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new autoregressive signal model for dft resonance estimation

pull/1/head
Thorsten Liebig 2011-06-08 11:25:35 +02:00
parent 36c933c208
commit be9ee6b76b
2 changed files with 85 additions and 4 deletions
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73
matlab/AR_estimate.m Normal file
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@ -0,0 +1,73 @@
function [val_ar t_ar f_val_ar] = AR_estimate( t, val, freq, nu, mu, expand_factor)
% [val_ar t_ar f_val_ar] = AR_estimate( t, val, freq, < nu, mu, expand_factor >)
%
% apply autoregressive signal model to improve dft results
%
% t : time vector
% val : time domain values
% freq : frequency vector for dft
%
% optional
% nu : AR order (default 40)
% mu : number of timesteps to train the model (default 3*nu)
% expand_factor : increase signal length by this factor (default 5)
%
%
% openEMS matlab interface
% -----------------------
% Author: Thorsten Liebig, 2011
%
% See also ReadUI, DFT_time2freq
if numel(t) ~= numel(val)
error 'numel(t) ~= numel(val)'
end
if (nargin<4)
nu = 40;
end
if (nargin<5)
mu = 3*nu;
end
if (nargin<6)
expand_factor=5;
end
if (mu<=2*nu)
error 'mu should be larger than 2*nu'
end
if (expand_factor<=1)
error 'expand_factor must be larger than 1'
end
dt = t(2)-t(1);
M = numel(t);
if (M<0.6*mu)
error 'signal is to short for AR estimate --> decrease AR order'
end
for n=1:mu-nu
b(n) = val(end-n+1);
for m=1:nu
A(n,m)=val(end-n+1-m);
end
end
a = ((A'*A)\A')*b';
val_ar = val;
t_ar = t;
for k=M:expand_factor*M
val_ar(k) = 0;
t_ar(k) = t_ar(k-1)+dt;
val_ar(k) = sum(a.*val_ar(k-(1:nu))');
end
if (max(val_ar(M:end)) > max(val))
error 'estimated signal appears to be unstable --> use a larger mu'
end
f_val_ar = DFT_time2freq(t_ar, val_ar, freq);

16
matlab/ReadUI.m
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@ -1,5 +1,5 @@
function UI = ReadUI(files, path, freq)
% function UI = ReadUI(files, path, freq)
function UI = ReadUI(files, path, freq, AR_order)
% function UI = ReadUI(files, path, freq, AR_order)
%
% read current and voltages from multiple files found in path
%
@ -14,6 +14,8 @@ function UI = ReadUI(files, path, freq)
% freq (optional):
% frequency-domain values will be calculated according to 'freq'
% if 'freq' is not given, a FFT will be used
% AR_order (optional):
% order to use within an auto-regressive model to improve FD accuracy
%
% e.g.
% U = ReadUI({'ut1_1','ut1_2'},'tmp' );
@ -22,6 +24,8 @@ function UI = ReadUI(files, path, freq)
% openEMS matlab interface
% -----------------------
% author: Thorsten Liebig
%
% See also DFT_time2freq, AR_estimate
if (nargin<2)
path ='';
@ -51,6 +55,10 @@ for n=1:numel(filenames)
[UI.FD{n}.f,UI.FD{n}.val] = FFT_time2freq( t,val );
else
UI.FD{n}.f = freq;
UI.FD{n}.val = DFT_time2freq( t, val, freq );
end
if (nargin<4)
UI.FD{n}.val = DFT_time2freq( t, val, freq );
else
[val_ar t_ar UI.FD{n}.val] = AR_estimate( t, val, freq, AR_order);
end
end
end