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parcor.h
1 //
2 // Copyright (c) 2003-2011, MIST Project, Nagoya University
3 // All rights reserved.
4 //
5 // Redistribution and use in source and binary forms, with or without modification,
6 // are permitted provided that the following conditions are met:
7 //
8 // 1. Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 //
11 // 2. Redistributions in binary form must reproduce the above copyright notice,
12 // this list of conditions and the following disclaimer in the documentation
13 // and/or other materials provided with the distribution.
14 //
15 // 3. Neither the name of the Nagoya University nor the names of its contributors
16 // may be used to endorse or promote products derived from this software
17 // without specific prior written permission.
18 //
19 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR
20 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND
21 // FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
22 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
23 // DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
24 // DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER
25 // IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
26 // THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
27
28
29 #ifndef __INCLUDE_MIST_PARCOR_H__
30 #define __INCLUDE_MIST_PARCOR_H__
31
32 #ifndef __INCLUDE_MIST_H__
33 #include "../mist.h"
34 #endif
35
36 #include <cmath>
37
38 _MIST_BEGIN
39
40
41
50 template < class T1, class Allocator1, class T2, class Allocator2, class T3, class Allocator3 >
51 inline double parcor( const array1< T1, Allocator1 > &cor, array1< T2, Allocator2 > &alf, array1< T3, Allocator3 > &ref, int p )
52 {
53 // by Levinson-Durbin algorithm
54 double res = cor[ 0 ]; // residual
55
56 alf.resize( p );
57 ref.resize( p );
58
59 array1< double > alf_old;
60
61 size_t length = p;
62
63 for( size_t i = 0 ; i < length ; i++ )
64 {
65 double r = cor[ i + 1 ];
66
67 for( size_t j = 0 ; j < i ; j++ )
68 {
69 r += alf_old[ j ] * cor[ i - j ];
70 }
71
72 ref[ i ] = static_cast < T3 >( r / res );
73
74 alf[ i ] = -ref[ i ];
75
76 for( size_t j = 0 ; j < i ; j++ )
77 {
78 alf[ j ] = static_cast < T2 >( alf_old[ j ] - ref[ i ] * alf_old[ i - j - 1 ] );
79 }
80
81 res *= ( 1.0 - ref[ i ] ) * ( 1.0 + ref[ i ] );
82
83 alf_old = alf;
84
85 }
86
87 return( res );
88 }
89
90
91 _MIST_END
92
93
94 #endif
95