invfdemo.m

时间序列分析的matlab程序

% invfdemo	demonstrates Inverse Filtering

%	Version 2.90
%	last revision 24.03.2002
%	Copyright (C) 1997-2002 by Alois Schloegl <[e-mail]>

% This library is free software; you can redistribute it and/or
% modify it under the terms of the GNU Library General Public
% License as published by the Free Software Foundation; either
% Version 2 of the License, or (at your option) any later version.
%
% This library is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
% Library General Public License for more details.
%
% You should have received a copy of the GNU Library General Public
% License along with this library; if not, write to the
% Free Software Foundation, Inc., 59 Temple Place - Suite 330,
% Boston, MA  02111-1307, USA.

load eeg8s.mat;	    % load signal
ly=length(eeg8s);
Fs=128;
%a=earpyw(eeg8s',11); % Calculates AR(11) parameters with Yule-Walker method
a=lattice(eeg8s',11); % Calculates AR(11) parameters with Yule-Walker method
		    % The AR parameters are the weight taps of IIR Filter	
isig=filter([1 -a],1,eeg8s);   % Inverse filtering


subplot(221);
plot((1:ly)/Fs,eeg8s);
title('Signal');
xlabel('t [sec]')

subplot(223);
plot((1:ly)/Fs,isig);
xlabel('t [sec]')
title('Inverse filtered process');

subplot(222);
H=abs(fft(eeg8s,128)/ly).^2;
plot(1:Fs,H);
%plot([H mean(H)*ones(Fs,1)]);
ylabel('S(f)')
xlabel('f [Hz]')
title('Spectrum of original signal');

subplot(224);
H=abs(fft(isig,128)/ly).^2;
plot(1:Fs,H);
%plot([H mean(H)*ones(Fs,1)]);
ylabel('S(f)')
xlabel('f [Hz]')
title('Spectrum of inverse filtered signal');