def initialize_online_notchfilter(fsample, fnotch, quality, x, axis=-1):
nyquist = fsample / 2.
ndim = len(x.shape)
axis = axis % ndim
if fnotch != None:
fnotch = fnotch / nyquist
if fnotch < 0.001:
fnotch = None
elif fnotch > 0.999:
fnotch = None
if not (fnotch == None) and (quality > 0):
print('using NOTCH filter', [fnotch, quality])
b, a = iirnotch(fnotch, quality)
else:
# no filtering at all
print('using IDENTITY filter', [fnotch, quality])
b = np.ones(1)
a = np.ones(1)
# initialize the state for the filtering based on the previous data
if ndim == 1:
zi = zi = lfiltic(b, a, x, x)
elif ndim == 2:
f = lambda x: lfiltic(b, a, x, x)
zi = np.apply_along_axis(f, axis, x)
return b, a, zi
def initialize_online_filter(fsample, highpass, lowpass, order, x, axis=-1):
# boxcar, triang, blackman, hamming, hann, bartlett, flattop, parzen, bohman, blackmanharris, nuttall, barthann
filtwin = 'nuttall'
nyquist = fsample / 2.
ndim = len(x.shape)
axis = axis % ndim
if highpass != None:
highpass = highpass / nyquist
if highpass < 0.001:
print('Warning: highpass is too low, disabling')
highpass = None
elif highpass > 0.999:
print('Warning: highpass is too high, disabling')
highpass = None
if lowpass != None:
lowpass = lowpass / nyquist
if lowpass < 0.001:
print('Warning: lowpass is too low, disabling')
lowpass = None
elif lowpass > 0.999:
print('Warning: lowpass is too low, disabling')
lowpass = None
if not (highpass is None) and not (lowpass is
None) and highpass >= lowpass:
# totally blocking all signal
print('using NULL filter', [highpass, lowpass, order])
b = np.zeros(order)
a = np.ones(1)
elif not (lowpass is None) and (highpass is None):
print('using lowpass filter', [highpass, lowpass, order])
b = firwin(order, cutoff=lowpass, window=filtwin, pass_zero=True)
a = np.ones(1)
elif not (highpass is None) and (lowpass is None):
print('using highpass filter', [highpass, lowpass, order])
b = firwin(order, cutoff=highpass, window=filtwin, pass_zero=False)
a = np.ones(1)
elif not (highpass is None) and not (lowpass is None):
print('using bandpass filter', [highpass, lowpass, order])
b = firwin(order,
cutoff=[highpass, lowpass],
window=filtwin,
pass_zero=False)
a = np.ones(1)
else:
# no filtering at all
print('using IDENTITY filter', [highpass, lowpass, order])
b = np.ones(1)
a = np.ones(1)
# initialize the state for the filtering based on the previous data
if ndim == 1:
zi = zi = lfiltic(b, a, x, x)
elif ndim == 2:
f = lambda x: lfiltic(b, a, x, x)
zi = np.apply_along_axis(f, axis, x)
return b, a, zi
def __init__(self, order=2, freq=0.7,y=[],x=[]):
self.b,self.a=iirfilter(order, freq, btype="lowpass")
if len(y)>0:
print "here"
self.z=lfiltic(self.b,self.a, y)
else:
self.z=array([0.]*order)
self.z=lfiltic(self.b,self.a, y,x=x)
def smooth(time, vals, dt=None, gapFactor=20, T=T_M2):
from scipy import signal
if dt is None:
dt = np.diff(time).mean()
ta = timeArray.timeArray(time, 'epoch')
# try to calculate exact dt by omitting large gaps
gaps, ranges, t = ta.detectGaps(dt=dt, gapFactor=gapFactor)
diff = []
for i in range(ranges.shape[0]):
twin = time[ranges[i, 0]:ranges[i, 1]]
diff.append(np.diff(twin))
diff = np.concatenate(tuple(diff), axis=0)
dt = diff.mean()
# filter design, low-pass butterworth
T0 = (2 * dt) # period of Nyquist frequency
Tpass = 8 * T # period of pass frequency
Gpass = 3.0 # max dB loss in pass band
Tstop = 1 * T # period of stop frequency
Gstop = 30.0 # min dB atennuation in stop band
o, Wn = signal.buttord(T0 / Tpass, T0 / Tstop, Gpass, Gstop)
if o < 0:
raise Exception(
'Cannot create tidal filter. Data sampling frequency may be too low, dt=' +
str(dt))
b, a = signal.butter(o, Wn, 'low')
newvals = []
newtime = []
# filter each contiquous data range separately
for i in range(ranges.shape[0]):
twin = time[ranges[i, 0]:ranges[i, 1]]
vwin = vals[ranges[i, 0]:ranges[i, 1]]
if len(vwin) > 3 * len(a):
try:
# default forward-backward filter
# filtered = signal.filtfilt(b, a, vwin, padtype='constant')
# forward-backward filter with custom boundary conditions
# pad with mean of 1/2 pass window lenght
N_init = int(np.ceil(Tpass / dt / 2 / 4))
# forward filter
x_init = vwin[:N_init]
y_init = x_init.mean() * np.ones_like(x_init)
z_init = signal.lfiltic(b, a, y_init, x_init)
filtered, _ = signal.lfilter(b, a, vwin, zi=z_init)
# backward filter
x_init = vwin[-N_init:][::-1]
y_init = x_init.mean() * np.ones_like(x_init)
z_init = signal.lfiltic(b, a, y_init, x_init)
filtered, _ = signal.lfilter(b, a, filtered[::-1], zi=z_init)
filtered = filtered[::-1]
newvals.append(filtered)
newtime.append(twin)
except Exception as e:
print a.shape, vwin.shape
raise e
newvals = np.concatenate(tuple(newvals), axis=0)
newtime = np.concatenate(tuple(newtime), axis=0)
return newtime, newvals
def test_lfiltic_bad_zi(self):
# Regression test for #3699: bad initial conditions
a = np.ones(1).astype(self.dt)
b = np.ones(1).astype(self.dt)
# "y" sets the datatype of zi, so it truncates if int
zi = lfiltic(b, a, [1., 0])
zi_1 = lfiltic(b, a, [1, 0])
zi_2 = lfiltic(b, a, [True, False])
assert_array_equal(zi, zi_1)
assert_array_equal(zi, zi_2)
def test_lfiltic_bad_zi(self):
# Regression test for #3699: bad initial conditions
a = np.ones(1).astype(self.dt)
b = np.ones(1).astype(self.dt)
# "y" sets the datatype of zi, so it truncates if int
zi = lfiltic(b, a, [1., 0])
zi_1 = lfiltic(b, a, [1, 0])
zi_2 = lfiltic(b, a, [True, False])
assert_array_equal(zi, zi_1)
assert_array_equal(zi, zi_2)
def initialize_online_filter(fsample, highpass, lowpass, order, x, axis=-1):
# boxcar, triang, blackman, hamming, hann, bartlett, flattop, parzen, bohman, blackmanharris, nuttall, barthann
filtwin = 'nuttall'
nyquist = fsample / 2.
ndim = len(x.shape)
axis = axis % ndim
if highpass != None:
highpass = highpass/nyquist
if highpass < 0.01:
highpass = None
elif highpass > 0.99:
highpass = None
if lowpass != None:
lowpass = lowpass/nyquist
if lowpass < 0.01:
lowpass = None
elif lowpass > 0.99:
lowpass = None
if not(highpass is None) and not(lowpass is None) and highpass>=lowpass:
# totally blocking all signal
print 'using NULL filter', [highpass, lowpass]
b = np.zeros(window)
a = np.ones(1)
elif not(lowpass is None) and (highpass is None):
print 'using lowpass filter', [highpass, lowpass]
b = firwin(order, cutoff = lowpass, window = filtwin, pass_zero = True)
a = np.ones(1)
elif not(highpass is None) and (lowpass is None):
print 'using highpass filter', [highpass, lowpass]
b = firwin(order, cutoff = highpass, window = filtwin, pass_zero = False)
a = np.ones(1)
elif not(highpass is None) and not(lowpass is None):
print 'using bandpass filter', [highpass, lowpass]
b = firwin(order, cutoff = [highpass, lowpass], window = filtwin, pass_zero = False)
a = np.ones(1)
else:
# no filtering at all
print 'using IDENTITY filter', [highpass, lowpass]
b = np.ones(1)
a = np.ones(1)
# initialize the state for the filtering based on the previous data
if ndim == 1:
zi = zi = lfiltic(b, a, x, x)
elif ndim == 2:
f = lambda x : lfiltic(b, a, x, x)
zi = np.apply_along_axis(f, axis, x)
return b, a, zi
def test_lfiltic():
# this would return f32 when given a mix of f32 / f64 args
b_f32 = np.array([1, 2, 3], dtype=np.float32)
a_f32 = np.array([4, 5, 6], dtype=np.float32)
x_f32 = np.ones(32, dtype=np.float32)
b_f64 = b_f32.astype(np.float64)
a_f64 = a_f32.astype(np.float64)
x_f64 = x_f32.astype(np.float64)
assert_(lfiltic(b_f64, a_f32, x_f32).dtype == np.float64)
assert_(lfiltic(b_f32, a_f64, x_f32).dtype == np.float64)
assert_(lfiltic(b_f32, a_f32, x_f64).dtype == np.float64)
assert_(lfiltic(b_f32, a_f32, x_f32, x_f64).dtype == np.float64)
def runController(self, error, error_dot, ref_dot_feedfwd):
if self.z_state is None:
self.z_state = sps.lfiltic(self.tf_state['num'], self.tf_state['den'], y=np.zeros_like(self.tf_state['den'])) # initial filter delays
self.z_state = np.tile(self.z_state, error.shape)
self.z_state_dot = sps.lfiltic(self.tf_state_dot['num'], self.tf_state_dot['den'], y=np.zeros_like(self.tf_state_dot['den']))
self.z_state_dot = np.tile(self.z_state_dot, error_dot.shape)
u_state, self.z_state = sps.lfilter(self.tf_state['num'], self.tf_state['den'], error, axis=1, zi=self.z_state)
u_state_dot, self.z_state_dot = sps.lfilter(self.tf_state_dot['num'], self.tf_state_dot['den'], error_dot, axis=1, zi=self.z_state_dot)
u = u_state + u_state_dot + ref_dot_feedfwd
v_cmd = u[0:2, 0]
omega_cmd = u[2, 0]
return v_cmd, omega_cmd
def test_2d_active(self):
shape = self.shape2D
known_data = np.random.normal(size=shape).astype(np.float32).view(
np.complex64)
idata = bf.ndarray(known_data, space='cuda_managed')
odata = bf.empty_like(idata)
coeffs = self.coeffs * 1.0
coeffs.shape += (1, )
coeffs = np.repeat(coeffs, idata.shape[1], axis=1)
coeffs.shape = (coeffs.shape[0], idata.shape[1])
coeffs = bf.ndarray(coeffs, space='cuda_managed')
fir = Fir()
fir.init(coeffs, 1)
fir.execute(idata, odata)
fir.execute(idata, odata)
stream_synchronize()
for i in range(known_data.shape[1]):
zf = lfiltic(self.coeffs, 1.0, 0.0)
known_result, zf = lfilter(self.coeffs,
1.0,
known_data[:, i],
zi=zf)
known_result, zf = lfilter(self.coeffs,
1.0,
known_data[:, i],
zi=zf)
compare(odata[:, i], known_result)
def process(self, data):
"""Applies the filter to the input.
Parameters
----------
data : ndarray, shape (n_channels, n_samples)
Input signals.
"""
if data.ndim != 2:
raise ValueError("data must be 2-dimensional.")
if self._x_prev is None:
# first pass has no initial conditions
out = signal.lfilter(self.b, self.a, data, axis=-1)
else:
# subsequent passes get ICs from previous input/output
num_ch = data.shape[0]
K = max(len(self.a)-1, len(self.b)-1)
self._zi = np.zeros((num_ch, K))
# unfortunately we have to get zi channel by channel
for c in range(data.shape[0]):
self._zi[c, :] = signal.lfiltic(
self.b,
self.a,
self._y_prev[c, -(self.overlap+1)::-1],
self._x_prev[c, -(self.overlap+1)::-1])
out, zf = signal.lfilter(self.b, self.a, data, axis=-1,
zi=self._zi)
self._x_prev = data
self._y_prev = out
return out
def __init__( self, band_start, band_stop ):
nyquist_frequency = float(SAMPLES_PER_SECOND) / 2.0
band_start /= nyquist_frequency
band_stop /= nyquist_frequency
assert( band_start >= 0 and band_start <= 1 )
assert( band_stop >= 0 and band_stop <= 1 )
assert( band_stop >= band_start )
passband_edges = []
stopband_edges = []
if band_start >= 0.05: # if not, make LPF only
passband_edges.append( band_start * 1.025 )
stopband_edges.append( band_start * 0.975 )
if band_stop <= 0.95: # if not, make HPF only
passband_edges.append( band_stop * 0.975 )
stopband_edges.append( band_stop * 1.025 )
(self.feedforward_taps,
self.feedback_taps) = iirdesign( passband_edges,
stopband_edges,
0.1, # max attenuation (dB) in passband
30 ) # min attenuation (dB) in stopband
self.filter_state = lfiltic( self.feedforward_taps, self.feedback_taps, [] )
def geth(self, params):
'''
Parameters
----------
params : tuple, (ar, ma)
try to keep the params conversion in loglike
copied from generate_gjrgarch
needs to be extracted to separate function
'''
#mu, ar, ma = params
ar, ma, mu = params
#etax = self.endog #this would be enough for basic garch version
etax = self._etax + mu
icetax = self._icetax #read ic-eta-x, initial condition
#TODO: where does my go with lfilter ?????????????
# shouldn't matter except for interpretation
nobs = etax.shape[0]
#check arguments of lfilter
zi = signal.lfiltic(ma,ar, icetax)
#h = signal.lfilter(ar, ma, etax, zi=zi) #np.atleast_1d(etax[:,1].mean()))
#just guessing: b/c ValueError: BUG: filter coefficient a[0] == 0 not supported yet
h = signal.lfilter(ma, ar, etax, zi=zi)[0]
return h
def __init__(self, band_start, band_stop):
nyquist_frequency = float(SAMPLES_PER_SECOND) / 2.0
band_start /= nyquist_frequency
band_stop /= nyquist_frequency
assert (band_start >= 0 and band_start <= 1)
assert (band_stop >= 0 and band_stop <= 1)
assert (band_stop >= band_start)
passband_edges = []
stopband_edges = []
if band_start >= 0.05: # if not, make LPF only
passband_edges.append(band_start * 1.025)
stopband_edges.append(band_start * 0.975)
if band_stop <= 0.95: # if not, make HPF only
passband_edges.append(band_stop * 0.975)
stopband_edges.append(band_stop * 1.025)
(self.feedforward_taps, self.feedback_taps) = iirdesign(
passband_edges,
stopband_edges,
0.1, # max attenuation (dB) in passband
30) # min attenuation (dB) in stopband
self.filter_state = lfiltic(self.feedforward_taps, self.feedback_taps,
[])
def _design_filter(self, frequency, type, slice):
''' Create filter settings for channel groups with equal filter parameters
@param frequency: filter frequeny in Hz
@param type: filter type, "low", "high" or "bandstop"
@param slice: channel group indices
@return: filter parameters and state vector
'''
self.shm.eegchs = slice.stop
if (frequency == 0.0) or (frequency > self.samplefreq / 2.0):
return None
if type == "bandstop":
cut1 = (frequency - 1.0) / self.samplefreq * 2.0
cut2 = (frequency + 1.0) / self.samplefreq * 2.0
b, a = signal.filter_design.iirfilter(2, [cut1, cut2],
btype=type,
ftype='butter')
#b,a = signal.filter_design.iirfilter(2, [cut1, cut2], rs=40.0, rp=0.5, btype=type, ftype='elliptic')
else:
cut = frequency / self.samplefreq * 2.0
b, a = signal.filter_design.butter(self.filterorder,
cut,
btype=type)
zi = signal.lfiltic(b, a, (0.0, ))
czi = np.resize(zi, (slice.stop - slice.start, len(zi)))
return {
'slice': slice,
'a': a,
'b': b,
'zi': czi,
'frequency': frequency
}
def update_plots(self, fs, data):
self.current_update += 1
data = signal.detrend(data.ravel())
# Plot RMS
if self._coefs is None:
self._coefs = signal.iirfilter(2, (400.0/(fs/2), 40e3/(fs/2)))
b, a = self._coefs
self._zf = signal.lfiltic(b, a, data[:len(a)-1], data[:len(b)-1])
b, a = self._coefs
data, self._zf = signal.lfilter(b, a, data, zi=self._zf)
rms = np.mean(data**2)**0.5
db_rms = db(rms)-self.paradigm.mic_sens_dbv-db(20e-6)
self.append_data(time=self.current_time, rms=db_rms)
self.current_time += len(data)/fs
self.current_spl = db_rms
self.current_spl_average = self.rms_data.get_data('rms')[-60:].mean()
self.overall_spl_average = self.rms_data.get_data('rms').mean()
w_frequency = psd_freq(data, fs)
w_psd = psd(data, fs, 'hamming')
w_psd_db = db(w_psd)-self.paradigm.mic_sens_dbv-db(20e-6)
self.rms_data.update_data(frequency=w_frequency, psd=w_psd_db)
def exponential_moving_average_v3(series: pd.Series,
alpha: float = 0.0,
min_periods: int = 5):
"""
The exponential moving average (EMA) is a technical indicator
that tracks the price of an investment (like a stock or commodity)
over time. The EMA is a type of weighted moving average (WMA) that gives
more weighting or importance to more recent price data.
Args:
values (pd.Series): closing price
alpha (float, optional): smoothing factor, usually between .1 - .3 Defaults to 2/(N+1).
min_periods (int, optional): periods for window function. Defaults to 5.
Returns:
EMA (pd.Series): series named EMA
"""
if not alpha:
alpha = 2 / (min_periods + 1)
values = series.to_numpy()
b = [alpha]
a = [1, alpha - 1]
zi = lfiltic(b, a, values[0:1], [0])
output = pd.Series(lfilter(b, a, values, zi=zi)[0])
output.index = series.index
output.rename('EMA', inplace=True)
return output
def N2OEmssionstoConcs(emissions):
'''
This function converts nitrous oxide (|N2O|) emissions into concentrations.
:param emissions: |N2O| emissions [TgN2O/year]
:returns: numpy.array -- containing the |N2O| concentrations for each year [ppb]
'''
tauN2O = 114.0 # Lifetime of N2O
lamN2O = 1.0 / tauN2O # inverse lifetime in years-1
scaleN2O = 4.8 # TgN2O per ppb (IPCC TAR report value, chapter 4)
Result = np.zeros(len(emissions['N2O']))
decay = np.exp(-lamN2O)
accum = (1.0 - decay) / (lamN2O * scaleN2O)
#v = np.arange(1,len(emissions['N2O']))
#for i in range(1,len(emissions['N2O'])):
# Result[i] = Result[i-1] * decay + emissions['N2O'][i-1] * accum
#Result[v] = Result[v-1] * decay + emissions['N2O'][v-1] * accum
# 'Result' is the output of a linear filter - see:
# https://stackoverflow.com/questions/21336794/python-recursive-vectorization-with-timeseries/21338665#21338665
# filter soln
b = np.array([0., accum])
a = np.array([1., -1. * decay])
zi = lfiltic(b,
a, [0, emissions['N2O'][0] * accum],
x=emissions['N2O'][1::-1])
y = np.empty_like(emissions['N2O'])
y[:2] = [0, emissions['N2O'][0] * accum]
y[2:], zo = lfilter(b, a, emissions['N2O'][2:], zi=zi)
return y
def CH4EmssionstoConcs(emissions):
'''
This function converts methane (|CH4|) emissions into concentrations.
:param emissions: |CH4| emissions [TgCH4/year]
:returns: numpy.array -- containing the |CH4| concentrations for each year [ppb]
'''
TauCH4 = 10.0 # Lifetime of CH4
LamCH4 = 1.0 / TauCH4 # inverse lifetime in years-1
scaleCH4 = 2.78 # TgCH4 per ppb (IPCC TAR report value, chapter 4)
Result = np.zeros(len(emissions['CH4']))
decay = np.exp(-LamCH4)
accum = (1.0 - decay) / (LamCH4 * scaleCH4)
#for i in range(1,len(emissions['CH4'])):
# Result[i] = Result[i-1] * decay + emissions['CH4'][i-1] * accum
# filter soln
b = np.array([0., accum])
a = np.array([1., -1. * decay])
zi = lfiltic(b,
a, [0, emissions['CH4'][0] * accum],
x=emissions['CH4'][1::-1])
y = np.empty_like(emissions['CH4'])
y[:2] = [0, emissions['CH4'][0] * accum]
y[2:], zo = lfilter(b, a, emissions['CH4'][2:], zi=zi)
return y
def geth(self, params):
'''
Parameters
----------
params : tuple, (ar, ma)
try to keep the params conversion in loglike
copied from generate_gjrgarch
needs to be extracted to separate function
'''
#mu, ar, ma = params
ar, ma, mu = params
#etax = self.endog #this would be enough for basic garch version
etax = self._etax + mu
icetax = self._icetax #read ic-eta-x, initial condition
#TODO: where does my go with lfilter ?????????????
# should not matter except for interpretation
nobs = etax.shape[0]
#check arguments of lfilter
zi = signal.lfiltic(ma,ar, icetax)
#h = signal.lfilter(ar, ma, etax, zi=zi) #np.atleast_1d(etax[:,1].mean()))
#just guessing: b/c ValueError: BUG: filter coefficient a[0] == 0 not supported yet
h = signal.lfilter(ma, ar, etax, zi=zi)[0]
return h
def applyOn(self, x):
'''Apply the filter to a given array of signal
Args:
x (:obj:`numpy array`): The signal array on which the filter needs to be applied
Returns:
:obj:`numpy array`: Filtered signal array
'''
if self.__storeState:
if self.__zi is None:
self.__zi = signal.lfiltic(self.__b, self.__a, x,
self.__initOut)
retDat, self.__zi = signal.lfilter(self.__b,
self.__a,
x,
zi=self.__zi)
return retDat
else:
if self.__zeroPhase:
return signal.filtfilt(self.__b, self.__a, x)
else:
return signal.lfilter(self.__b, self.__a, x)
def process(self, data):
if self.xPrev is None:
# first pass has no initial conditions
out = signal.lfilter(
self.b, self.a, data, axis=0)
else:
# subsequent passes get ICs from previous input/output
nCh = data.shape[1]
K = max(len(self.a)-1, len(self.b)-1)
self.zi = np.zeros((K, nCh))
# unfortunately we have to get zi channel by channel
for c in range(data.shape[1]):
self.zi[:, c] = signal.lfiltic(
self.b,
self.a,
self.yPrev[-(self.overlap+1)::-1, c],
self.xPrev[-(self.overlap+1)::-1, c])
out, zf = signal.lfilter(
self.b, self.a, data, axis=0, zi=self.zi)
self.xPrev = data
self.yPrev = out
return out
def filtered_deriv(y, x, tau=0):
"""Numerical derivative with optional lowpass filter.
tau is the filter time constant expressed in same units as x (eg seconds if x is
time).
"""
dy = np.empty(y.shape)
dy[0] = (y[1] - y[0]) / (x[1] - x[0])
for i in range(1, (dy.shape[0] - 1)):
dy[i] = (y[i + 1] - y[i - 1]) / (x[i + 1] - x[i - 1])
dy[-1] = (y[-1] - y[-2]) / (x[-1] - x[-2])
# No filter
if tau <= 0:
return dy
# sample freq
fs = x.shape[0] / (x[-1] - x[0])
nyqfreq = fs / 2
w0 = 1 / (tau * 2 * np.pi * nyqfreq)
lowpass = signal.iirfilter(1, w0, btype='lowpass', analog=False)
# Create initial conditions so y=0 at t=0
zi = signal.lfiltic(*lowpass, y=[0], x=dy[:1])
filtered, _ = signal.lfilter(*lowpass, dy, zi=-zi)
return filtered
def test_3d_initial(self):
shape = self.shape3D
known_data = np.random.normal(size=shape).astype(np.float32).view(
np.complex64)
idata = bf.ndarray(known_data, space='cuda')
odata = bf.empty_like(idata)
coeffs = self.coeffs * 1.0
coeffs.shape += (1, )
coeffs = np.repeat(coeffs, idata.shape[1] * idata.shape[2], axis=1)
coeffs.shape = (coeffs.shape[0], idata.shape[1], idata.shape[2])
coeffs = bf.ndarray(coeffs, space='cuda')
fir = Fir()
fir.init(coeffs, 1)
fir.execute(idata, odata)
odata = odata.copy('system')
for i in range(known_data.shape[1]):
for j in range(known_data.shape[2]):
zf = lfiltic(self.coeffs, 1.0, 0.0)
known_result, zf = lfilter(self.coeffs,
1.0,
known_data[:, i, j],
zi=zf)
compare(odata[:, i, j], known_result)
def plot_result(x, n_p, n_d):
b = x
n = np.arange(n_d + 1)
y = np.exp(b[0] * n) - np.exp(b[1] * n)
n_max = np.log(b[0] / b[1]) / (b[1] - b[0])
y_max = np.exp(b[0] * n_max) - np.exp(b[1] * n_max)
print("y_max: " + str(y_max))
#y_max=np.max(y)
y_arg_max = np.argmax(y)
y /= y_max
print("Value at n_p: %f" % (20 * np.log10(y[n_p]), ))
print("Value at n_d: %f" % (20 * np.log10(y[n_d]), ))
print("Location of peak: %d" % (y_arg_max, ))
print("Desired peak: %d" % (n_p, ))
print("n_d: %d" % (n_d, ))
s = np.zeros_like(y)
s[0] = 1
b_, a_ = get_filter_coeffs(b, 1 / y_max)
print("b_: " + str(b_))
print("a_: " + str(a_))
y_f, v_n = signal.lfilter(b_, a_, s, zi=[0, 0])
print("v_n_: " + str(signal.lfiltic(b_, a_, y_f[::-1], [0, 0])))
print("v_n: " + str(v_n))
plt.plot(n, 20 * np.log10(y), label='computed')
plt.plot(n, 20 * np.log10(y_f), label='filter')
y_f_2, _ = signal.lfilter(b_, a_, y_f, zi=[0, 0])
plt.plot(n, 20 * np.log10(y_f_2 / np.max(y_f_2)), label='filter2')
plt.legend()
def test_2d_decimate_active(self):
shape = self.shape2D
known_data = np.random.normal(size=shape).astype(np.float32).view(
np.complex64)
idata = bf.ndarray(known_data, space='cuda')
odata = bf.empty((idata.shape[0] // 2, idata.shape[1]),
dtype=idata.dtype,
space='cuda')
coeffs = self.coeffs * 1.0
coeffs.shape += (1, )
coeffs = np.repeat(coeffs, idata.shape[1], axis=1)
coeffs.shape = (coeffs.shape[0], idata.shape[1])
coeffs = bf.ndarray(coeffs, space='cuda')
fir = Fir()
fir.init(coeffs, 2)
fir.execute(idata, odata)
fir.execute(idata, odata)
odata = odata.copy('system')
for i in range(known_data.shape[1]):
zf = lfiltic(self.coeffs, 1.0, 0.0)
known_result, zf = lfilter(self.coeffs,
1.0,
known_data[:, i],
zi=zf)
known_result, zf = lfilter(self.coeffs,
1.0,
known_data[:, i],
zi=zf)
known_result = known_result[0::2]
compare(odata[:, i], known_result)
def initializeFilter(self):
# Read impulse response.
self.rawImpulseResponse = []
with open(self.filename,'rb') as csvfile:
reader = csv.reader(csvfile,delimiter=' ', quotechar='|')
for row in reader:
self.rawImpulseResponse.append(float(row[1]))
# Window it.
self.windowedImpulseResponse = self.rawImpulseResponse * self.window
# Now normalize it.
# This is what *we* call an impulse response.
self.impulseResponse = self.windowedImpulseResponse/np.linalg.norm(self.windowedImpulseResponse)
# Store the impulse peak normalization
# This is what you normalize an impulse by.
self.impulseNorm = (np.max(self.impulseResponse) - np.min(self.impulseResponse))/2
# Generate an IIR from it.
self.filter = prony.prony(self.impulseResponse,
self.order,
self.order)
# And construct the initial conditions.
self.filterState = lfiltic(self.filter[0],
self.filter[1],
np.zeros(len(self.filter[1]-1)),
np.zeros(len(self.filter[0]-1)))
def butter_bandpass_filter(data, lowcut=180000000.0, highcut=1200000000.0, fs=2600000000.0, order=8):
from noise import generate_noise
b, a = butter_bandpass(lowcut, highcut, fs, order=order)
y = generate_noise(len(a),noise_sigma=32.0,filter_flag=0)
x = np.linspace(0.0,(1.0/fs)*len(data),len(b))
zi = lfiltic(b,a,y,x)
y,zf = lfilter(b,a,data,zi=zi)
return y
def make_filter_func(b, a):
zi = lfiltic(b, a, [])
def filter_func(x):
y, zi[:] = lfilter(b, a, x, zi=zi)
return y
return filter_func
def datfilt(dat, channels, out, order, highpass, lowpass, filttype):
params = read_metadata(dat)
dtype = params["dtype"]
nchannels = params["n_channels"]
rate = params["sampling_rate"]
if highpass:
params["highpass"] = highpass
if lowpass:
params["lowpass"] = lowpass
params["filter_order"] = order
if not channels:
channels = np.arange(nchannels) # select all channels
params["filter_channels"] = channels
if not out:
out = dat + "_filt.dat"
# load and reshape dat file
data = np.memmap(dat, dtype=dtype, mode="r").reshape(-1, nchannels)
if filttype == "butter":
fil = butter
elif filttype == "bessel":
fil = bessel
else:
raise Exception("filter must be 'butter' or 'bessel'")
if highpass and not lowpass:
coefs = [fil(order, highpass /
(rate / 2.), btype="highpass")] * nchannels
elif lowpass and not highpass:
coefs = [fil(order, lowpass /
(rate / 2.), btype="lowpass")] * nchannels
elif lowpass and highpass:
coefs = [
fil(order,
np.array((highpass, lowpass)) / (rate / 2.),
btype="bandpass")
] * nchannels
else:
raise Exception("must set either '--lowpass' or '--highpass'")
states = [lfiltic(c[0], c[1], [0]) for c in coefs]
copyfile(dat, out) # make a copy of the data to write over
outdat = np.memmap(out, dtype=dtype, mode="r+", shape=data.shape)
for i in range(0, len(data), BUFFER_SIZE):
for c in channels:
buffer = data[i:i + BUFFER_SIZE, c]
outdat[i:i + BUFFER_SIZE, c], states[c] = lfilter(coefs[c][0],
coefs[c][1],
buffer,
zi=states[c])
# run filter backwards (zero phase)
for i in list(range(0, len(data), BUFFER_SIZE))[::-1]:
for c in channels:
buffer = data[i:i + BUFFER_SIZE, c][::-1]
newbuffer, states[c] = lfilter(coefs[c][0],
coefs[c][1],
buffer,
zi=states[c])
outdat[i:i + BUFFER_SIZE, c] = newbuffer[::-1]
write_metadata(out, **params)
def miso_lfilter(ar, ma, x, useic=False):
"""
Filter multiple time series into a single time series.
Uses a convolution to merge inputs, and then lfilter to produce output.
Parameters
----------
ar : array_like
The coefficients of autoregressive lag polynomial including lag zero,
ar(L) in the expression ar(L)y_t.
ma : array_like, same ndim as x, currently 2d
The coefficient of the moving average lag polynomial, ma(L) in
ma(L)x_t.
x : array_like
The 2-d input data series, time in rows, variables in columns.
useic : bool
Flag indicating whether to use initial conditions.
Returns
-------
y : ndarray
The filtered output series.
inp : ndarray, 1d
The combined input series.
Notes
-----
currently for 2d inputs only, no choice of axis
Use of signal.lfilter requires that ar lag polynomial contains
floating point numbers
does not cut off invalid starting and final values
miso_lfilter find array y such that:
ar(L)y_t = ma(L)x_t
with shapes y (nobs,), x (nobs, nvars), ar (narlags,), and
ma (narlags, nvars).
"""
ma = array_like(ma, 'ma')
ar = array_like(ar, 'ar')
inp = signal.correlate(x, ma[::-1, :])[:, (x.shape[1] + 1) // 2]
# for testing 2d equivalence between convolve and correlate
# inp2 = signal.convolve(x, ma[:,::-1])[:, (x.shape[1]+1)//2]
# np.testing.assert_almost_equal(inp2, inp)
nobs = x.shape[0]
# cut of extra values at end
# TODO: initialize also x for correlate
if useic:
return signal.lfilter([1],
ar,
inp,
zi=signal.lfiltic(np.array([1., 0.]), ar,
useic))[0][:nobs], inp[:nobs]
else:
return signal.lfilter([1], ar, inp)[:nobs], inp[:nobs]
def recursive_filter(x, ar_coeff, init=None):
'''
Autoregressive, or recursive, filtering.
Parameters
----------
x : array-like
Time-series data. Should be 1d or n x 1.
ar_coeff : array-like
AR coefficients in reverse time order. See Notes
init : array-like
Initial values of the time-series prior to the first value of y.
The default is zero.
Returns
-------
y : array
Filtered array, number of columns determined by x and ar_coeff. If a
pandas object is given, a pandas object is returned.
Notes
-----
Computes the recursive filter ::
y[n] = ar_coeff[0] * y[n-1] + ...
+ ar_coeff[n_coeff - 1] * y[n - n_coeff] + x[n]
where n_coeff = len(n_coeff).
'''
_pandas_wrapper = _maybe_get_pandas_wrapper(x)
x = np.asarray(x).squeeze()
ar_coeff = np.asarray(ar_coeff).squeeze()
if x.ndim > 1 or ar_coeff.ndim > 1:
raise ValueError('x and ar_coeff have to be 1d')
if init is not None: # integer init are treated differently in lfiltic
if len(init) != len(ar_coeff):
raise ValueError("ar_coeff must be the same length as init")
init = np.asarray(init, dtype=float)
if init is not None:
zi = signal.lfiltic([1], np.r_[1, -ar_coeff], init, x)
else:
zi = None
y = signal.lfilter([1.], np.r_[1, -ar_coeff], x, zi=zi)
if init is not None:
result = y[0]
else:
result = y
if _pandas_wrapper:
return _pandas_wrapper(result)
return result
def LPC(previous_sig, next_sig, gap_start, gap_end, lpc_order):
target_length = gap_end - gap_start
ab, _, _ = _arburg2(previous_sig, lpc_order)
Zb = lfiltic(b=[1], a=ab, y=previous_sig[:-lpc_order - 1:-1])
forw_pred, _ = lfilter(b=[1], a=ab, x=np.zeros((target_length)), zi=Zb)
next_sig = np.flipud(next_sig)
af, _, _ = _arburg2(next_sig, lpc_order)
Zf = lfiltic([1], af, next_sig[:-lpc_order - 1:-1])
backw_pred, _ = lfilter([1], af, np.zeros((target_length)), zi=Zf)
backw_pred = np.flipud(backw_pred)
t = np.linspace(0, np.pi / 2, target_length)
sqCos = np.cos(t)**2
sigout = sqCos * forw_pred + np.flipud(sqCos) * backw_pred
return sigout
def recursive_filter(x, ar_coeff, init=None):
'''
Autoregressive, or recursive, filtering.
Parameters
----------
x : array-like
Time-series data. Should be 1d or n x 1.
ar_coeff : array-like
AR coefficients in reverse time order. See Notes
init : array-like
Initial values of the time-series prior to the first value of y.
The default is zero.
Returns
-------
y : array
Filtered array, number of columns determined by x and ar_coeff. If a
pandas object is given, a pandas object is returned.
Notes
-----
Computes the recursive filter ::
y[n] = ar_coeff[0] * y[n-1] + ...
+ ar_coeff[n_coeff - 1] * y[n - n_coeff] + x[n]
where n_coeff = len(n_coeff).
'''
_pandas_wrapper = _maybe_get_pandas_wrapper(x)
x = np.asarray(x).squeeze()
ar_coeff = np.asarray(ar_coeff).squeeze()
if x.ndim > 1 or ar_coeff.ndim > 1:
raise ValueError('x and ar_coeff have to be 1d')
if init is not None: # integer init are treated differently in lfiltic
if len(init) != len(ar_coeff):
raise ValueError("ar_coeff must be the same length as init")
init = np.asarray(init, dtype=float)
if init is not None:
zi = signal.lfiltic([1], np.r_[1, -ar_coeff], init, x)
else:
zi = None
y = signal.lfilter([1.], np.r_[1, -ar_coeff], x, zi=zi)
if init is not None:
result = y[0]
else:
result = y
if _pandas_wrapper:
return _pandas_wrapper(result)
return result
def __init__(self, hp_3dBHz=4, fs=250, filter_order=4):
self.fs = fs
self.filter_order = filter_order
self.hp_3dBHz = hp_3dBHz
if (self.hp_3dBHz >= 0) and (self.filter_order >= 0) and (
self.hp_3dBHz is not None) and (self.filter_order is not None):
b, a = butter_highpass(self.hp_3dBHz, self.fs, self.filter_order)
self.a = a
self.b = b
self.zi = signal.lfiltic(self.b, self.a, [0])
def initializeFilterFlatHistory(self, yout, yin=None):
'''Initialize filter assuming the history has been a constant signal with output yout
and, input yin (if None, assumed to be equal to yout)'''
yout = np.ones(self.order) * yout
if yin is None:
yin = yout
else:
yin = np.ones(self.order) * yin
self.zi = scs.lfiltic(self.b, self.a, y=yout, x=yin)
def miso_lfilter(ar, ma, x, useic=False):
'''
use nd convolution to merge inputs,
then use lfilter to produce output
arguments for column variables
return currently 1d
Parameters
----------
ar : array_like, 1d, float
autoregressive lag polynomial including lag zero, ar(L)y_t
ma : array_like, same ndim as x, currently 2d
moving average lag polynomial ma(L)x_t
x : array_like, 2d
input data series, time in rows, variables in columns
Returns
-------
y : array, 1d
filtered output series
inp : array, 1d
combined input series
Notes
-----
currently for 2d inputs only, no choice of axis
Use of signal.lfilter requires that ar lag polynomial contains
floating point numbers
does not cut off invalid starting and final values
miso_lfilter find array y such that::
ar(L)y_t = ma(L)x_t
with shapes y (nobs,), x (nobs,nvars), ar (narlags,), ma (narlags,nvars)
'''
ma = array_like(ma, 'ma')
ar = array_like(ar, 'ar')
inp = signal.correlate(x, ma[::-1, :])[:, (x.shape[1] + 1) // 2]
# for testing 2d equivalence between convolve and correlate
# inp2 = signal.convolve(x, ma[:,::-1])[:, (x.shape[1]+1)//2]
# np.testing.assert_almost_equal(inp2, inp)
nobs = x.shape[0]
# cut of extra values at end
# TODO: initialize also x for correlate
if useic:
return signal.lfilter([1], ar, inp,
zi=signal.lfiltic(np.array([1., 0.]), ar,
useic))[0][:nobs], inp[:nobs]
else:
return signal.lfilter([1], ar, inp)[:nobs], inp[:nobs]
def __init__(self, hp_3dBHz=8, lp_3dBHz=12, fs=250, filter_order=4):
self.fs = fs
self.filter_order = filter_order
self.hp_3dBHz = hp_3dBHz
self.lp_3dBHz = lp_3dBHz
b, a = butter_bandpass(self.hp_3dBHz, self.lp_3dBHz, self.fs,
self.filter_order)
self.a = a
self.b = b
self.zi = signal.lfiltic(self.b, self.a,
[0] * (max(len(self.a), len(self.b)) - 1))
def __init__(self, lp_3dBHz=4, fs=250, filter_order=4):
self.fs = fs
self.filter_order = filter_order
self.lp_3dBHz = lp_3dBHz
if (self.lp_3dBHz >= 0) and (self.filter_order >= 0) and (
self.lp_3dBHz is not None) and (self.filter_order is not None):
b, a = butter_lowpass(self.lp_3dBHz, self.fs, self.filter_order)
self.a = a
self.b = b
self.zi = signal.lfiltic(self.b, self.a,
[0] * (max(len(self.a), len(self.b)) - 1))
def step(self, node):
b, a, x = node.getIn('B'), node.getIn('A'), node.getIn('X')
if node.state is None:
node.state = signal.lfilter_zi(b, a)
result = signal.lfilter(b, a, x, zi=node.state)
if node.state is None:
data = result
node.state = signal.lfiltic(b, a, data, x)
else:
data, node.state = result
print(x.shape, x.dtype, data.shape, data.dtype)
node.setOut('Y', data)
def PLL(xr, tipo, xi, omega, f0, Ts):
""" Retorna las salidas del PLL dada la condición inicial y sus parámetros.
Parámetros
----------
xr : list
Señal de entrada representada con una lista con N elementos de la forma [x,y].
Tipo : str
Filtro que se utiliza dentro del PLL.
xi : float
Coeficiente de amortiguamiento del filtro.
omega : float
Pulsación propia del filtro.
f0 : float
Frecuencia de oscilación natural del VCO.
Ts : float
Período de muestreo de la señal de entrada.
Retorna
-------
xr : list
Señal de entrada representada con una lista con N elementos de la forma [x,y].
xd : list
Señal de salida del detector de fase.
xc : list
Señal de salida del filtro.
xv : list
Señal de salida del VCO.
"""
R = traductor(tipo, omega, xi) # Primero arma la condición inicial
coeficientes = coef_filtro(tipo, R, R, R, Ts)
if tipo == 'rc': # Calcula la ganancia de lazo del VCO
K = omega / (2 * xi)
elif tipo == 'lead-lag activo':
K = 2 * xi * omega
xd = [[0, 0]]
xc = [[0, 0]] # Antes de entrar la señal, los pasos intermedios son cero
xv = [[0, 0]] # Para el detector de fase
ph = 0 # fase de la salida inicial del VCO, xv
zi = xd[0][1] * signal.lfiltic(coeficientes[0], coeficientes[1], [0])
for i in range(len(xr)): # Itera sobre cada elemento
xd.append(detector([xr[i]], [xv[-1]])[-1]) # 1ro. el detector de fase
xc_, zi = filtro([xd[-1]], zi, tipo, R, R, R, Ts) # 2do. el filtro
xc.append(xc_[-1])
xv_, ph = vco([xc[-1]], Ts, K, f0, ph) # 3ro. el VCO
xv.append(xv_[-1])
return xr, xd, xc, xv, K
def ewma(x, alpha, v0=0): ''' Causal exponential moving average implemented using scipy.signal.lfilter. With alpha as the forgetting factor close to one, x the signal to filter. Optionally, an initial estimate can be provided with the float v0. ''' b, a = ewma_filter(alpha) x = np.atleast_1d(x).flatten() v0 = float(v0) zi = signal.lfiltic(b, a, [v0]) return signal.lfilter(b, a, x, zi=zi)[0]
def __init__(self, reference, fir_coefficients=None, fir_fs=None,
check_mode=None):
# Convert to a Numpy record array (with named fields) to facilitate data
# indexing and sorting
#self.reference = np.array(reference).T.astype(calibration_dtype)
reference = np.asanyarray(reference)
self.reference = np.rec.fromarrays(reference.T, dtype=calibration_dtype)
self.reference.sort(axis=0)
self.ref_gains = np.unique(self.reference['gain'])
self.ref_voltages = np.unique(self.reference['voltage'])
self.ref_frequencies = np.unique(self.reference['frequency'])
self.ref_spl = self.reference['spl']
self.ref_phi = self.reference['phase']
# Ensure that valid error-checking modes were passed for check_mode
valid_modes = (None, 'exact', 'bounds')
mode_error = 'Invalid mode for check_bounds'
if type(check_mode) == type({}):
if self.check_mode['gain'] not in valid_modes:
raise ValueError, mode_error
if self.check_mode['voltage'] not in valid_modes:
raise ValueError, mode_error
if self.check_mode['frequency'] not in valid_modes:
raise ValueError, mode_error
self.check_mode = check_mode
elif check_mode not in valid_modes:
raise ValueError, 'Invalid mode %s for check_bounds' % check_mode
else:
self.check_mode = {}
self.check_mode['gain'] = check_mode
self.check_mode['voltage'] = check_mode
self.check_mode['frequency'] = check_mode
# Reformat reference into a 3D arrays that we can use for trilinear
# interpolation to estimate max SPL and average phase shift.
gains = len(self.ref_gains)
voltages = len(self.ref_voltages)
frequencies = len(self.ref_frequencies)
new_shape = gains, voltages, frequencies
self.ref_spl.shape = new_shape
self.ref_phi.shape = new_shape
# Prepare the FIR coefficients for use
self.fir_coefficients = fir_coefficients
if fir_coefficients is not None:
self.fir_zi = signal.lfiltic(fir_coefficients, 1, 0)
if fir_fs is None:
mesg = 'Must provide sampling frequency for fir_coefficients'
raise ValueError(mesg)
self.fir_fs = fir_fs
def apply_(self, d):
b, a = self.filter
if self.zi == []:
self.zi = [signal.lfiltic(b, a, np.zeros(b.size)) for fi in range(d.nfeatures)]
new_zi = []
xs = []
for i in range(d.nfeatures):
xi, zii = signal.lfilter(b, a, d.xs[:, i], zi=self.zi[i])
xs.append(xi.reshape(-1, 1))
new_zi.append(zii)
self.zi = new_zi
return DataSet(xs=np.hstack(xs), default=d)
def apply_(self, d):
b, a = self.filter
if self.zi == []:
self.zi = [signal.lfiltic(b, a, np.zeros(b.size)) for fi in
range(d.nfeatures)]
data, new_zi = signal.lfilter(b, a, d.data, zi=self.zi, axis=self.axis)
#new_zi = []
#data = []
#for i in range(d.nfeatures):
# xi, zii = signal.lfilter(b, a, d.data[i, :], zi=self.zi[i])
# data.append(xi[np.newaxis, :])
# new_zi.append(zii)
self.zi = new_zi
return DataSet(data=data, default=d)
def postprocess(self,fbin,data,field_name=None):
""" Given a freebird_bin object and the data array,
returns a list of tuples [(field_name,field_values,units),...]
for new fields generated from the postprocessing
For squid, assumes that there is a 'counts' field.
field_name is either the name of a field in data, or some prefix
for several fields, useful when multiple instruments of the same
type are logged together, and are differentiated by some prefix.
"""
field_name=field_name or 'counts'
raw=data['counts']
# Convert to voltage:
Vx=raw*4.096 / 32768.0
Y=(Vx-self.squid_cal.a)/self.squid_cal.b
C_dC=10*Y/self.sbe7_cal.K
f_s=fbin.sample_rate_hz()
# 1st order,
# Wn=1.0/((f_s/2)*2*np.pi*self.squid_cal.Gd)
# f_s=512Hz nyq=256Hz 256*2pi rad
# Gd=0.02 s, so this should be a 7.98Hz cutoff
[b,a]=butter(1,1.0/((f_s/2)*2*np.pi*self.squid_cal.Gd))
zi=lfiltic(b,a,[C_dC[0],C_dC[0]])
C,zf=lfilter(b,a,C_dC,zi=zi)
# conductance * cell constant * S/m to mS/cm
fields=[('cond',C,'mS/cm'),('cond_emph',C_dC,'mS/cm')]
if self.mag_cal is not None:
cal_mag = self.mag_cal.adjust(data['imu_m'])
fields.append( ('cal_imu_m',cal_mag,'counts') )
# Remove offset from gyro, and scale based on the MPU6050 reference Arduino
# code setting the gyro sensitivity to 250deg/s
# Full scale is [-32768,32767]
fields.append( ('cal_imu_g',(data['imu_g'] - data['imu_g'].mean(axis=0))*250./32768,'deg/s') )
return fields
def setup(self, channels=None, samplerate=None,
blocksize=None, totalframes=None):
super(IRITStartSeg, self).setup(channels,
samplerate,
blocksize,
totalframes)
self.input_blocksize = int(0.02 * samplerate)
self.input_stepsize = int(0.008 * samplerate)
sr = float(samplerate)
lowFreq = 100.0
highFreq = sr / 5
f1 = lowFreq / sr
f2 = highFreq / sr
numtaps = 10
self.filtre = firwin(numtaps=numtaps, cutoff=[f1, f2], pass_zero=False)
self.filtre_z = lfiltic(b=self.filtre, a=1, y=0) # Initial conditions
def _rebuildFilter(self):
"""rebuild the filter initial condition based upon current state
"""
if self.aCmplx:
self._a = self._convertCmplx(self.a)
else:
self._a = self.a
if self.bCmplx:
self._b = self._convertCmplx(self.b)
else:
self._b = self.b
#set up the initial conditions based up on our filters and our history
self.zi = lfiltic(self._b,self._a,self.lastY, self.lastX)
oldOutputCmplx = self.outputCmplx
#if the taps are complex or the initial condition is complex we will be complex
if self.aCmplx or self.bCmplx:
self.outputCmplx = True
#if we are changing between real and complex modes force an sri update to reflect this
if (oldOutputCmplx != self.outputCmplx):
self.forceSriUpdate = True
self.updateFilter=False
def process(self, data):
if self.zi is None:
# initial pass, get ICs from filter coefficients
zi = signal.lfilter_zi(self.b, self.a)
self.zi = np.tile(zi, (data.shape[1], 1)).T
else:
# subsequent passes get ICs from previous input/output
num_ch = data.shape[1]
K = max(len(self.a)-1, len(self.b)-1)
self.zi = np.zeros((K, num_ch))
# unfortunately we have to get zi channel by channel
for c in range(data.shape[1]):
self.zi[:, c] = signal.lfiltic(
self.b,
self.a,
self.y_prev[-(self.overlap+1)::-1, c],
self.x_prev[-(self.overlap+1)::-1, c])
out, zf = signal.lfilter(
self.b, self.a, data, axis=0, zi=self.zi)
self.x_prev = data
self.y_prev = out
return out
lwdfilter = Filter(order,wn,coeff_scale,rs=70,ftype=ftype,dtype=dtype)
# lwdfilter = Filter(order,wn,coeff_scale,'butter',dtype=np.int32)
# lwdfilter = Filter(order,wn,coeff_scale,'butter',dtype=dtype)
# Perform sample-by-sample filtering
ir_out = []
for x in ir:
temp = lwdfilter.push(x)
if dtype==np.float:
ir_out.append((temp[0]+temp[1])/(2.0*(1<<coeff_scale)))
else:
ir_out.append((temp[0]+temp[1]+(1<<coeff_scale))>>(coeff_scale+1))
# Compare with SciPy equivalent
if ftype=='cheby1':
(B,A) = signal.iirfilter(order, wn, rp=1,btype='lowpass', analog=0, ftype='cheby1', output='ba')
elif ftype=='cheby2':
(B,A) = signal.iirfilter(order, wn, rs=rs,btype='lowpass', analog=0, ftype='cheby2', output='ba')
else:
(B,A) = signal.iirfilter(order, wn, btype='lowpass', analog=0, ftype=ftype, output='ba')
zf = signal.lfiltic(B,A,np.zeros(len(A)-1), np.zeros(len(B)-1))
ir_comp, zf = signal.lfilter(B,A,ir,zi=zf)
# Plot the data
plt.plot(ir, 'k-', linewidth=2.0)
plt.plot(ir_comp, 'r-', linewidth=2.0)
plt.plot(ir_out, 'b-', linewidth=2.0)
plt.grid()
plt.legend(('Raw data', 'SciPy filtered - float32', 'LWDF - int32'), loc='upper left')
plt.show()
def arma_acovf(ar, ma, nobs=10, sigma2=1, dtype=None):
"""
Theoretical autocovariance function of ARMA process
Parameters
----------
ar : array_like, 1d
coefficient for autoregressive lag polynomial, including zero lag
ma : array_like, 1d
coefficient for moving-average lag polynomial, including zero lag
nobs : int
number of terms (lags plus zero lag) to include in returned acovf
sigma2 : float
Variance of the innovation term.
Returns
-------
acovf : array
autocovariance of ARMA process given by ar, ma
See Also
--------
arma_acf
acovf
References
----------
Brockwell, Peter J., and Richard A. Davis. 2009.
Time Series: Theory and Methods. 2nd ed. 1991.
New York, NY: Springer.
"""
if dtype is None:
dtype = np.common_type(np.array(ar), np.array(ma), np.array(sigma2))
p = len(ar) - 1
q = len(ma) - 1
m = max(p, q) + 1
if sigma2.real < 0:
raise ValueError('Must have positive innovation variance.')
# Short-circuit for trivial corner-case
if p == q == 0:
out = np.zeros(nobs, dtype=dtype)
out[0] = sigma2
return out
# Get the moving average representation coefficients that we need
ma_coeffs = arma2ma(ar, ma, lags=m)
# Solve for the first m autocovariances via the linear system
# described by (BD, eq. 3.3.8)
A = np.zeros((m, m), dtype=dtype)
b = np.zeros((m, 1), dtype=dtype)
# We need a zero-right-padded version of ar params
tmp_ar = np.zeros(m, dtype=dtype)
tmp_ar[:p + 1] = ar
for k in range(m):
A[k, :(k + 1)] = tmp_ar[:(k + 1)][::-1]
A[k, 1:m - k] += tmp_ar[(k + 1):m]
b[k] = sigma2 * np.dot(ma[k:q + 1], ma_coeffs[:max((q + 1 - k), 0)])
acovf = np.zeros(max(nobs, m), dtype=dtype)
acovf[:m] = np.linalg.solve(A, b)[:, 0]
# Iteratively apply (BD, eq. 3.3.9) to solve for remaining autocovariances
if nobs > m:
zi = signal.lfiltic([1], ar, acovf[:m:][::-1])
acovf[m:] = signal.lfilter([1], ar, np.zeros(nobs - m, dtype=dtype),
zi=zi)[0]
return acovf[:nobs]
def removeTides(dc, dt=None, gapFactor=20, T=T_M2):
"""A low-pass filter to remove tidal signal from the data"""
from scipy import signal
time = dc.time.array
vals = dc.data
if dt is None:
dt = np.diff(time).mean()
# try to calculate exact dt by omitting large gaps
gaps, ranges, t = dc.detectGaps(dt=dt, gapFactor=gapFactor)
diff = []
for i in range(ranges.shape[0]):
twin = time[ranges[i, 0]:ranges[i, 1]]
diff.append(np.diff(twin))
diff = np.concatenate(tuple(diff), axis=0)
dt = diff.mean()
# filter design, low-pass butterworth
T0 = (2 * dt) # period of Nyquist frequency
Tpass = 8 * T # period of pass frequency
Gpass = 3.0 # max dB loss in pass band
Tstop = 1 * T # period of stop frequency
Gstop = 30.0 # min dB atennuation in stop band
o, Wn = signal.buttord(T0 / Tpass, T0 / Tstop, Gpass, Gstop)
if o < 0:
raise Exception(
'Cannot create tidal filter. Data sampling frequency may be too low, dt=' +
str(dt))
b, a = signal.butter(o, Wn, 'low')
# filter each contiquous data range separately
npoints, nfields, ntime = vals.shape
for k in range(nfields):
for j in range(npoints):
newvals = []
newtime = []
for i in range(ranges.shape[0]):
twin = time[ranges[i, 0]:ranges[i, 1]]
vwin = vals[j, k, ranges[i, 0]:ranges[i, 1]]
if len(vwin) > 3*len(a):
try:
# default forward-backward filter
# filtered = signal.filtfilt(b, a, vwin, padtype='constant')
# forward-backward filter with custom boundary conditions
# pad with mean of 1/2 pass window length
N_init = int(np.ceil(Tpass/dt/2))
# forward filter
x_init = vwin[:N_init]
y_init = x_init.mean()*np.ones_like(x_init)
z_init = signal.lfiltic(b, a, y_init, x_init)
filtered = signal.lfilter(b, a, vwin, zi=z_init)[0]
# backward filter
x_init = vwin[-N_init:][::-1]
y_init = x_init.mean()*np.ones_like(x_init)
z_init = signal.lfiltic(b, a, y_init, x_init)
filtered = signal.lfilter(b, a, filtered[::-1], zi=z_init)[0]
filtered = filtered[::-1]
newvals.append(filtered)
newtime.append(twin)
except Exception as e:
print a.shape, vwin.shape
raise e
newvals = np.concatenate(tuple(newvals), axis=0)
if j == 0 and k == 0:
data_out = np.zeros((npoints, nfields, len(newvals)))
time_out = np.concatenate(tuple(newtime), axis=0)
data_out[j, k, :] = newvals
ta = timeArray.timeArray(time_out, 'epoch')
dc2 = dc.interpolateInTime(ta)
dc2.data = data_out
return dc2
def step(self,responses):
retinal_image = nx.asarray( responses )
retinal_image = retinal_image.astype( self.compute_typecode )
assert retinal_image.shape == (self.n_receptors,)
self._retinal_image = retinal_image[:,nx.newaxis] # we operate on rank-2 arrays
if self.do_luminance_adaptation:
if self.zi_luminance_adaptation is None:
# This is the first step, so find filter coefficients
# that produce zero output to produce perfectly
# adapted filter state.
y = nx.zeros_like(self._retinal_image)
x = self._retinal_image
n_elements_state_vec = max(len(self.b_lum_adapt),len(self.b_lum_adapt))-1
zi_shape = (self.n_receptors,n_elements_state_vec)
if 0:
self.zi_luminance_adaptation = signal.lfiltic(
self.b_lum_adapt, self.a_lum_adapt, y, x, axis=1)
else:
self.zi_luminance_adaptation = nx.zeros( zi_shape,
self.compute_typecode )
for i in range(self.n_receptors):
this_zi = signal.lfiltic(
self.b_lum_adapt, self.a_lum_adapt, y[i,:], x[i,:])
self.zi_luminance_adaptation[i,:] = this_zi.astype(
self.compute_typecode)
del y
del x
if zi_shape != self.zi_luminance_adaptation.shape:
print 'wanted shape %s, got shape %s'%(
str(zi_shape),str(self.zi_luminance_adaptation.shape))
raise ValueError('shape wrong')
test_zero, tmpzi = signal.lfilter(self.b_lum_adapt,
self.a_lum_adapt,
self._retinal_image,
axis=1,
zi=self.zi_luminance_adaptation)
epsilon = 1e-5
if test_zero.max() > epsilon:
raise ValueError("maximum value shouldn't be greater than epsilon")
(self._luminance_adapted,
self.zi_luminance_adaptation) = signal.lfilter(self.b_lum_adapt,
self.a_lum_adapt,
self._retinal_image,
axis=1,
zi=self.zi_luminance_adaptation)
#print 'set self._luminance_adapted'
else:
self._luminance_adapted = self._retinal_image
# early vision (photoreceptor/LMC) filtering
if not self.skip_earlyvis:
self._earlyvis, self.zi_earlyvis = signal.lfilter(self.b_earlyvis,
self.a_earlyvis,
self._luminance_adapted,
axis=1,
zi=self.zi_earlyvis)
else:
self._earlyvis = self._retinal_image
if self.early_contrast_saturation_params is not None:
tmp = self.early_contrast_saturation_params
csat_type = tmp[0]
if csat_type == 'tanh+lin':
a, b = self.early_contrast_saturation_params[1:]
self._early_contrast_saturated = numpy.tanh( self._earlyvis * a) + self._earlyvis*b
elif csat_type == 'tanh':
a = self.early_contrast_saturation_params[1]
self._early_contrast_saturated = numpy.tanh( self._earlyvis * a)
else:
raise ValueError('unknown contrast saturation type: %s'%csat_type)
else:
self._early_contrast_saturated = self._earlyvis
# high pass filter if necessary
if self.do_highpass:
self._U, self.zi_hp = signal.lfilter(self.b_hp,
self.a_hp,
self._early_contrast_saturated,
axis=1,
zi=self.zi_hp)
else:
self._U = self._early_contrast_saturated # undelayed is just early vision filtering
# emd lowpass filter
self._D, self.zi_emd = signal.lfilter(self.b_emd,
self.a_emd,
self._U,axis=1,
zi=self.zi_emd)
self._U_pre_saturation = self._U
self._D_pre_saturation = self._D
if self.preEMD_saturation_s is not None:
# compression/saturation, a la Dror. 2001, eqn. 5
## sU = self.preEMD_saturation_s*self._U
## self._U = nx.tanh(sU)
## print sU[:5],'->',self._U[:5]
self._U = nx.tanh(self.preEMD_saturation_s*self._U)
self._D = nx.tanh(self.preEMD_saturation_s*self._D)
# half correlators
# A * Bdelayed
self._subunit_A_Bd = self._U[self.emd_sideA_idxs] * self._D[self.emd_sideB_idxs]
# Adelayed * B
self._subunit_Ad_B = self._D[self.emd_sideA_idxs] * self._U[self.emd_sideB_idxs]
# flicker insensitive
if self.sign_convention:
self.emd_outputs = (self.weights_A*self._subunit_A_Bd -
self.S*self.weights_B*self._subunit_Ad_B)
else:
self.emd_outputs = (self.S*self.weights_B*self._subunit_Ad_B -
self.weights_A*self._subunit_A_Bd)
return self.emd_outputs[:,0] # make rank-1
def miso_lfilter(ar, ma, x, useic=False):
'''
use nd convolution to merge inputs,
then use lfilter to produce output
arguments for column variables
return currently 1d
Parameters
----------
ar : array_like, 1d, float
autoregressive lag polynomial including lag zero, ar(L)y_t
ma : array_like, same ndim as x, currently 2d
moving average lag polynomial ma(L)x_t
x : array_like, 2d
input data series, time in rows, variables in columns
Returns
-------
y : array, 1d
filtered output series
inp : array, 1d
combined input series
Notes
-----
currently for 2d inputs only, no choice of axis
Use of signal.lfilter requires that ar lag polynomial contains
floating point numbers
does not cut off invalid starting and final values
miso_lfilter find array y such that::
ar(L)y_t = ma(L)x_t
with shapes y (nobs,), x (nobs,nvars), ar (narlags,), ma (narlags,nvars)
'''
ma = np.asarray(ma)
ar = np.asarray(ar)
#inp = signal.convolve(x, ma, mode='valid')
#inp = signal.convolve(x, ma)[:, (x.shape[1]+1)//2]
#Note: convolve mixes up the variable left-right flip
#I only want the flip in time direction
#this might also be a mistake or problem in other code where I
#switched from correlate to convolve
# correct convolve version, for use with fftconvolve in other cases
#inp2 = signal.convolve(x, ma[:,::-1])[:, (x.shape[1]+1)//2]
inp = signal.correlate(x, ma[::-1,:])[:, (x.shape[1]+1)//2]
#for testing 2d equivalence between convolve and correlate
#np.testing.assert_almost_equal(inp2, inp)
nobs = x.shape[0]
# cut of extra values at end
#todo initialize also x for correlate
if useic:
return signal.lfilter([1], ar, inp,
#zi=signal.lfilter_ic(np.array([1.,0.]),ar, ic))[0][:nobs], inp[:nobs]
zi=signal.lfiltic(np.array([1.,0.]),ar, useic))[0][:nobs], inp[:nobs]
else:
return signal.lfilter([1], ar, inp)[:nobs], inp[:nobs]
e[t] = x[t] - y[t]
for t in range(maxlag, nobs):
#wrong broadcasting, 1d only
y[t] = (x[t-arlag:t] * arcoefs_r).sum(0) + (e[t-malag:t] * macoefs_r).sum(0)
e[t] = x[t] - y[t]
return y, e
arcoefs, macoefs = -np.array([1, -0.8, 0.2])[1:], np.array([1., 0.5, 0.1])[1:]
print armaloop(arcoefs, macoefs, np.ones(10))
print armaloop([0.8], [], np.ones(10))
print armaloop([0.8], [], np.arange(2,10))
y, e = armaloop([0.1], [0.8], np.arange(2,10))
print e
print signal.lfilter(np.array([1, -0.1]), np.array([1., 0.8]), np.arange(2,10))
y, e = armaloop([], [0.8], np.ones(10))
print e
print signal.lfilter(np.array([1, -0.]), np.array([1., 0.8]), np.ones(10))
ic=signal.lfiltic(np.array([1, -0.1]), np.array([1., 0.8]), np.ones([0]), np.array([1]))
print signal.lfilter(np.array([1, -0.1]), np.array([1., 0.8]), np.ones(10), zi=ic)
zi = signal.lfilter_zi(np.array([1, -0.8, 0.2]), np.array([1., 0, 0]))
print signal.lfilter(np.array([1, -0.1]), np.array([1., 0.8]), np.ones(10), zi=zi)
print signal.filtfilt(np.array([1, -0.8]), np.array([1.]), np.ones(10))
#todo write examples/test across different versions
elif control=='VC':
Pin = 0.5*sum((pdata[indx:h-2,1]-pdata[indx:h-2,2])*
(pdata[indx+1:h-1,0]-pdata[indx:h-2,0]))/ \
sum(pdata[indx+1:h-1,0]-pdata[indx:h-2,0]); print(' \twdwdy\t:\t', Pin)
PinN = Pin; PinP = Pin
gamma = Pin/P0; print(' \tgamma\t:\t', gamma)
# Computing uncertainties
sbar_dudy=0.0; sbar_Ub=0.0; T0_dudy=0.0; T0_Ub=0.0
if elaborate:
t = linspace(data[indx,0],data[m-2,0],m-indx-1); dt=t[1]-t[0]
dudyI0 = zeros((1,m-indx-1)); dudyIn = zeros((1,m-indx-1));
dudyI0f = interp1d(data[indx-1:m-1,0], data[indx-1:m-1,1]); dudyI0[0,:] = dudyI0f(t)
dudyInf = interp1d(data[indx-1:m-1,0], data[indx-1:m-1,2]); dudyIn[0,:] = dudyInf(t)
ar_dudyI0 = arsel(dudyI0); ar_dudyIn = arsel(dudyIn)
zi0 = lfiltic([1], ar_dudyI0.AR[0], ar_dudyI0.autocor[0])
zin = lfiltic([1], ar_dudyIn.AR[0], ar_dudyIn.autocor[0])
rho0 = ones(m-indx-1); rho0[1:] = lfilter([1], ar_dudyI0.AR[0], \
zeros(m-indx-2), zi=zi0)[0]
rhon = ones(m-indx-1); rhon[1:] = lfilter([1], ar_dudyIn.AR[0], \
zeros(m-indx-2), zi=zin)[0]
sbar_dudy = std(concatenate((data[indx:m-1,1], data[indx:m-1,2])))/ \
sqrt(ar_dudyI0.eff_N[0]+ar_dudyIn.eff_N[0])
T0_dudy = 0.5*dt*(ar_dudyI0.T0[0]+ar_dudyIn.T0[0])
if CPI:
UbI = zeros((1,m-indx-1))
UbIf = interp1d(data[indx-1:m-1,0], data[indx-1:m-1,5]); UbI[0,:] = 0.5*UbIf(t)
ar_UbI = arsel(UbI); ziUb = lfiltic([1], ar_UbI.AR[0], ar_UbI.autocor[0])
rhoU = ones(m-indx-1); rhoU[1:] = lfilter([1], ar_UbI.AR[0], \
zeros(m-indx-2), zi=ziUb)[0]
sbar_Ub = std(data[indx:m-1,5])/sqrt(ar_UbI.eff_N[0])
