YuleWalker<T>::YuleWalker( T *signal,
int seq_len,
int ar_ord,
T *a_vec,
double *drv_noise_var,
int *err_stat)
{
int idb;
Matrix<T> *corr_mtx;
corr_mtx = new AutocorrMethCorrMtx<T>( signal,
seq_len,
ar_ord);
T *correl_vec, sum;
correl_vec = corr_mtx->GetCol(1);
#ifdef _DEBUG
for(idb=0; idb<=ar_ord; idb++)
{
DebugFile << "R[" << idb << "] = " << correl_vec[idb] << std::endl;
}
#endif
*err_stat = LevinsonRecursion( correl_vec,
ar_ord,
a_vec,
drv_noise_var);
std::cout << "err_stat = " << (*err_stat) << std::endl;
sum = 0.0;
for(idb=1; idb<=ar_ord; idb++)
{
sum += a_vec[idb] * correl_vec[idb];
}
sum = correl_vec[0] - sum;
return;
}
YuleWalker<T>::YuleWalker( T *toep_corr_mtx,
int ar_ord,
T *a_vec,
double *drv_noise_var,
int *err_stat)
{
*err_stat = LevinsonRecursion( toep_corr_mtx,
ar_ord,
a_vec,
drv_noise_var);
return;
}
//======================================================
int YuleWalkerPsdEstim::Execute()
{
int is;
int error_status;
#ifdef _DEBUG
*DebugFile << "In YuleWalkerPsdEstim::Execute\0"
<< endl;
#endif
if(Processing_Completed) return(_MES_AOK);
if(PassNumber < Hold_Off) return (_MES_AOK);
//--------------------------------
// Get pointers for buffers
float *in_sig_ptr = GET_INPUT_PTR(In_Sig);
int samps_avail = Block_Size;
while(Samps_Needed <= samps_avail){
// The new input block has enough samples to
// finish a segment.
// Fill up FFT buffer by getting Samps_Needed
// input samples.
for(is=Samps_Needed; is>0; is--){
Time_Seg[Seg_Len - is] = *in_sig_ptr++;
}
samps_avail -= Samps_Needed;
AutocorrMethCorrMtx *corr_mtx =
new AutocorrMethCorrMtx(
Time_Seg,
Seg_Len,
Ar_Order);
double *correl_vec = corr_mtx->GetCol(1);
double *a_vec = new double[Ar_Order+1];
double driving_noise_var;
error_status = LevinsonRecursion(
correl_vec,
Ar_Order,
a_vec,
&driving_noise_var);
ArSpectrum *ar_spectrum = new ArSpectrum(
Ar_Order,
a_vec,
Samp_Intvl,
driving_noise_var, //true_ar_drv_var );
Num_Freq_Pts,
1.0/(2*Samp_Intvl));
ar_spectrum->DumpSpectrum( Psd_File_Name, true);
if(Halt_When_Completed)
{
#ifdef _DEBUG
*DebugFile << "Execution halted by "
<< GetModelName() << endl;
#endif
exit(0);
}
}// end of while
//---------------------------------------------------
// The number of avail new samples is not sufficient
// to finish a segment. Copy the avaialble samples
// and then wait for the next pass to get some more.
for(is=0; is<samps_avail; is++){
Time_Seg[Seg_Len - Samps_Needed + is] =
*in_sig_ptr++;
}
Samps_Needed -= samps_avail;
return(_MES_AOK);
}
