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filter_design.h
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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 
36 namespace itpp
37 {
38 
55 ITPP_EXPORT void polystab(const vec &a, vec &out);
56 inline vec polystab(const vec &a) { vec temp; polystab(a, temp); return temp; }
57 ITPP_EXPORT void polystab(const cvec &a, cvec &out);
58 inline cvec polystab(const cvec &a) { cvec temp; polystab(a, temp); return temp; }
74 ITPP_EXPORT void freqz(const cvec &b, const cvec& a, const int N, cvec &h, vec &w);
75 ITPP_EXPORT cvec freqz(const cvec &b, const cvec& a, const int N = 512);
76 ITPP_EXPORT cvec freqz(const cvec &b, const cvec& a, const vec &w);
77 
78 ITPP_EXPORT void freqz(const vec &b, const vec& a, const int N, cvec &h, vec &w);
79 ITPP_EXPORT cvec freqz(const vec &b, const vec& a, const int N = 512);
80 ITPP_EXPORT cvec freqz(const vec &b, const vec& a, const vec &w);
98 ITPP_EXPORT void filter_design_autocorrelation(const int N, const vec &f, const vec &m, vec &R);
99 
100 
119 ITPP_EXPORT void modified_yule_walker(const int m, const int n, const int N, const vec &R, vec &a);
120 
121 
122 
144 ITPP_EXPORT void arma_estimator(const int m, const int n, const vec &R, vec &b, vec &a);
145 
146 
161 ITPP_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 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 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 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.
itpp namespace
Definition: itmex.h:36
void freqz(const cvec &b, const cvec &a, const int N, cvec &h, vec &w)
Frequency response of filter.
void polystab(const vec &a, vec &out)
Polynomial Stabilization.
Templated Vector Class Definitions.

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