LTPDA Toolbox™ contents Method: ao/whiten1D   Method: ao/window

Method ao/whiten2D

  WHITEN2D whiten the noise for two cross correlated time series.
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  DESCRIPTION: whiten2D whitens cross-correlated time-series. Whitening
  filters are constructed by a fitting procedure to the cross-spectrum
  models provided.
  Note: The function assumes that the input model corresponds to the
  one-sided csd of the data to be whitened.
 
  ALGORITHM:
             1) Fit a set of partial fraction z-domain filters using
                utils.math.psd2wf
             2) Convert to bank of mIIR filters
             3) Filter time-series in parallel
                The filtering process is:
                b(1) = Filt11(a(1)) + Filt12(a(2))
                b(2) = Filt21(a(1)) + Filt22(a(2))
 
  CALL:             b = whiten2D(a, pl) % returns whitened time-series AOs
                    [b1,b2] = whiten2D(a1, a2, pl)
                    [b1,b2,...,bn] = whiten2D(a1,a2,...,an, pl);
                    Note: Input AOs must come in couples.
                    Note: this method cannot be used as a modifier, the
                    call a.whiten2D(pl) is forbidden.
 
  INPUT:
 
                - a is a couple of two colored noise time-series AOs
 
  OUTPUT:
 
                - b is a couple of "whitened" time-series AOs. The whitening
                filters used are stored in the objects procinfo field under
                the parameters:
                  - b(1): 'Filt11' and 'Filt12'
                  - b(2): 'Filt21' and 'Filt22'
 
  Parameters Description
 
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Method Details
Access public
Defining Class ao
Sealed 0
Static 0

Parameter Description

Sets for this method …
Default

Default
no description
Key Default Value Options Description
whiten2D
CSD11 [] none A frequency-series AO describing the model csd11
CSD12 [] none A frequency-series AO describing the model csd12
CSD21 [] none A frequency-series AO describing the model csd21
CSD22 [] none A frequency-series AO describing the model csd22
MAXITER 30 none Maximum number of iterations in fit routine.
POLETYPE 3
  • 1
  • 2
  • 3
 Choose the pole type for fitting:
  1. use real starting poles
  2. generates complex conjugate poles of the
    type a.*exp(theta*pi*j)
    with theta = linspace(0,pi,N/2+1)
  3. generates complex conjugate poles of the type
    a.*exp(theta*pi*j)
    with theta = linspace(0,pi,N/2+2)
MINORDER 2 none Minimum order to fit with.
MAXORDER 25 none Maximum order to fit with.
WEIGHTS 3 none Choose weighting for the fit:
  1. equal weights for each point
  2. weight with 1/abs(model)
  3. weight with 1/abs(model).^2
  4. weight with inverse of the square mean spread
    of the model
PLOT 0
  • 0
  • 1
 Plot results of each fitting step.
DISP 0
  • 0
  • 1
 Display the progress of the fitting iteration.
MSEVARTOL 0.01 none Mean Squared Error Variation - Check if the
realtive variation of the mean squared error is
smaller than the value specified. This
option is useful for finding the minimum of Chi-squared.
FITTOL 0.01 none Mean Squared Error Value - Check if the mean
squared error value is lower than the value
specified.
USESYM 0
  • 0
  • 1
  • 2
 Use symbolic calculation in eigen-decomposition.
  • 0 - perform double-precision calculation in the
    eigendecomposition procedure to identify 2-Dim
    systems and for poles stabilization
  • 1 - uses symbolic math toolbox variable precision
    arithmetic in the eigen-decomposition for 2-Dim
    system identification and double-precison for
    poles stabilization
  • 2 - uses symbolic math toolbox variable precision
    arithmetic in the eigen-decomposition for 2-Dim
    system identification and for poles stabilization.
KEEPVAR 0
  • 1
  • 0
 ???
RAND_STREAM [] none Internal MATLAB state of the pseudorandom number generator. You can set the state with a structure which should contain all properties of the MATLAB class RandStream

Example
plist('CSD11', [[]], 'CSD12', [[]], 'CSD21', [[]], 'CSD22', [[]], 'MAXITER', [30], 'POLETYPE', [3], 'MINORDER', [2], 'MAXORDER', [25], 'WEIGHTS', [3], 'PLOT', [false], 'DISP', [false], 'MSEVARTOL', [0.01], 'FITTOL', [0.01], 'USESYM', [0], 'KEEPVAR', [false], 'RAND_STREAM', [[]])

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Some information of the method ao/whiten2D are listed below:
Class name ao
Method name whiten2D
Category Signal Processing
Package name ltpda
VCS Version 967b0eec0dece803a81af8ef54ad2f8c784b20b2
Min input args 2
Max input args -1
Min output args 2
Max output args -1
Can be used as modifier 0
Supported numeric types {'double'}



Method: ao/whiten1D  Method: ao/whiten1D   Method: ao/window Method: ao/window

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