Mercurial > hg > ltpda

annotate m-toolbox/classes/@matrix/mchNoisegen.m @ 28:01b86b780ba7 database-connection-manager

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Remove LTPDARepositoryManager implementation. Java code
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
children
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % MCHNOISEGEN Generates multichannel noise data series given a model
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Daniele Nicolodi <nicolodi@science.unitn.it>
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
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3 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 % FUNCTION: mchNoisegen generates multichannel noise data series given a
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % mutichannel noise generating filter.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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6 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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7 % DESCRIPTION:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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8 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 % CALL: out = mchNoisegen(mod, pl)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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12 % INPUT:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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13 % mod: is a matrix containing a multichannel noise generating
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Daniele Nicolodi <nicolodi@science.unitn.it>
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14 % filter aiming to generate colored noise from unitary variance
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Daniele Nicolodi <nicolodi@science.unitn.it>
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15 % independent white data series. Each element of the multichannel
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Daniele Nicolodi <nicolodi@science.unitn.it>
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16 % filter must be a parallel bank of filters as that produced by
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Daniele Nicolodi <nicolodi@science.unitn.it>
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17 % matrix/mchNoisegenFilter or ao/Noisegen2D. The filter matrix must
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Daniele Nicolodi <nicolodi@science.unitn.it>
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18 % be square.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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19 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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20 % OUTPUT:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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21 % out: is a matrix containg a multichannel colored noise time
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Daniele Nicolodi <nicolodi@science.unitn.it>
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22 % series which csd matrix is defined by mod'*mod.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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23 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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24 % HISTORY: 19-10-2009 L Ferraioli
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Daniele Nicolodi <nicolodi@science.unitn.it>
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25 % Creation
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Daniele Nicolodi <nicolodi@science.unitn.it>
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26 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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27 % ------------------------------------------------------------------------
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28 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29 % <a href="matlab:utils.helper.displayMethodInfo('matrix', 'mchNoisegen')">Parameters Description</a>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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30 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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31 % VERSION: $Id: mchNoisegen.m,v 1.6 2011/04/08 08:56:31 hewitson Exp $
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Daniele Nicolodi <nicolodi@science.unitn.it>
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32 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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33 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
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34 function varargout = mchNoisegen(varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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35
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Daniele Nicolodi <nicolodi@science.unitn.it>
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36 % Check if this is a call for parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
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37 if utils.helper.isinfocall(varargin{:})
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Daniele Nicolodi <nicolodi@science.unitn.it>
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38 varargout{1} = getInfo(varargin{3});
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Daniele Nicolodi <nicolodi@science.unitn.it>
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39 return
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Daniele Nicolodi <nicolodi@science.unitn.it>
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40 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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41
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Daniele Nicolodi <nicolodi@science.unitn.it>
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42 import utils.const.*
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Daniele Nicolodi <nicolodi@science.unitn.it>
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43 utils.helper.msg(msg.OMNAME, 'running %s/%s', mfilename('class'), mfilename);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44
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Daniele Nicolodi <nicolodi@science.unitn.it>
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45 % Collect input variable names
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Daniele Nicolodi <nicolodi@science.unitn.it>
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46 in_names = cell(size(varargin));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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47 for ii = 1:nargin,in_names{ii} = inputname(ii);end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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48
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Daniele Nicolodi <nicolodi@science.unitn.it>
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49 % Collect all ltpdauoh objects
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Daniele Nicolodi <nicolodi@science.unitn.it>
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50 [mtxs, mtxs_invars] = utils.helper.collect_objects(varargin(:), 'matrix', in_names);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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51 [pl, invars] = utils.helper.collect_objects(varargin(:), 'plist');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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52
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Daniele Nicolodi <nicolodi@science.unitn.it>
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53 inhists = mtxs.hist;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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54
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Daniele Nicolodi <nicolodi@science.unitn.it>
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55 % combine plists
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Daniele Nicolodi <nicolodi@science.unitn.it>
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56 pl = parse(pl, getDefaultPlist());
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Daniele Nicolodi <nicolodi@science.unitn.it>
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57 pl.getSetRandState();
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Daniele Nicolodi <nicolodi@science.unitn.it>
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58
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Daniele Nicolodi <nicolodi@science.unitn.it>
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59 outm = copy(mtxs,nargout);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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60
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Daniele Nicolodi <nicolodi@science.unitn.it>
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61 % Get parameters and set params for fit
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Daniele Nicolodi <nicolodi@science.unitn.it>
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62 Nsecs = find(pl, 'nsecs');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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63 fs = find(pl, 'fs');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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64 yunit = find(pl, 'yunits');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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65
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Daniele Nicolodi <nicolodi@science.unitn.it>
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66 % total number of data in the series
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Daniele Nicolodi <nicolodi@science.unitn.it>
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67 Ntot = round(Nsecs*fs);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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68
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Daniele Nicolodi <nicolodi@science.unitn.it>
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69 % chose case for input filter
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Daniele Nicolodi <nicolodi@science.unitn.it>
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70 if isa(outm,'matrix') && isa(outm.objs(1),'filterbank')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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71 % discrete system
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Daniele Nicolodi <nicolodi@science.unitn.it>
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72 sys = 'z';
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Daniele Nicolodi <nicolodi@science.unitn.it>
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73 mfil = outm.objs;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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74 [nn,mm] = size(mfil);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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75 if nn~=mm
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Daniele Nicolodi <nicolodi@science.unitn.it>
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76 error('!!! Filter matrix must be square')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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77 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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78 % check if filter is a matrix built with noisegen2D
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Daniele Nicolodi <nicolodi@science.unitn.it>
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79 fromnsg2D = false;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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80 if nn == 2
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Daniele Nicolodi <nicolodi@science.unitn.it>
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81 nn11 = numel(mfil(1,1).filters);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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82 nn21 = numel(mfil(2,1).filters);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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83 if nn11 == nn21
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Daniele Nicolodi <nicolodi@science.unitn.it>
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84 % get poles out of the filters
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Daniele Nicolodi <nicolodi@science.unitn.it>
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85 pl11 = zeros(nn11,1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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86 pl21 = zeros(nn21,1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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87 for ii=1:nn11
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Daniele Nicolodi <nicolodi@science.unitn.it>
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88 pl11(ii) = -1*mfil(1,1).filters(ii).b(2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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89 pl21(ii) = -1*mfil(2,1).filters(ii).b(2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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90 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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91 % check if poles are equal that means they are produced with
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Daniele Nicolodi <nicolodi@science.unitn.it>
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92 % noisegen2D
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Daniele Nicolodi <nicolodi@science.unitn.it>
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93 if all((pl11-pl21)<eps)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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94 fromnsg2D = true;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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95 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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96 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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97 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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98 elseif isa(outm,'matrix') && isa(outm.objs(1),'parfrac')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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99 % continuous system
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Daniele Nicolodi <nicolodi@science.unitn.it>
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100 sys = 's';
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Daniele Nicolodi <nicolodi@science.unitn.it>
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101 mfil = outm.objs;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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102 [nn,mm] = size(mfil);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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103 if nn~=mm
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Daniele Nicolodi <nicolodi@science.unitn.it>
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104 error('!!! Filter matrix must be square')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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105 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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106 else
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Daniele Nicolodi <nicolodi@science.unitn.it>
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107 error('!!! Input filter must be a ''matrix'' of ''filterbank'' or ''parfrac'' objects.')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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108 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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109
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Daniele Nicolodi <nicolodi@science.unitn.it>
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110 % init output
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Daniele Nicolodi <nicolodi@science.unitn.it>
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111 out(nn,1) = ao;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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112
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Daniele Nicolodi <nicolodi@science.unitn.it>
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113 % switch between input filter type
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Daniele Nicolodi <nicolodi@science.unitn.it>
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114 switch sys
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Daniele Nicolodi <nicolodi@science.unitn.it>
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115 case 'z' % discrete input filters
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Daniele Nicolodi <nicolodi@science.unitn.it>
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116
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Daniele Nicolodi <nicolodi@science.unitn.it>
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117 % init output data
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Daniele Nicolodi <nicolodi@science.unitn.it>
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118 o = zeros(nn,Ntot);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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119
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Daniele Nicolodi <nicolodi@science.unitn.it>
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120 for zz=1:nn % moving along system dimension
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Daniele Nicolodi <nicolodi@science.unitn.it>
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121
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Daniele Nicolodi <nicolodi@science.unitn.it>
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122 % extract residues and poles from input objects
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Daniele Nicolodi <nicolodi@science.unitn.it>
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123 % run over matrix dimensions
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Daniele Nicolodi <nicolodi@science.unitn.it>
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124 res = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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125 pls = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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126 filtsz = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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127 for jj=1:nn % collect filters coefficients along the columns zz
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Daniele Nicolodi <nicolodi@science.unitn.it>
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128 bfil = mfil(jj,zz).filters;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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129 filtsz = [filtsz; numel(bfil)];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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130 for kk=1:numel(bfil)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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131 num = bfil(kk).a;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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132 den = bfil(kk).b;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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133 res = [res; num(1)];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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134 pls = [pls; -1*den(2)];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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135 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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136 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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137
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Daniele Nicolodi <nicolodi@science.unitn.it>
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138 % rescaling residues to get the correct result for univariate psd
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Daniele Nicolodi <nicolodi@science.unitn.it>
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139 res = res.*sqrt(fs/2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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140
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Daniele Nicolodi <nicolodi@science.unitn.it>
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141
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Daniele Nicolodi <nicolodi@science.unitn.it>
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142 % Nrs = numel(res);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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143 % % get covariance matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
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144 % R = zeros(Nrs);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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145 % for aa=1:Nrs
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Daniele Nicolodi <nicolodi@science.unitn.it>
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146 % for bb=1:Nrs
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Daniele Nicolodi <nicolodi@science.unitn.it>
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147 % R(aa,bb) = (res(aa)*conj(res(bb)))/(1-pls(aa)*conj(pls(bb)));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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148 % end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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149 % end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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150 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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151 % % avoiding problems caused by roundoff errors
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Daniele Nicolodi <nicolodi@science.unitn.it>
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152 % HH = triu(R,0); % get upper triangular part of R
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Daniele Nicolodi <nicolodi@science.unitn.it>
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153 % HH1 = triu(R,1); % get upper triangular part of R above principal diagonal
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Daniele Nicolodi <nicolodi@science.unitn.it>
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154 % HH2 = HH1'; % do transpose conjugate
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Daniele Nicolodi <nicolodi@science.unitn.it>
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155 % R = HH + HH2; % reconstruct R in order to be really hermitian
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Daniele Nicolodi <nicolodi@science.unitn.it>
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156 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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157 % % get singular value decomposition of R
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Daniele Nicolodi <nicolodi@science.unitn.it>
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158 % [U,S,V] = svd(R,0);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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159 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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160 % % conversion matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
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161 % A = V*sqrt(S);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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162 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
163 % % generate unitary variance gaussian random noise
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
164 % %ns = randn(Nrs,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
165 % ns = randn(Nrs,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
166 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
167 % % get correlated starting data points
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
168 % cns = A*ns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
169 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
170 % % need to correct for roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
171 % % cleaning up results for numerical approximations
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
172 % idx = imag(pls(:,1))==0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
173 % cns(idx) = real(cns(idx));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
174 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
175 % % cleaning up results for numerical roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
176 % % states associated to complex conjugate poles must be complex
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
177 % % conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
178 % idxi = imag(pls(:,1))~=0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
179 % icns = cns(idxi);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
180 % for jj = 1:2:numel(icns)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
181 % icns(jj+1,1) = conj(icns(jj,1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
182 % end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
183 % cns(idxi) = icns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
184
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
185 cns = getinitz(res,pls,filtsz,fromnsg2D);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
186
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
187 y = zeros(sum(filtsz),2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
188 rnoise = zeros(sum(filtsz),1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
189 rns = randn(1,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
190 %rns = utils.math.blwhitenoise(Ntot,fs,1/Nsecs,fs/2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
191 %rns = rns.'; % willing to work with raw
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
192
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
193 y(:,1) = cns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
194
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
195 % start recurrence
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
196 for xx = 2:Ntot+1
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
197 rnoise(:,1) = rns(xx-1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
198 y(:,2) = pls.*y(:,1) + res.*rnoise;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
199 idxr = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
200 for kk=1:nn
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
201 o(kk,xx-1) = o(kk,xx-1) + sum(y(idxr+1:idxr+filtsz(kk),2));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
202 idxr = idxr+filtsz(kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
203 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
204 y(:,1) = y(:,2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
205 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
206
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
207 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
208
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
209 clear rns
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
210
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
211 % build output ao
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
212 for dd=1:nn
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
213 out(dd,1) = ao(tsdata(o(dd,:),fs));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
214 out(dd,1).setYunits(unit(yunit));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
215 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
216
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
217 outm = matrix(out);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
218
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
219 case 's' % continuous input filters
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
220
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
221 o = zeros(nn,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
222
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
223 T = 1/fs; % sampling period
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
224
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
225 for zz=1:nn % moving along system dimension
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
226
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
227 % extract residues and poles from input objects
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
228 % run over matrix dimensions
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
229 res = [];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
230 pls = [];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
231 filtsz = [];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
232 for jj=1:nn % collect filters coefficients along the columns zz
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
233 bfil = mfil(jj,zz);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
234 filtsz = [filtsz; numel(bfil.res)];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
235 res = [res; bfil.res];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
236 pls = [pls; bfil.poles];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
237 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
238
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
239 % rescaling residues to get the correct result for univariate psd
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
240 res = res.*sqrt(fs/2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
241
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
242 Nrs = numel(res);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
243
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
244 % get covariance matrix for innovation
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
245 Ri = zeros(Nrs);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
246 for aa=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
247 for bb=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
248 Ri(aa,bb) = (res(aa)*conj(res(bb)))*(exp((pls(aa) + conj(pls(bb)))*T)-1)/(pls(aa) + conj(pls(bb)));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
249 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
250 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
251
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
252 % avoiding problems caused by roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
253 HH = triu(Ri,0); % get upper triangular part of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
254 HH1 = triu(Ri,1); % get upper triangular part of R above principal diagonal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
255 HH2 = HH1'; % do transpose conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
256 Ri = HH + HH2; % reconstruct R in order to be really hermitian
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
257
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
258 % get singular value decomposition of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
259 [Ui,Si,Vi] = svd(Ri,0);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
260
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
261 % conversion matrix for innovation
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
262 Ai = Vi*sqrt(Si);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
263
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
264 % get covariance matrix for initial state
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
265 Rx = zeros(Nrs);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
266 for aa=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
267 for bb=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
268 Rx(aa,bb) = -1*(res(aa)*conj(res(bb)))/(pls(aa) + conj(pls(bb)));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
269 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
270 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
271
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
272 % avoiding problems caused by roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
273 HH = triu(Rx,0); % get upper triangular part of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
274 HH1 = triu(Rx,1); % get upper triangular part of R above principal diagonal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
275 HH2 = HH1'; % do transpose conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
276 Rx = HH + HH2; % reconstruct R in order to be really hermitian
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
277
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
278 % get singular value decomposition of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
279 [Ux,Sx,Vx] = svd(Rx,0);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
280
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
281 % conversion matrix for initial state
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
282 Ax = Vx*sqrt(Sx);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
283
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
284 % generate unitary variance gaussian random noise
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
285 %ns = randn(Nrs,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
286 ns = randn(Nrs,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
287
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
288 % get correlated starting data points
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
289 cns = Ax*ns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
290
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
291 % need to correct for roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
292 % cleaning up results for numerical approximations
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
293 idx = imag(pls(:,1))==0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
294 cns(idx) = real(cns(idx));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
295
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
296 % cleaning up results for numerical roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
297 % states associated to complex conjugate poles must be complex
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
298 % conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
299 idxi = imag(pls(:,1))~=0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
300 icns = cns(idxi);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
301 for jj = 1:2:numel(icns)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
302 icns(jj+1,1) = conj(icns(jj,1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
303 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
304 cns(idxi) = icns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
305
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
306 y = zeros(sum(filtsz),2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
307 rnoise = zeros(sum(filtsz),1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
308 rns = randn(1,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
309 %rns = utils.math.blwhitenoise(Ntot,fs,1/Nsecs,fs/2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
310 %rns = rns.'; % willing to work with raw
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
311
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
312 y(:,1) = cns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
313
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
314 % start recurrence
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
315 for xx = 2:Ntot+1
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
316 % innov = Ai*randn(sum(filtsz),1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
317 rnoise(:,1) = rns(xx-1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
318 innov = Ai*rnoise;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
319 % need to correct for roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
320 % cleaning up results for numerical approximations
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
321 innov(idx) = real(innov(idx));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
322
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
323 % cleaning up results for numerical roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
324 % states associated to complex conjugate poles must be complex
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
325 % conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
326 iinnov = innov(idxi);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
327 for jj = 1:2:numel(iinnov)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
328 iinnov(jj+1,1) = conj(iinnov(jj,1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
329 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
330 innov(idxi) = iinnov;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
331
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
332 y(:,2) = diag(exp(pls.*T))*y(:,1) + innov;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
333
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
334 idxr = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
335 for kk=1:nn
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
336 o(kk,xx-1) = o(kk,xx-1) + sum(y(idxr+1:idxr+filtsz(kk),2));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
337 idxr = idxr+filtsz(kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
338 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
339 y(:,1) = y(:,2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
340 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
341
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
342 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
343
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
344 % clear rns
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
345
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
346 % build output ao
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
347 for dd=1:nn
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
348 out(dd,1) = ao(tsdata(o(dd,:),fs));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
349 out(dd,1).setYunits(unit(yunit));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
350 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
351
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
352 outm = matrix(out);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
353
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
354 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
355
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
356 % set output
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
357 varargout{1} = outm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
358
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
359
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
360 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
361
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
362 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
363 % Get Info Object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
364 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
365 function ii = getInfo(varargin)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
366 if nargin == 1 && strcmpi(varargin{1}, 'None')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
367 sets = {};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
368 pl = [];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
369 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
370 sets = {'Default'};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
371 pl = getDefaultPlist;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
372 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
373 % Build info object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
374 ii = minfo(mfilename, 'matrix', 'ltpda', utils.const.categories.sigproc, '$Id: mchNoisegen.m,v 1.6 2011/04/08 08:56:31 hewitson Exp $', sets, pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
375 ii.setArgsmin(1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
376 ii.setOutmin(1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
377 ii.setOutmax(1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
378 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
379
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
380 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
381 % Get Default Plist
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
382 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
383 function plout = getDefaultPlist()
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
384 persistent pl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
385 if exist('pl', 'var')==0 || isempty(pl)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
386 pl = buildplist();
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
387 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
388 plout = pl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
389 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
390
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
391 function pl = buildplist()
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
392
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
393 pl = plist();
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
394
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
395 % Nsecs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
396 p = param({'nsecs', 'Number of seconds in the desired noise data series.'}, {1, {1}, paramValue.OPTIONAL});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
397 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
398
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
399 % Fs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
400 p = param({'fs', 'The sampling frequency of the noise data series.'}, {1, {1}, paramValue.OPTIONAL});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
401 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
402
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
403 % Yunits
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
404 p = param({'yunits','Unit on Y axis.'}, paramValue.STRING_VALUE(''));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
405 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
406
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
407 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
408
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
409 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
410 % Local function
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
411 % Estimate init values for the z domain case
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
412 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
413 function cns = getinitz(res,pls,filtsz,fromnsg2D)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
414
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
415 if fromnsg2D % init in the case of filters produced with noisegen2D
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
416 % divide in 2 the problem
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
417 res1 = res(1:filtsz(1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
418 res2 = res(filtsz(1)+1:filtsz(2));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
419 pls1 = pls(1:filtsz(1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
420 pls2 = pls(filtsz(1)+1:filtsz(2));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
421
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
422 %%% the first series %%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
423 Nrs = numel(res1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
424 % get covariance matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
425 R = zeros(Nrs);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
426 for aa=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
427 for bb=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
428 R(aa,bb) = (res1(aa)*conj(res1(bb)))/(1-pls1(aa)*conj(pls1(bb)));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
429 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
430 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
431
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
432 % avoiding problems caused by roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
433 HH = triu(R,0); % get upper triangular part of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
434 HH1 = triu(R,1); % get upper triangular part of R above principal diagonal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
435 HH2 = HH1'; % do transpose conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
436 R = HH + HH2; % reconstruct R in order to be really hermitian
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
437
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
438 % get singular value decomposition of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
439 [U,S,V] = svd(R,0);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
440
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
441 % conversion matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
442 A = V*sqrt(S);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
443
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
444 % generate unitary variance gaussian random noise
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
445 %ns = randn(Nrs,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
446 ns = randn(Nrs,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
447
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
448 % get correlated starting data points
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
449 cns1 = A*ns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
450
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
451 % need to correct for roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
452 % cleaning up results for numerical approximations
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
453 idx = imag(pls1(:,1))==0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
454 cns1(idx) = real(cns1(idx));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
455
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
456 % cleaning up results for numerical roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
457 % states associated to complex conjugate poles must be complex
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
458 % conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
459 idxi = imag(pls1(:,1))~=0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
460 icns1 = cns1(idxi);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
461 for jj = 1:2:numel(icns1)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
462 icns1(jj+1,1) = conj(icns1(jj,1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
463 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
464 cns1(idxi) = icns1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
465
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
466 %%% the second series %%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
467 Nrs = numel(res2);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
468 % get covariance matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
469 R = zeros(Nrs);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
470 for aa=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
471 for bb=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
472 R(aa,bb) = (res2(aa)*conj(res2(bb)))/(1-pls2(aa)*conj(pls2(bb)));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
473 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
474 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
475
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
476 % avoiding problems caused by roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
477 HH = triu(R,0); % get upper triangular part of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
478 HH1 = triu(R,1); % get upper triangular part of R above principal diagonal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
479 HH2 = HH1'; % do transpose conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
480 R = HH + HH2; % reconstruct R in order to be really hermitian
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
481
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
482 % get singular value decomposition of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
483 [U,S,V] = svd(R,0);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
484
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
485 % conversion matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
486 A = V*sqrt(S);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
487
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
488 % generate unitary variance gaussian random noise
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
489 %ns = randn(Nrs,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
490 ns = randn(Nrs,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
491
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
492 % get correlated starting data points
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
493 cns2 = A*ns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
494
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
495 % need to correct for roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
496 % cleaning up results for numerical approximations
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
497 idx = imag(pls2(:,1))==0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
498 cns2(idx) = real(cns2(idx));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
499
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
500 % cleaning up results for numerical roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
501 % states associated to complex conjugate poles must be complex
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
502 % conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
503 idxi = imag(pls2(:,1))~=0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
504 icns2 = cns2(idxi);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
505 for jj = 1:2:numel(icns2)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
506 icns2(jj+1,1) = conj(icns2(jj,1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
507 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
508 cns2(idxi) = icns2;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
509
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
510 %%% combine results %%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
511 cns = [cns1;cns2];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
512
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
513 else % init in the case of filters produced with matrix constructor
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
514
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
515 Nrs = numel(res);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
516 % get covariance matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
517 R = zeros(Nrs);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
518 for aa=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
519 for bb=1:Nrs
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
520 R(aa,bb) = (res(aa)*conj(res(bb)))/(1-pls(aa)*conj(pls(bb)));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
521 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
522 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
523
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
524 % avoiding problems caused by roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
525 HH = triu(R,0); % get upper triangular part of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
526 HH1 = triu(R,1); % get upper triangular part of R above principal diagonal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
527 HH2 = HH1'; % do transpose conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
528 R = HH + HH2; % reconstruct R in order to be really hermitian
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
529
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
530 % get singular value decomposition of R
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
531 [U,S,V] = svd(R,0);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
532
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
533 % conversion matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
534 A = V*sqrt(S);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
535
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
536 % generate unitary variance gaussian random noise
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
537 %ns = randn(Nrs,Ntot);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
538 ns = randn(Nrs,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
539
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
540 % get correlated starting data points
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
541 cns = A*ns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
542
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
543 % need to correct for roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
544 % cleaning up results for numerical approximations
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
545 idx = imag(pls(:,1))==0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
546 cns(idx) = real(cns(idx));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
547
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
548 % cleaning up results for numerical roundoff errors
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
549 % states associated to complex conjugate poles must be complex
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
550 % conjugate
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
551 idxi = imag(pls(:,1))~=0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
552 icns = cns(idxi);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
553 for jj = 1:2:numel(icns)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
554 icns(jj+1,1) = conj(icns(jj,1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
555 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
556 cns(idxi) = icns;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
557
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
558 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
559
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
560 end