ptolemy.actor.lib
Class LevinsonDurbin
java.lang.Object
ptolemy.kernel.util.NamedObj
ptolemy.kernel.InstantiableNamedObj
ptolemy.kernel.Entity
ptolemy.kernel.ComponentEntity
ptolemy.actor.AtomicActor
ptolemy.actor.TypedAtomicActor
ptolemy.actor.lib.LevinsonDurbin
- All Implemented Interfaces:
- java.io.Serializable, java.lang.Cloneable, Actor, Executable, FiringsRecordable, Initializable, TypedActor, Changeable, Debuggable, DebugListener, Derivable, Instantiable, ModelErrorHandler, MoMLExportable, Moveable, Nameable
public class LevinsonDurbin
- extends TypedAtomicActor
This actor uses the Levinson-Durbin algorithm to compute the linear
predictor coefficients of a random process, given its autocorrelation
function as an input. These coefficients are produced both in
tapped delay line form (on the linearPredictor output) and in
lattice filter form (on the reflectionCoefficients output).
The order of the predictor (the number of linearPredictor
and coefficients reflectionCoefficients produced) is the
number of lags of the supplied autocorrelation.
The errorPower output is the power of the prediction error
as a function of the predictor order.
The inputs and outputs are all arrays of doubles.
The autocorrelation estimates provided as inputs can be generated
by the Autocorrelation actor. It the Autocorrelation actor is set
so that its biased parameter is true, then the combined
effect of that actor and this one is called the autocorrelation
method. The order of the predictor is the value of the
numberOfLags parameter of the Autocorrelation actor.
If the length of the autocorrelation input is odd, then it is assumed
to be a symmetric autocorrelation function, and the order of the
predictor calculated by this actor is (length + 1)/2. Otherwise,
the order is 1 + (length/2), which assumes that discarding the last
sample of the autocorrelation would make it symmetric.
Three output signals are generated by this actor. On the
errorPower output port, an array of length order + 1
gives the prediction error power for each predictor order from zero
to order. The first value in this array, which corresponds
to the zeroth-order predictor, is simply the zero-th lag of the
input autocorrelation, which is the power of the random process
with that autocorrelation. Note that for signals without noise
whose autocorrelations are estimated by the Autocorrelation actor,
the errorPower output can get small. If it gets close
to zero, or goes negative, this actor fixes it at zero.
"Close to" is determined by the close() method of the
ptolemy.math.SignalProcessing class.
The linearPredictor output gives the coefficients of an
FIR filter that performs linear prediction for the random process.
This set of coefficients is suitable for directly feeding a
VariableFIR actor, which accepts outside coefficients.
The number of coefficients produced is equal to the order.
The predictor coefficients produced by this actor can be
used to create a maximum-entropy spectral estimate of the input
to the Autocorrelation actor. They can also be used for
linear-predictive coding, and any number of other applications.
The reflectionCoefficients output is the reflection
coefficients, suitable for feeding directly to a VariableLattice
actor, which will then generate the forward and backward prediction error.
The number of coefficients produced is equal to the order.
Note that the definition of reflection coefficients is not quite
universal in the literature. The reflection coefficients in
reference [2] is the negative of the ones generated by this actor,
which correspond to the definition in most other texts,
and to the definition of partial-correlation (PARCOR)
coefficients in the statistics literature.
References
[1]
J. Makhoul, "Linear Prediction: A Tutorial Review",
Proc. IEEE, vol. 63, pp. 561-580, Apr. 1975.
[2]
S. M. Kay, Modern Spectral Estimation: Theory & Application,
Prentice-Hall, Englewood Cliffs, NJ, 1988.
- Since:
- Ptolemy II 1.0
- Version:
- $Id: LevinsonDurbin.java 57040 2010-01-27 20:52:32Z cxh $
- Author:
- Edward A. Lee
- See Also:
Autocorrelation,
VariableFIR,
VariableLattice,
SignalProcessing,
Serialized Form
- Accepted Rating:
- Proposed Rating:
| Fields inherited from class ptolemy.kernel.util.NamedObj |
_changeListeners, _changeLock, _changeRequests, _debugging, _debugListeners, _elementName, _isPersistent, _verbose, _workspace, ATTRIBUTES, CLASSNAME, COMPLETE, CONTENTS, DEEP, FULLNAME, LINKS |
|
Constructor Summary |
LevinsonDurbin(CompositeEntity container,
java.lang.String name)
Construct an actor in the specified container with the specified
name. |
|
Method Summary |
void |
fire()
Consume the autocorrelation input, and calculate the predictor
coefficients, reflection coefficients, and prediction error power. |
boolean |
prefire()
If there is no token on the autocorrelation input, return
false. |
| Methods inherited from class ptolemy.actor.AtomicActor |
_actorFiring, _actorFiring, addActorFiringListener, addInitializable, clone, connectionsChanged, createReceivers, declareDelayDependency, getCausalityInterface, getDirector, getExecutiveDirector, getManager, initialize, inputPortList, isFireFunctional, isStrict, iterate, newReceiver, outputPortList, postfire, preinitialize, pruneDependencies, recordFiring, removeActorFiringListener, removeDependency, removeInitializable, setContainer, stop, stopFire, terminate, wrapup |
| Methods inherited from class ptolemy.kernel.ComponentEntity |
_adjustDeferrals, _checkContainer, _getContainedObject, _propagateExistence, getContainer, instantiate, isAtomic, isOpaque, moveDown, moveToFirst, moveToIndex, moveToLast, moveUp, propagateExistence, setName |
| Methods inherited from class ptolemy.kernel.Entity |
_description, _exportMoMLContents, _removePort, _validateSettables, connectedPortList, connectedPorts, containedObjectsIterator, getAttribute, getPort, getPorts, linkedRelationList, linkedRelations, portList, removeAllPorts, setClassDefinition, uniqueName |
| Methods inherited from class ptolemy.kernel.util.NamedObj |
_addAttribute, _adjustOverride, _attachText, _cloneFixAttributeFields, _debug, _debug, _debug, _debug, _debug, _getIndentPrefix, _isMoMLSuppressed, _markContentsDerived, _propagateValue, _recordDecoratedAttributes, _removeAttribute, _splitName, _stripNumericSuffix, addChangeListener, addDebugListener, attributeChanged, attributeList, attributeList, deepContains, depthInHierarchy, description, description, event, executeChangeRequests, exportMoML, exportMoML, exportMoML, exportMoML, exportMoMLPlain, getAttribute, getAttributes, getChangeListeners, getClassName, getDecoratorAttribute, getDecoratorAttributes, getDerivedLevel, getDerivedList, getDisplayName, getFullName, getModelErrorHandler, getName, getName, getSource, handleModelError, isDeferringChangeRequests, isOverridden, isPersistent, lazyContainedObjectsIterator, message, propagateValue, propagateValues, removeChangeListener, removeDebugListener, requestChange, setClassName, setDeferringChangeRequests, setDerivedLevel, setDisplayName, setModelErrorHandler, setPersistent, setSource, sortContainedObjects, toplevel, toString, validateSettables, workspace |
| Methods inherited from class java.lang.Object |
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
autocorrelation
public TypedIOPort autocorrelation
- The autocorrelation input, which is an array.
errorPower
public TypedIOPort errorPower
- The output for the error power, as a function of the predictor
order. This produces an array.
linearPredictor
public TypedIOPort linearPredictor
- The output for linear predictor coefficients.
This produces an array.
reflectionCoefficients
public TypedIOPort reflectionCoefficients
- The output for lattice filter coefficients for a prediction
error filter. This produces an array.
LevinsonDurbin
public LevinsonDurbin(CompositeEntity container,
java.lang.String name)
throws IllegalActionException,
NameDuplicationException
- Construct an actor in the specified container with the specified
name.
- Parameters:
container - The container.name - The name.
- Throws:
IllegalActionException - If the actor cannot be contained
by the proposed container.
NameDuplicationException - If the name coincides with
an actor already in the container.
fire
public void fire()
throws IllegalActionException
- Consume the autocorrelation input, and calculate the predictor
coefficients, reflection coefficients, and prediction error power.
- Specified by:
fire in interface Executable- Overrides:
fire in class AtomicActor
- Throws:
IllegalActionException - If there is no director.
prefire
public boolean prefire()
throws IllegalActionException
- If there is no token on the autocorrelation input, return
false. Otherwise, return whatever the base class returns.
- Specified by:
prefire in interface Executable- Overrides:
prefire in class AtomicActor
- Returns:
- True if it is ok to continue.
- Throws:
IllegalActionException - If the base class throws it.