def calc_box_diff_macd_spectra_mse(Neff, Nbox, Nwindow):
"Mean-Squared Error\
1) generates h_box_diff and h_macd given the input parameters;\
2) takes the amplitude of the FFT for each response\
3) computes the cumulative sum of each gain spectrum\
4) computes and retuns the MSE of the two cumulative gain spectra"
h_box_diff = box_diff(Nbox, Nwindow)
h_macd = switch_to_composite_unit_gauge(macd(Neff/3.0, Neff, Nwindow))
#h_macd = macd(Neff, Nwindow)
h_box_diff_fft = np.fft.fft(h_box_diff)
h_macd_fft = np.fft.fft(h_macd)
h_box_diff_fft_abs = np.absolute(h_box_diff_fft)
h_macd_fft_abs = np.absolute(h_macd_fft)
h_box_diff_fft_abs_sum = np.cumsum(h_box_diff_fft_abs)
h_macd_fft_abs_sum = np.cumsum(h_macd_fft_abs)
mse = np.sum(np.square(h_box_diff_fft_abs_sum - h_macd_fft_abs_sum)) / Nwindow
return mse
def calc_box_diff_macd_spectra_mse(Neff, Nbox, Nwindow):
"Mean-Squared Error\
1) generates h_box_diff and h_macd given the input parameters;\
2) takes the amplitude of the FFT for each response\
3) computes the cumulative sum of each gain spectrum\
4) computes and retuns the MSE of the two cumulative gain spectra"
h_box_diff = box_diff(Nbox, Nwindow)
h_macd = switch_to_composite_unit_gauge(macd(Neff / 3.0, Neff, Nwindow))
#h_macd = macd(Neff, Nwindow)
h_box_diff_fft = np.fft.fft(h_box_diff)
h_macd_fft = np.fft.fft(h_macd)
h_box_diff_fft_abs = np.absolute(h_box_diff_fft)
h_macd_fft_abs = np.absolute(h_macd_fft)
h_box_diff_fft_abs_sum = np.cumsum(h_box_diff_fft_abs)
h_macd_fft_abs_sum = np.cumsum(h_macd_fft_abs)
mse = np.sum(
np.square(h_box_diff_fft_abs_sum - h_macd_fft_abs_sum)) / Nwindow
return mse
from box_diff import box_diff
from macd import macd
from switch_to_composite_unit_gauge import switch_to_composite_unit_gauge
from calc_box_diff_macd_spectra_mse import calc_box_diff_macd_spectra_mse
Nwindow = 1024
Nbox = 16
Neff_neg = 16
Neff_pos = Neff_neg/3.0
f, axarr = plt.subplots(2, 2)
# a) Indicative responses
h_box_diff = box_diff(Nbox, Nwindow)
h_macd = switch_to_composite_unit_gauge(macd(Neff_pos, Neff_neg, Nwindow))
axarr[0, 0].plot(h_box_diff[:150])
axarr[0, 0].plot(h_macd[:150])
axarr[0, 0].set_title('Box and macd differencer impulse response')
# b) Spectra
h_box_diff_fft = np.fft.fft(h_box_diff)
h_macd_fft = np.fft.fft(h_macd)
h_box_diff_fft_abs = np.absolute(h_box_diff_fft)
h_macd_fft_abs = np.absolute(h_macd_fft)
axarr[0, 1].plot(h_box_diff_fft_abs)
from box_diff import box_diff
from macd import macd
from switch_to_composite_unit_gauge import switch_to_composite_unit_gauge
from calc_box_diff_macd_spectra_mse import calc_box_diff_macd_spectra_mse
Nwindow = 1024
Nbox = 16
Neff_neg = 16
Neff_pos = Neff_neg / 3.0
f, axarr = plt.subplots(2, 2)
# a) Indicative responses
h_box_diff = box_diff(Nbox, Nwindow)
h_macd = switch_to_composite_unit_gauge(macd(Neff_pos, Neff_neg, Nwindow))
axarr[0, 0].plot(h_box_diff[:150])
axarr[0, 0].plot(h_macd[:150])
axarr[0, 0].set_title('Box and macd differencer impulse response')
# b) Spectra
h_box_diff_fft = np.fft.fft(h_box_diff)
h_macd_fft = np.fft.fft(h_macd)
h_box_diff_fft_abs = np.absolute(h_box_diff_fft)
h_macd_fft_abs = np.absolute(h_macd_fft)
axarr[0, 1].plot(h_box_diff_fft_abs)