Diff: SpactrumAnalysisClasses/LinearPrediction.cpp

Revision:

0:c5b026c2d07e

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/SpactrumAnalysisClasses/LinearPrediction.cpp	Sun Jul 26 02:48:23 2015 +0000
@@ -0,0 +1,72 @@
+//-----------------------------------------------------
+// Class for linear prediction
+// Copyright (c) 2014 MIKAMI, Naoki,  2014/12/30
+//-----------------------------------------------------
+
+#include "LinearPrediction.hpp"
+
+namespace Mikami
+{
+    LinearPred::LinearPred(int nData, int order)
+        : N_DATA_(nData), ORDER_(order)
+    {
+        r_ = new float[order+1];    // for auto-correlation
+        k_ = new float[order];      // for PARCOR coefficients
+        am_ = new float[order];     // working area
+    }
+
+    LinearPred::~LinearPred()
+    {
+        delete[] r_;
+        delete[] k_;
+        delete[] am_;
+    }
+
+    // Calculate linear-predictive coefficients
+    bool LinearPred::Execute(const float x[], float a[],
+                             float &em)
+    {
+        AutoCorr(x);
+        return Durbin(a, em);
+    }
+
+    // Calculate auto-correlation
+    void LinearPred::AutoCorr(const float x[])
+    {
+        for (int j=0; j<=ORDER_; j++)
+        {
+            r_[j] = 0.0;
+            for (int n=0; n<N_DATA_-j; n++)
+                r_[j] = r_[j] + x[n]*x[n+j];
+        }
+    }
+
+    // Levinson-Durbin algorithm
+    bool LinearPred::Durbin(float a[], float &em)
+    {
+        // Initialization
+        em = r_[0];
+
+        // Repeat
+        for (int m=0; m<ORDER_; m++)
+        {
+            float w = r_[m+1];
+            for (int j=0; j<=m-1; j++)
+                w = w - r_[m-j]*a[j];
+
+            k_[m] = w/em;
+            em = em*(1 - k_[m]*k_[m]);
+
+            if (em < 0) break;      // Error for negative squared sum of residual
+
+            a[m] = k_[m];
+            for (int j=0; j<=m-1; j++)
+                am_[j] = a[j];
+            for (int j=0; j<=m-1; j++)
+                a[j] = am_[j] - k_[m]*am_[m-j-1];
+        }
+
+        if (em < 0) return false;
+        else        return true;
+    }
+}