plotdens.m

加权核函数的静态杂波抑制效果以及残留噪声的高斯性和独立性检验实验结果演示程序。 另外

function [h,f,xx] = plotdens(x,h,positive,kernel)

x = x(:);
n = length(x);
if nargin < 4, kernel = 1; end
if nargin < 3, positive = 0; end
if nargin < 2, h = []; end
if isempty(h)
   h = 1.06 * std(x) * n^(-1/5);  % Silverman page 45
end
if positive & any(x < 0)
   error('There is a negative element in X')
end

mn1 = min(x);
mx1 = max(x);
mn = mn1 - (mx1-mn1)/3;
mx = mx1 + (mx1-mn1)/3;
gridsize = 256;
xx = linspace(mn,mx,gridsize)';
d = xx(2) - xx(1);
xh = zeros(size(xx));
xa = (x-mn)/(mx-mn)*gridsize;
for i=1:n
   il = floor(xa(i));
   a  = xa(i) - il;
   xh(il+[1 2]) = xh(il+[1 2])+[1-a, a]';
end

% --- Compute -------------------------------------------------

xk = [-gridsize:gridsize-1]'*d;
if kernel == 1
   K = exp(-0.5*(xk/h).^2);
elseif kernel == 2 
   K = max(0,1-(xk/h).^2/5);
elseif kernel == 3
   c = sqrt(1/7);
   K = (1-(xk/h*c).^2).^2 .* ((1-abs(xk/h*c)) > 0);
elseif kernel == 4 
   c = sqrt(1/6);
   K = max(0,1-abs(xk/h*c));
end
K = K / (sum(K)*d*n);
f = ifft(fft(fftshift(K)).*fft([xh ;zeros(size(xh))]));
f = real(f(1:gridsize));

if positive & min(xx) < 0
   m = sum(xx<0);
   f(m+(1:m)) = f(m+(1:m)) + f(m:-1:1);
   f(1:m) = zeros(size(f(1:m)));
   xx(m+[0 1]) = [0 0];
end

% --- Plot it -------------------------------------------------
ss=-5:0.1:5;
rr=normpdf(ss,0,1);
plot(ss,rr,'k:',xx,f,'k');
% xlabel('x')
% ylabel('f(x)')
% title ('残留噪声经验概率密度函数')