getmdl.m

I developed an algorithm for using local ICA in denoising multidimensional data. It uses delay embed

function erg = getmdl(signal,m,delaymethod,delayspeed);
%getmdl - returns MDL for the signal
%
% m - dimension of embedding
%


error(nargchk(2,4,nargin))     % check no. of input args

if (nargin<3)  delaymethod='multidim'; end
if (nargin<4)  delayspeed=1; end

sigsize=size(signal);
sigsize=sigsize(sigsize>1);

switch delaymethod
 case 'multidim'
  [E,D]=eig(cov(remmean(delay(signal,m,delayspeed,delaymethod))'));
  D=sort(sum(D,1));
  samples=prod((2*sigsize)-2);  
 otherwise
  signal=reshape(signal,1,[]);
  [E,D]=eig(cov(remmean(delay(signal,m,delayspeed,'no'))'));
  D=sort(sum(D,1));
  samples=prod(sigsize);
end

d=size(D,2);
[K,v]=mdl(D(d:-1:1),samples,1);
erg=v(1); 

return;