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comparison m-toolbox/test/test_ao_confint.m @ 0:f0afece42f48

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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1 % Test script for ao/confint
2 %
3 % L Ferraioli 20-03-09
4 %
5 % $Id: test_ao_confint.m,v 1.4 2011/04/29 14:03:08 luigi Exp $
6
7 %% params
8
9 fs = 1; % Hz
10
11 %% Set the model
12
13 d = [1 -1.1 0.5];
14 h11 = miir([1 -0.5],d,fs);
15 h12 = miir([0 -0.5],d,fs);
16 h21 = miir([0 0.4],d,fs);
17 h22 = miir([1 -0.6],d,fs);
18
19 %% Theoretical sectra
20
21 f = logspace(-5,log10(0.5),300);
22 f = f.';
23
24 plresp = plist('f',f);
25
26 rh11 = resp(h11,plresp);
27 rh12 = resp(h12,plresp);
28 rh21 = resp(h21,plresp);
29 rh22 = resp(h22,plresp);
30
31 % psd11
32 G11 = rh11.y.*conj(rh11.y) + rh12.y.*conj(rh12.y);
33 G11 = ao(plist('xvals', f, 'yvals', G11, 'fs', fs, 'type', 'fsdata', 'yunits', unit('m^2').*unit('Hz^-1')));
34 G11.setName;
35
36 % psd 22
37 G22 = rh21.y.*conj(rh21.y) + rh22.y.*conj(rh22.y);
38 G22 = ao(plist('xvals', f, 'yvals', G22, 'fs', fs, 'type', 'fsdata', 'yunits', unit('m^2').*unit('Hz^-1')));
39 G22.setName;
40
41 % cpsd
42 G12 = conj(rh11.y).*rh21.y + conj(rh12.y).*rh22.y;
43 G12 = ao(plist('xvals', f, 'yvals', G12, 'fs', fs, 'type', 'fsdata', 'yunits', unit('m^2').*unit('Hz^-1')));
44 G12.setName;
45
46 % mscohere
47 sK12 = (G12.y.*conj(G12.y))./(G11.y.*G22.y);
48 sK12 = ao(plist('xvals', f, 'yvals', sK12, 'fs', fs, 'type', 'fsdata'));
49 sK12.setName;
50
51 %% Noise generation
52
53 w1 = ao(plist('tsfcn','randn(size(t))','fs',1,'nsecs',1e5,'yunits','m'));
54 w2 = ao(plist('tsfcn','randn(size(t))','fs',1,'nsecs',1e5,'yunits','m'));
55
56 x11 = filter(w1,h11);
57 x12 = filter(w2,h12);
58 x21 = filter(w1,h21);
59 x22 = filter(w2,h22);
60
61 x1 = x11 + x12;
62 x2 = x21 + x22;
63
64 %% mslcohere
65
66 sk12log = lcohere(x1,x2,plist('type','MS'));
67 if numel(sk12log)>1
68 sk12log = sk12log(1,2);
69 end
70
71 % iplot(sK12,sk12log,plist('Yscales',{'All','linear'}))
72
73 out = confint(sk12log,plist('method','mslcohere'));
74 lc = out.getObjectAtIndex(1);
75 uc = out.getObjectAtIndex(2);
76 var = out.getObjectAtIndex(3);
77
78 iplot(sK12,sk12log,lc,uc,plist('Yscales',{'All','linear'}))
79
80 dof = getdof(sk12log,plist('method','mslcohere'));
81
82 %% shaded plot
83
84 x = lc.data.x;
85 y1 = lc.data.y;
86 y2 = uc.data.y;
87 mod = sK12;
88
89 figure
90 y = [y1 (y2-y1)]; % y1 and y2 are columns
91 ha = area(x, y);
92 set(ha(1), 'FaceColor', 'none') % this makes the bottom area invisible
93 set(ha(2), 'FaceColor', 'r')
94 set(ha, 'LineStyle', 'none')
95 grid on
96
97 % plot the line edges
98 hold on
99 hb = plot(x, y1, 'LineWidth', 1, 'Color', 'r');
100 hc = plot(x, y2, 'LineWidth', 1, 'Color', 'r');
101 hd = plot(mod.data.x, mod.data.y);
102 hf = plot(sk12log.data.x,sk12log.data.y,'Color', 'g');
103
104 set(gca,'xscale','log','yscale','lin');
105 % set(gca,'Layer','top')
106 ylabel('Magnitude Squared Coherence');
107 xlabel('Frequency [Hz]');
108 legend([hd hf ha(2)],{'Model MSC','Sample MSC','95% Conf. level'});
109
110 %% lpsd
111
112 g11lpsd = lpsd(x1);
113
114 % iplot(2.*G11,g11lpsd)
115
116 outlpsd = confint(g11lpsd,plist('method','lpsd'));
117 lclpsd = outlpsd.getObjectAtIndex(1);
118 uclpsd = outlpsd.getObjectAtIndex(2);
119 varlpsd = outlpsd.getObjectAtIndex(3);
120
121 iplot(2.*G11,g11lpsd,lclpsd,uclpsd)
122
123 doflpsd = getdof(g11lpsd,plist('method','lpsd'));
124
125 %% shaded plot
126
127 x = lclpsd.data.x;
128 y1 = lclpsd.data.y;
129 y2 = uclpsd.data.y;
130 mod = 2.*G11;
131
132 figure
133 y = [y1 (y2-y1)]; % y1 and y2 are columns
134 ha = area(x, y);
135 set(ha(1), 'FaceColor', 'none') % this makes the bottom area invisible
136 set(ha(2), 'FaceColor', 'r')
137 set(ha, 'LineStyle', 'none')
138 grid on
139
140 % plot the line edges
141 hold on
142 hb = plot(x, y1, 'LineWidth', 1, 'Color', 'r');
143 hc = plot(x, y2, 'LineWidth', 1, 'Color', 'r');
144 hd = plot(mod.data.x, mod.data.y);
145 hf = plot(g11lpsd.data.x,g11lpsd.data.y,'Color', 'g');
146
147 set(gca,'xscale','log','yscale','log');
148 % set(gca,'Layer','top')
149 ylabel('Power Spectral Density [m^{2} / Hz]');
150 xlabel('Frequency [Hz]');
151 legend([hd hf ha(2)],{'Model Spectrum','Sample Spectrum','95% Conf. level'});
152
153 %% mscohere
154
155 sk12lin = cohere(x1,x2,plist('Nfft',1e3,'type','MS'));
156 if numel(sk12lin)>1
157 sk12lin = sk12lin(1,2);
158 end
159
160 iplot(sK12,sk12lin,plist('Yscales',{'All','linear'}))
161
162 outlin = confint(sk12lin,plist('method','mscohere'));
163 lclin = outlin.getObjectAtIndex(1);
164 uclin = outlin.getObjectAtIndex(2);
165 varlin = outlin.getObjectAtIndex(3);
166
167 iplot(sK12,sk12lin,lclin,uclin,plist('Yscales',{'All','linear'}))
168
169 doflin = getdof(sk12lin,plist('method','mscohere'));
170
171 %% shaded plot
172
173 x = lclin.data.x;
174 y1 = lclin.data.y;
175 y2 = uclin.data.y;
176 mod = sK12;
177
178 figure
179 y = [y1 (y2-y1)]; % y1 and y2 are columns
180 ha = area(x, y);
181 set(ha(1), 'FaceColor', 'none') % this makes the bottom area invisible
182 set(ha(2), 'FaceColor', 'r')
183 set(ha, 'LineStyle', 'none')
184 grid on
185
186 % plot the line edges
187 hold on
188 hb = plot(x, y1, 'LineWidth', 1, 'Color', 'r');
189 hc = plot(x, y2, 'LineWidth', 1, 'Color', 'r');
190 hd = plot(mod.data.x, mod.data.y);
191 hf = plot(sk12lin.data.x,sk12lin.data.y,'Color', 'g');
192
193 set(gca,'xscale','log','yscale','lin');
194 % set(gca,'Layer','top')
195 ylabel('Magnitude Squared Coherence');
196 xlabel('Frequency [Hz]');
197 legend([hd hf ha(2)],{'Model MSC','Sample MSC','95% Conf. level'});
198
199 %% psd
200
201 g11psd = psd(x1,plist('Nfft',1e4));
202
203 iplot(2.*G11,g11psd)
204
205 outpsd = confint(g11psd,plist('method','psd'));
206 lcpsd = outpsd.getObjectAtIndex(1);
207 ucpsd = outpsd.getObjectAtIndex(2);
208 varpsd = outpsd.getObjectAtIndex(3);
209
210 iplot(2.*G11,g11psd,lcpsd,ucpsd)
211
212 dofpsd = getdof(g11psd,plist('method','psd'));
213
214 %% shaded plot
215
216 x = lcpsd.data.x;
217 y1 = lcpsd.data.y;
218 y2 = ucpsd.data.y;
219 mod = 2.*G11;
220
221 figure
222 y = [y1 (y2-y1)]; % y1 and y2 are columns
223 ha = area(x, y);
224 set(ha(1), 'FaceColor', 'none') % this makes the bottom area invisible
225 set(ha(2), 'FaceColor', 'r')
226 set(ha, 'LineStyle', 'none')
227 grid on
228
229 % plot the line edges
230 hold on
231 hb = plot(x, y1, 'LineWidth', 1, 'Color', 'r');
232 hc = plot(x, y2, 'LineWidth', 1, 'Color', 'r');
233 hd = plot(mod.data.x, mod.data.y);
234 hf = plot(g11psd.data.x,g11psd.data.y,'Color', 'g');
235
236 set(gca,'xscale','log','yscale','log');
237 % set(gca,'Layer','top')
238 ylabel('Power Spectral Density [m^{2} / Hz]');
239 xlabel('Frequency [Hz]');
240 legend([hd hf ha(2)],{'Model Spectrum','Sample Spectrum','95% Conf. level'});
241
242 %% Shaded plot 2
243
244 x = [lcpsd.data.x; flipud(lcpsd.data.x)];
245 y = [ucpsd.data.y; flipud(lcpsd.data.y)];
246 mod = 2.*G11;
247
248 figure
249 ha = fill(x,y,'r');
250 set(ha,'EdgeColor','r');
251
252 grid on
253 hold on
254
255 hd = plot(mod.data.x, mod.data.y);
256 hf = plot(g11psd.data.x,g11psd.data.y,'Color','g');
257
258 set(gca,'xscale','log','yscale','log');
259 % set(gca,'Layer','top')
260 ylabel('Power Spectral Density [m^{2} / Hz]');
261 xlabel('Frequency [Hz]');
262 legend([hd hf ha],{'Model Spectrum','Sample Spectrum','95% Conf. level'});
263
264 %% Test it is working also with processed data
265
266 g11psd = psd(x1,plist('Nfft',1e4));
267
268 g11psd.setName('psd');
269
270 plsp = plist('samples',[5 numel(g11psd.x)]);
271 g11psds = split(g11psd,plsp);
272
273 outpsd = confint(g11psds,plist('method','psd'));
274 lcpsd = outpsd.getObjectAtIndex(1);
275 ucpsd = outpsd.getObjectAtIndex(2);
276 varpsd = outpsd.getObjectAtIndex(3);
277
278 iplot(2.*G11,g11psds,lcpsd,ucpsd)
279
280 dofpsd = getdof(g11psd,plist('method','psd'));
281