IT++ Logo
filter_design.h
Go to the documentation of this file.
1
29#ifndef FILTER_DESIGN_H
30#define FILTER_DESIGN_H
31
32#include <itpp/base/vec.h>
33#include <itpp/itexports.h>
34
35
36namespace itpp
37{
38
55ITPP_EXPORT void polystab(const vec &a, vec &out);
56inline vec polystab(const vec &a) { vec temp; polystab(a, temp); return temp; }
57ITPP_EXPORT void polystab(const cvec &a, cvec &out);
58inline cvec polystab(const cvec &a) { cvec temp; polystab(a, temp); return temp; }
74ITPP_EXPORT void freqz(const cvec &b, const cvec& a, const int N, cvec &h, vec &w);
75ITPP_EXPORT cvec freqz(const cvec &b, const cvec& a, const int N = 512);
76ITPP_EXPORT cvec freqz(const cvec &b, const cvec& a, const vec &w);
77
78ITPP_EXPORT void freqz(const vec &b, const vec& a, const int N, cvec &h, vec &w);
79ITPP_EXPORT cvec freqz(const vec &b, const vec& a, const int N = 512);
80ITPP_EXPORT cvec freqz(const vec &b, const vec& a, const vec &w);
98ITPP_EXPORT void filter_design_autocorrelation(const int N, const vec &f, const vec &m, vec &R);
99
100
119ITPP_EXPORT void modified_yule_walker(const int m, const int n, const int N, const vec &R, vec &a);
120
121
122
144ITPP_EXPORT void arma_estimator(const int m, const int n, const vec &R, vec &b, vec &a);
145
146
161ITPP_EXPORT void yulewalk(const int N, const vec &f, const vec &m, vec &b, vec &a);
162
163
164} // namespace itpp
165
166#endif // #ifndef FILTER_DESIGN_H
void filter_design_autocorrelation(const int N, const vec &f, const vec &m, vec &R)
Calculate autocorrelation from the specified frequency-response (suitable for filter design)
void yulewalk(const int N, const vec &f, const vec &m, vec &b, vec &a)
ARMA filter design using a least-squares fit to the specified frequency-response.
void arma_estimator(const int m, const int n, const vec &R, vec &b, vec &a)
Estimation of ARMA model given the autocorrelation.
void modified_yule_walker(const int m, const int n, const int N, const vec &R, vec &a)
Estimation of AR-part in an ARMA model given the autocorrelation.
void polystab(const vec &a, vec &out)
Polynomial Stabilization.
void freqz(const cvec &b, const cvec &a, const int N, cvec &h, vec &w)
Frequency response of filter.
itpp namespace
Definition: itmex.h:37
Templated Vector Class Definitions.
SourceForge Logo

Generated on Sun Jun 5 2022 21:26:42 for IT++ by Doxygen 1.9.3