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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Description of mvfreqz</title> <meta name="keywords" content="mvfreqz"> <meta name="description" content="MVFREQZ multivariate frequency response"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><div><a href="../index.html">Home</a> > <a href="index.html">tsa</a> > mvfreqz.m</div><!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table>--><h1>mvfreqz</h1><h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>MVFREQZ multivariate frequency response</strong></div><h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>function [S,h,PDC,COH,DTF,DC,pCOH,dDTF,ffDTF, pCOH2, coh]=mvfreqz(B,A,C,N,Fs) </strong></div><h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="fragment"><pre class="comment"> MVFREQZ multivariate frequency response
[S,h,PDC,COH,DTF,DC,pCOH,dDTF,ffDTF,pCOH2] = mvfreqz(B,A,C,N,Fs)
INPUT:
=======
A, B multivariate polynomials defining the transfer function
a0*Y(n) = b0*X(n) + b1*X(n-1) + ... + bq*X(n-q) - a1*Y(n-1) - ... - ap*Y(:,n-p) A=[a0,a1,a2,...,ap] and B=[b0,b1,b2,...,bq] must be matrices of size Mx((p+1)*M) and Mx((q+1)*M), respectively. X must be of size N*M a0,a1,...,ap, b0,b1,...,bq are matrices of size MxM a0 is usually the identity matrix I or must be invertible
C is the covariance of the input noise X
N if scalar, N is the number of frequencies
if N is a vector, N are the designated frequencies.
Fs sampling rate [default 2*pi]
OUTPUT:
=======
S power spectrum
PDC partial directed coherence
DC directed coupling
COH coherence
DTF directed transfer function
pCOH partial coherence
dDTF direct Directed Transfer function
ffDTF full frequency Directed Transfer Function
pCOH2 partial coherence -alternative method
see also: FREQZ, <a href="mvfilter.html" class="code" title="function [x,z]=mvfilter(B,A,x,z)">MVFILTER</a>, <a href="mvar.html" class="code" title="function [ARF,RCF,PE,DC,varargout] = mvar(Y, Pmax, Mode);">MVAR</a> REFERENCE(S): H. Liang et al. Neurocomputing, 32-33, pp.891-896, 2000. L.A. Baccala and K. Samashima, Biol. Cybern. 84,463-474, 2001. A. Korzeniewska, et al. Journal of Neuroscience Methods, 125, 195-207, 2003. Piotr J. Franaszczuk, Ph.D. and Gregory K. Bergey, M.D. Fast Algorithm for Computation of Partial Coherences From Vector Autoregressive Model Coefficients World Congress 2000, Chicago.</pre></div><!-- crossreference --><h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>This function calls:<ul style="list-style-image:url(../matlabicon.gif)"></ul>This function is called by:<ul style="list-style-image:url(../matlabicon.gif)"></ul><!-- crossreference --><hr><address>Generated on Tue 17-Aug-2004 00:13:21 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>
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