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annotate m-toolbox/classes/+utils/@math/rootmusic.m @ 23:a71a40911c27 database-connection-manager

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Update check for repository connection parameter in constructors
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 function [w_i,powers,w_mse,p_mse] = rootmusic(x,p,varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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2 %ROOTMUSIC Computes the frequencies and powers of sinusoids via the
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3 % Root MUSIC algorithm.
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4 % W = ROOTMUSIC(X,P) returns the vector of frequencies W of the complex
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5 % sinusoids contained in signal vector X. W is in units of rad/sample.
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6 % P is the number of complex sinusoids in X. If X is a data matrix,
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7 % each row is interpreted as a separate sensor measurement or trial.
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8 % In this case, X must have a number of columns larger than P. You can
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9 % use the function CORRMTX to generate data matrices to be used here.
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10 %
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11 % W = ROOTMUSIC(R,P,'corr') returns the vector of frequencies W, for a
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12 % signal whose correlation matrix estimate is given by the positive
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13 % definite matrix R. Exact conjugate-symmetry of R is ensured by forming
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14 % (R+R')/2 inside the function. The number of rows or columns of R must
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15 % be greater than P.
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16 %
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17 % If P is a two element vector, P(2) is used as a cutoff for signal and
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18 % noise subspace separation. All eigenvalues greater than P(2) times
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19 % the smallest eigenvalue are designated as signal eigenvalues. In
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20 % this case, the signal subspace dimension is at most P(1).
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21 %
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22 % F = ROOTMUSIC(...,Fs) uses the sampling frequency Fs in the computation
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23 % and returns the vector of frequencies, F, in Hz.
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24 %
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25 % [W,POW] = ROOTMUSIC(...) returns in addition a vector POW containing the
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26 % estimates of the powers of the sinusoids in X.
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27 %
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28 % EXAMPLES:
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29 % s1 = RandStream.create('mrg32k3a');
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30 % n=0:99;
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31 % s=exp(i*pi/2*n)+2*exp(i*pi/4*n)+exp(i*pi/3*n)+randn(s1,1,100);
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32 % X=corrmtx(s,12,'mod'); % Estimate the correlation matrix using
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33 % % the modified covariance method.
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34 % [W,P] = rootmusic(X,3);
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35 %
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36 % See also ROOTEIG, PMUSIC, PEIG, PMTM, PBURG, PWELCH, CORRMTX, SPECTRUM.
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37
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38 % Reference: Stoica, P. and R. Moses, INTRODUCTION TO SPECTRAL ANALYSIS,
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39 % Prentice-Hall, 1997.
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40
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41 % Author(s): R. Losada
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42 % Copyright 1988-2008 The MathWorks, Inc.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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43 % $Revision: 1.1 $ $Date: 2010/02/18 11:16:00 $
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44
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45 %%%%%%%%%%%%%%%%%%%%%%%%
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46 %
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47 % Added function to compute approx. MSE for the case of a unique sinusoid
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48 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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49 % REFERENCES: Rao, B. Performance Analysis of Root-Music
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50 % IEEE Trans. Acoust. Speech and Sig. Proc. 37, 1989
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51 %
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52 % VERSION: $Id: rootmusic.m,v 1.1 2010/02/18 11:16:00 miquel Exp $
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53 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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54 % M Nofrarias 12/02/2010
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Daniele Nicolodi <nicolodi@science.unitn.it>
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55 %
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56
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57 error(nargchk(2,5,nargin,'struct'));
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58
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59 xIsReal = isreal(x);
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60
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61 % Check for an even number of complex sinusoids if data is real
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62 if xIsReal && rem(p,2),
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63 error(generatemsgid('InvalidDimensions'),'Real signals require an even number p of complex sinusoids.');
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64 end
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65
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66 nfft = []; % Root Music doesn't use nfft, but the parser needs it
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67 varargin = {nfft,varargin{:}};
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68
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69 [md,msg] = utils.math.music(x,p,varargin{:});
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70 if ~isempty(msg), error(generatemsgid('SigErr'),msg); end
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71
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72 % Find the Complex Sinusoid Frequencies
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73 w_i = compute_freqs(md.noise_eigenvects,md.p_eff,md.EVFlag,md.eigenvals);
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74
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75 % Estimate the noise variance as the average of the noise subspace eigenvalues
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76 sigma_w = sum(md.eigenvals(md.p_eff+1:end))./size(md.noise_eigenvects,2);
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77
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78 % Estimate the power of the sinusoids
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79 [powers] = compute_power(md.signal_eigenvects,md.eigenvals,w_i,md.p_eff,sigma_w,xIsReal);
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80
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81 % Compute MSE
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82 [w_mse,p_mse] = compute_mse(sigma_w,powers,length(x));
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83
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84 % Convert the estimated frequencies to Hz if Fs was specified
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85 if ~isempty(md.Fs),
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Daniele Nicolodi <nicolodi@science.unitn.it>
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86 w_i = w_i*md.Fs./(2*pi);
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87 w_mse = w_mse*(md.Fs./(2*pi))^2;
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88 end
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89
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90 %---------------------------------------------------------------------------------------------
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91 function w_i = compute_freqs(noise_eigenvects,p_eff,EVFlag,eigenvals)
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92 %Compute the frequencies via the roots of the polynomial formed with the noise eigenvectors
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93 %
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94 % Inputs:
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95 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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96 % noise_eigenvects - a matrix whose columns are the noise subspace eigenvectors
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Daniele Nicolodi <nicolodi@science.unitn.it>
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97 % p_eff - signal subspace dimension
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Daniele Nicolodi <nicolodi@science.unitn.it>
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98 % EVFlag - a flag indicating of the eigenvector methos should be used
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Daniele Nicolodi <nicolodi@science.unitn.it>
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99 % eigenvals - a vector with all the correlation matrix eigenvalues.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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100 % However, we use only the noise eigenvalues as weights
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Daniele Nicolodi <nicolodi@science.unitn.it>
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101 % in the eigenvector method.
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102 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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103 % Outputs:
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104 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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105 % w_i - frequencies of the complex sinusoids
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106
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107
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108 % compute weights
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109 if EVFlag,
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110 % Eigenvector method, use eigenvalues as weights
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111 weights = eigenvals(end-size(noise_eigenvects,2)+1:end); % Use the noise subspace eigenvalues
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112 else
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113 weights = ones(1,size(noise_eigenvects,2));
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114 end
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115
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116 % Form a polynomial D, consisting of a sum of polynomials given by the product of
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117 % the noise subspace eigenvectors and the reversed and conjugated version.
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118 D = 0;
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119 for i = 1:length(weights),
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120 D = D + conv(noise_eigenvects(:,i),conj(flipud(noise_eigenvects(:,i))))./weights(i);
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121 end
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122
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123 roots_D = roots(D);
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124 % Because D is formed from the product of a polynomial and its conjugated and reversed version,
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125 % every root of D inside the unit circle, will have a "reflected" version outside the unit circle.
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126 % We choose to use the ones inside the unit circle, because the distance from them to the unit
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127 % circle will be smaller than the corresponding distance for the "reflected" root.
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128 roots_D1 = roots_D(abs(roots_D) < 1);
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129
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130 % Sort the roots from closest to furthest from the unit circle
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131 [not_used,indx] = sort(abs(abs(roots_D1)-1)); %#ok
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132 sorted_roots = roots_D1(indx);
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133
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134 % Use the first p_eff roots to determine the frequencies
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135 w_i = angle(sorted_roots(1:p_eff));
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136
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137 %-----------------------------------------------------------------------------------------------
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138 function [powers] = compute_power(signal_eigenvects,eigenvals,w_i,p_eff,sigma_w,xIsReal)
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139 %COMPUTE_POWER Solves the system of linear eqs. to calculate the power of the sinusoids.
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140 %
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141 % Inputs:
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142 %
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143 % signal_eigenvects - the matrix whose columns are the signal subspace eigenvectors
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Daniele Nicolodi <nicolodi@science.unitn.it>
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144 % eigenvals - a vector containing all eigenvalues of the correlation matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
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145 % w_i - a vector of frequency estimates of the sinusoids
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Daniele Nicolodi <nicolodi@science.unitn.it>
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146 % p_eff - the dimension of the signal subspace
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Daniele Nicolodi <nicolodi@science.unitn.it>
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147 % sigma_w - the estimate of the variance of the white noise
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Daniele Nicolodi <nicolodi@science.unitn.it>
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148 % xIsReal - a flag indicating wether we have real or complex sinusoids
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149 %
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150 % Outputs:
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151 %
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152 % powers - a vector that contains the power of each sinusoid
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153
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154 %This is just the solution of a linear system of eqs, Ax=b
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155
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156 % For real sinusoids, the system of eqs. has half the number of unknowns
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157 if xIsReal,
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158 w_i = reshape(w_i,2,length(w_i)./2);
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159 w_i = w_i(1,:); % Use only the positive freqs.
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160 w_i = w_i(:);
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161 p_eff = p_eff./2;
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162 end
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163
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164 % Form the A matrix
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165 if length(w_i) == 1,
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166 % FREQZ does not compute the gain at a single frequency, handle this separately
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167 A = polyval(signal_eigenvects(:,1),exp(1i*w_i));
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168 else
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169 for n = 1:p_eff,
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170 A(:,n) = freqz(signal_eigenvects(:,n),1,w_i);
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171 end
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172 end
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173
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174 A = abs(A.').^2;
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175
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176 % Form the b vector
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177 b = eigenvals(1:p_eff) - sigma_w;
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178
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179 % The powers are simply the solution to the set of eqs.
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180 powers = A\b;
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181
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182 %--------------------------------------------------------------------------
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183 function [w_mse,p_mse] = compute_mse(sigma_w,powers,N)
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184 % implements eq.30 in Reference
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185
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186 L = 1; % one element array
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187
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188 p_mse = 12 * (sigma_w/(powers*N*L^2));
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189 % first term of eq.30 in paper is to pass from frequency to DOA
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190 % this sigma_w^2 could be wrong
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191 w_mse = 12/(2*L)* (sigma_w^2/(powers*N*L^2));
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192
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193 % [EOF] rootmusic.m
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194