line source
+ − function [w_i,powers,w_mse,p_mse] = rootmusic(x,p,varargin)
+ − %ROOTMUSIC Computes the frequencies and powers of sinusoids via the
+ − % Root MUSIC algorithm.
+ − % W = ROOTMUSIC(X,P) returns the vector of frequencies W of the complex
+ − % sinusoids contained in signal vector X. W is in units of rad/sample.
+ − % P is the number of complex sinusoids in X. If X is a data matrix,
+ − % each row is interpreted as a separate sensor measurement or trial.
+ − % In this case, X must have a number of columns larger than P. You can
+ − % use the function CORRMTX to generate data matrices to be used here.
+ − %
+ − % W = ROOTMUSIC(R,P,'corr') returns the vector of frequencies W, for a
+ − % signal whose correlation matrix estimate is given by the positive
+ − % definite matrix R. Exact conjugate-symmetry of R is ensured by forming
+ − % (R+R')/2 inside the function. The number of rows or columns of R must
+ − % be greater than P.
+ − %
+ − % If P is a two element vector, P(2) is used as a cutoff for signal and
+ − % noise subspace separation. All eigenvalues greater than P(2) times
+ − % the smallest eigenvalue are designated as signal eigenvalues. In
+ − % this case, the signal subspace dimension is at most P(1).
+ − %
+ − % F = ROOTMUSIC(...,Fs) uses the sampling frequency Fs in the computation
+ − % and returns the vector of frequencies, F, in Hz.
+ − %
+ − % [W,POW] = ROOTMUSIC(...) returns in addition a vector POW containing the
+ − % estimates of the powers of the sinusoids in X.
+ − %
+ − % EXAMPLES:
+ − % s1 = RandStream.create('mrg32k3a');
+ − % n=0:99;
+ − % s=exp(i*pi/2*n)+2*exp(i*pi/4*n)+exp(i*pi/3*n)+randn(s1,1,100);
+ − % X=corrmtx(s,12,'mod'); % Estimate the correlation matrix using
+ − % % the modified covariance method.
+ − % [W,P] = rootmusic(X,3);
+ − %
+ − % See also ROOTEIG, PMUSIC, PEIG, PMTM, PBURG, PWELCH, CORRMTX, SPECTRUM.
+ −
+ − % Reference: Stoica, P. and R. Moses, INTRODUCTION TO SPECTRAL ANALYSIS,
+ − % Prentice-Hall, 1997.
+ −
+ − % Author(s): R. Losada
+ − % Copyright 1988-2008 The MathWorks, Inc.
+ − % $Revision: 1.1 $ $Date: 2010/02/18 11:16:00 $
+ −
+ − %%%%%%%%%%%%%%%%%%%%%%%%
+ − %
+ − % Added function to compute approx. MSE for the case of a unique sinusoid
+ − %
+ − % REFERENCES: Rao, B. Performance Analysis of Root-Music
+ − % IEEE Trans. Acoust. Speech and Sig. Proc. 37, 1989
+ − %
+ − % VERSION: $Id: rootmusic.m,v 1.1 2010/02/18 11:16:00 miquel Exp $
+ − %
+ − % M Nofrarias 12/02/2010
+ − %
+ −
+ − error(nargchk(2,5,nargin,'struct'));
+ −
+ − xIsReal = isreal(x);
+ −
+ − % Check for an even number of complex sinusoids if data is real
+ − if xIsReal && rem(p,2),
+ − error(generatemsgid('InvalidDimensions'),'Real signals require an even number p of complex sinusoids.');
+ − end
+ −
+ − nfft = []; % Root Music doesn't use nfft, but the parser needs it
+ − varargin = {nfft,varargin{:}};
+ −
+ − [md,msg] = utils.math.music(x,p,varargin{:});
+ − if ~isempty(msg), error(generatemsgid('SigErr'),msg); end
+ −
+ − % Find the Complex Sinusoid Frequencies
+ − w_i = compute_freqs(md.noise_eigenvects,md.p_eff,md.EVFlag,md.eigenvals);
+ −
+ − % Estimate the noise variance as the average of the noise subspace eigenvalues
+ − sigma_w = sum(md.eigenvals(md.p_eff+1:end))./size(md.noise_eigenvects,2);
+ −
+ − % Estimate the power of the sinusoids
+ − [powers] = compute_power(md.signal_eigenvects,md.eigenvals,w_i,md.p_eff,sigma_w,xIsReal);
+ −
+ − % Compute MSE
+ − [w_mse,p_mse] = compute_mse(sigma_w,powers,length(x));
+ −
+ − % Convert the estimated frequencies to Hz if Fs was specified
+ − if ~isempty(md.Fs),
+ − w_i = w_i*md.Fs./(2*pi);
+ − w_mse = w_mse*(md.Fs./(2*pi))^2;
+ − end
+ −
+ − %---------------------------------------------------------------------------------------------
+ − function w_i = compute_freqs(noise_eigenvects,p_eff,EVFlag,eigenvals)
+ − %Compute the frequencies via the roots of the polynomial formed with the noise eigenvectors
+ − %
+ − % Inputs:
+ − %
+ − % noise_eigenvects - a matrix whose columns are the noise subspace eigenvectors
+ − % p_eff - signal subspace dimension
+ − % EVFlag - a flag indicating of the eigenvector methos should be used
+ − % eigenvals - a vector with all the correlation matrix eigenvalues.
+ − % However, we use only the noise eigenvalues as weights
+ − % in the eigenvector method.
+ − %
+ − % Outputs:
+ − %
+ − % w_i - frequencies of the complex sinusoids
+ −
+ −
+ − % compute weights
+ − if EVFlag,
+ − % Eigenvector method, use eigenvalues as weights
+ − weights = eigenvals(end-size(noise_eigenvects,2)+1:end); % Use the noise subspace eigenvalues
+ − else
+ − weights = ones(1,size(noise_eigenvects,2));
+ − end
+ −
+ − % Form a polynomial D, consisting of a sum of polynomials given by the product of
+ − % the noise subspace eigenvectors and the reversed and conjugated version.
+ − D = 0;
+ − for i = 1:length(weights),
+ − D = D + conv(noise_eigenvects(:,i),conj(flipud(noise_eigenvects(:,i))))./weights(i);
+ − end
+ −
+ − roots_D = roots(D);
+ − % Because D is formed from the product of a polynomial and its conjugated and reversed version,
+ − % every root of D inside the unit circle, will have a "reflected" version outside the unit circle.
+ − % We choose to use the ones inside the unit circle, because the distance from them to the unit
+ − % circle will be smaller than the corresponding distance for the "reflected" root.
+ − roots_D1 = roots_D(abs(roots_D) < 1);
+ −
+ − % Sort the roots from closest to furthest from the unit circle
+ − [not_used,indx] = sort(abs(abs(roots_D1)-1)); %#ok
+ − sorted_roots = roots_D1(indx);
+ −
+ − % Use the first p_eff roots to determine the frequencies
+ − w_i = angle(sorted_roots(1:p_eff));
+ −
+ − %-----------------------------------------------------------------------------------------------
+ − function [powers] = compute_power(signal_eigenvects,eigenvals,w_i,p_eff,sigma_w,xIsReal)
+ − %COMPUTE_POWER Solves the system of linear eqs. to calculate the power of the sinusoids.
+ − %
+ − % Inputs:
+ − %
+ − % signal_eigenvects - the matrix whose columns are the signal subspace eigenvectors
+ − % eigenvals - a vector containing all eigenvalues of the correlation matrix
+ − % w_i - a vector of frequency estimates of the sinusoids
+ − % p_eff - the dimension of the signal subspace
+ − % sigma_w - the estimate of the variance of the white noise
+ − % xIsReal - a flag indicating wether we have real or complex sinusoids
+ − %
+ − % Outputs:
+ − %
+ − % powers - a vector that contains the power of each sinusoid
+ −
+ − %This is just the solution of a linear system of eqs, Ax=b
+ −
+ − % For real sinusoids, the system of eqs. has half the number of unknowns
+ − if xIsReal,
+ − w_i = reshape(w_i,2,length(w_i)./2);
+ − w_i = w_i(1,:); % Use only the positive freqs.
+ − w_i = w_i(:);
+ − p_eff = p_eff./2;
+ − end
+ −
+ − % Form the A matrix
+ − if length(w_i) == 1,
+ − % FREQZ does not compute the gain at a single frequency, handle this separately
+ − A = polyval(signal_eigenvects(:,1),exp(1i*w_i));
+ − else
+ − for n = 1:p_eff,
+ − A(:,n) = freqz(signal_eigenvects(:,n),1,w_i);
+ − end
+ − end
+ −
+ − A = abs(A.').^2;
+ −
+ − % Form the b vector
+ − b = eigenvals(1:p_eff) - sigma_w;
+ −
+ − % The powers are simply the solution to the set of eqs.
+ − powers = A\b;
+ −
+ − %--------------------------------------------------------------------------
+ − function [w_mse,p_mse] = compute_mse(sigma_w,powers,N)
+ − % implements eq.30 in Reference
+ −
+ − L = 1; % one element array
+ −
+ − p_mse = 12 * (sigma_w/(powers*N*L^2));
+ − % first term of eq.30 in paper is to pass from frequency to DOA
+ − % this sigma_w^2 could be wrong
+ − w_mse = 12/(2*L)* (sigma_w^2/(powers*N*L^2));
+ −
+ − % [EOF] rootmusic.m
+ −