly)/Fs,isig);
+xlabel('t [sec]')
+title('Inverse filtered process');
+
+subplot(222);
+H=abs(fft(eeg8s,128)/ly).^2;
+plot(1:Fs,H);
+%plot([H mean(H)*ones(Fs,1)]);
+ylabel('S(f)')
+xlabel('f [Hz]')
+title('Spectrum of original signal');
+
+subplot(224);
+H=abs(fft(isig,128)/ly).^2;
+plot(1:Fs,H);
+%plot([H mean(H)*ones(Fs,1)]);
+ylabel('S(f)')
+xlabel('f [Hz]')
+title('Spectrum of inverse filtered signal');