Escuela Politécnica

Nacional

Semestre 2019A

Procesamiento Digital de Señales

Deber
 Tema:
MI YULEWALK Realizado por:
-Christopher
Castro
-Diego
Díaz
-Mateo
Reyes

Grupo: GR 1
PLANTEAMIENTO DEL PROBLEMA
• Repetir el ejercicio, pero sin emplear la instrucción YULEWALK e implementando su
propia función.
Fmax=140;
fs=2.1*Fmax;
t=0:1/fs:5;
x=sin(2*pi*t*100)+sin(2*pi*t*120)+sin(2*pi*t*140);
nFFT=1024;
LongVentana= nFFT/4;
Solapamiento =LongVentana/2;
[P_welch_BB,F_welch_BB] = pwelch(x,LongVentana,Solapamiento,nFFT,fs);
subplot(4,1,1)
plot(F_welch_BB,P_welch_BB,'r')
orden=20;
f1=[0 100 105 110 140]/Fmax;
m1=[1 1 1 0 0];
[b1,a1]=SINyulewalk(orden,f1,m1)
senial_filtrada_uno=sinfilter(b1,a1,x);
[P_welch_BB_filt,F_welch_BB_filt]=
pwelch(senial_filtrada_uno,LongVentana,Solapamiento,nFFT,fs);
subplot(4,1,2)
plot(F_welch_BB_filt,P_welch_BB_filt,'r')
% 2. Filtrado del segundo tono:
f1=[0 110 115 120 125 130 140]/Fmax; m1=[0 0 1 1 1 0 0];
[b1,a1]=SINyulewalk(orden,f1,m1);
senial_filtrada_dos=sinfilter(b1,a1,x);
% Verificación: espectrode la señal filtrada:
[P_welch_BB_filt,F_welch_BB_filt]=
pwelch(senial_filtrada_dos,LongVentana,Solapamiento,nFFT,fs);
subplot(4,1,3)
plot(F_welch_BB_filt,P_welch_BB_filt,'r')
% 3. Filtrado del tercer tono:
f1=[0 110 115 120 125 130 140]/Fmax;
m1=[0 0 0 0 0 1 1]; [b1,a1]=SINyulewalk(orden,f1,m1);
senial_filtrada_tres=sinfilter(b1,a1,x);
% Verificación: espectrode la señal filtrada:
[P_welch_BB_filt,F_welch_BB_filt]=
pwelch(senial_filtrada_tres,LongVentana,Solapamiento,nFFT,fs);
subplot(4,1,4)
plot(F_welch_BB_filt,P_welch_BB_filt,'r')

RESULTADOS OBTENIDOS
Aquí se puede observar que se obtiene un resulatdo similar con las funciones implemetadas versus las
funciones de Matlab.

function [B,A] = yulewalk(na, ff, aa, npt, lap)

%YULEWALK Recursive filter design using a least-squares method.
% [B,A] = YULEWALK(N,F,M) finds the N-th order recursive filter
% coefficients B and A such that the filter:
% -1 -(n-1)
% B(z) b(1) + b(2)z + .... + b(n)z
% ---- = ---------------------------
% -1 -(n-1)
% A(z) 1 + a(1)z + .... + a(n)z
%
% matches the magnitude frequency response given by vectors F and M.
% Vectors F and M specify the frequency and magnitude breakpoints for
% the filter such that PLOT(F,M) would show a plot of the desired
% frequency response. The frequencies in F must be between 0.0 and 1.0,
% with 1.0 corresponding to half the sample rate. They must be in
% increasing order and start with 0.0 and end with 1.0.
%
% % Example:
% % Design an 8th-order lowpass filter and overplot the desired
% % frequency response with the actual frequency response.
%
% f = [0 0.6 0.6 1]; % Frequency breakpoints
% m = [1 1 0 0]; % Magnitude breakpoints
% [b,a] = yulewalk(8,f,m);% Filter design using a least-squares method
% [h,w] = freqz(b,a,128); % Frequency response of filter
% plot(f,m,w/pi,abs(h),'--')
% legend('Ideal','yulewalk Designed')
% title('Comparison of Frequency Response Magnitudes')
%
% See also FIR1, BUTTER, CHEBY1, CHEBY2, ELLIP, FREQZ and FILTER.

% The YULEWALK function performs a least squares fit in the time

% domain. The denominator coefficients {a(1),...,a(NA)} are computed
% by the so called "modified Yule Walker" equations, using NR
% correlation coefficients computed by inverse Fourier transformation
% of the specified frequency response H.
% The numerator is computed by a four step procedure. First, a numerator
% polynomial corresponding to an additive decomposition of the power
% frequency response is computed. Next, the complete frequency response
% corresponding to the numerator and denominator polynomials is
% evaluated. Then a spectral factorization technique is used to
% obtain the impulse response of the filter. Finally, the numerator
% polynomial is obtained by a least squares fit to this impulse
% response. For a more detailed explanation of the algorithm see
% B. Friedlander and B. Porat, "The Modified Yule-Walker Method
% of ARMA Spectral Estimation," IEEE Transactions on Aerospace
% Electronic Systems, Vol. AES-20, No. 2, pp. 158-173, March 1984.
%
% Perhaps the best way to get familiar with the proper use of YULEWALK
% is to examine carefully the demonstration file FILTDEMO.M, which
% provides a detailed example.
%
% See also BUTTER, CHEBY1, CHEBY2, ELLIP, FIR2, FIRLS, MAXFLAT and
% FIRPM.

% Author(s): B. Friedlander, 7-16-85

% L. Shure, 3-5-87, modified
% C. Denham, 7/26/90, repaired
% Copyright 1988-2013 The MathWorks, Inc.
%

if (nargin < 3 || nargin > 5)

error(message('signal:yulewalk:Nargchk'))
end
% Cast to enforce Precision Rules
na = signal.internal.sigcasttofloat(na,'double','yulewalk','N',...
'allownumeric');

if (nargin > 3)
npt = signal.internal.sigcasttofloat(npt,'double','yulewalk','NPT',...
'allownumeric');
if round(2 .^ round(log(npt)/log(2))) ~= npt
% NPT is not an even power of two
npt = round(2.^ceil(log(npt)/log(2)));
end
end
if (nargin < 4)
npt = 512;
end
if (nargin < 5)
lap = fix(npt/25);
end
% Checks if LAP is a valid numeric input
lap = signal.internal.sigcasttofloat(lap,'double','yulewalk',...
'LAP','allownumeric');

% Checks if M and F are valid

signal.internal.sigcheckfloattype(ff,'','yulewalk','F');
signal.internal.sigcheckfloattype(aa,'','yulewalk','M');

[mf,nf] = size(ff);
[mm,nn] = size(aa);
if mm ~= mf || nn ~= nf
error(message('signal:yulewalk:InvalidDimensions'))
end
nbrk = max(mf,nf);
if mf < nf
ff = ff';
aa = aa';
end

if abs(ff(1)) > eps || abs(ff(nbrk) - 1) > eps

error(message('signal:yulewalk:InvalidFreqVec'))
end

% interpolate breakpoints onto large grid

npt = npt + 1; % For [dc 1 2 ... nyquist].

Ht = zeros(1,npt);

nint=nbrk-1;
df = diff(ff');
if (any(df < 0))
 error(message('signal:yulewalk:MonotonicFreq'))
end

nb = 1;
Ht(1)=aa(1);
for i=1:nint
if df(i) == 0
nb = nb - lap/2;
ne = nb + lap;
else
ne = fix(ff(i+1)*npt);
end
if (nb < 0 || ne > npt)
error(message('signal:yulewalk:SignalErr'))
end
j=nb:ne;
if ne == nb
inc = 0;
else
inc = (j-nb)/(ne-nb);
end
Ht(nb:ne) = inc*aa(i+1) + (1 - inc)*aa(i);
nb = ne + 1;
end
Ht = [Ht Ht(npt-1:-1:2)];
n = length(Ht);
n2 = fix((n+1)/2);
nb = na;
nr = 4*na;
nt = 0:1:nr-1;

% compute correlation function of magnitude squared response

R = real(ifft(Ht .* Ht));

R = R(1:nr).*(0.54+0.46*cos(pi*nt/(nr-1))); % pick NR correlations

% Form window to be used in extracting the right "wing" of two-sided

% covariance sequence.
Rwindow = [1/2 ones(1,n2-1) zeros(1,n-n2)];

A = polystab(denf(R,na)); % compute denominator

Qh = numf([R(1)/2,R(2:nr)],A,na); % compute additive decomposition

Ss = 2*real(freqz(Qh,A,n,'whole'))'; % compute impulse response

hh = ifft(exp(fft(Rwindow.*ifft(log(Ss)))));
B = real(numf(hh(1:nr),A,nb));

function b = numf(h,a,nb)
%NUMF Find numerator B given impulse-response h of B/A and denominator A
% NB is the numerator order. This function is used by YULEWALK.

% Was Revision: 1.3, Date: 1994/01/25 17:59:33

nh = max(size(h));
impr = filter(1,a,[1 zeros(1,nh-1)]);
b = h/toeplitz(impr,[1 zeros(1,nb)])';
function A = denf(R,na)
%DENF Compute denominator from covariances.
% A = DENF(R,NA) computes order NA denominator A from covariances
% R(0)...R(nr) using the Modified Yule-Walker method.
% This function is used by YULEWALK.

% Was Revision: 1.5, Date: 1994/01/25 17:59:00

nr = max(size(R));
Rm = toeplitz(R(na+1:nr-1),R(na+1:-1:2));
Rhs = - R(na+2:nr);
A = [1 Rhs/Rm'];