WienerFilter.cpp

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#include "WienerFilter.h"
#include "miscfunc.h"

using namespace boost::numeric::ublas;

namespace gplib
  {

    WienerFilter::WienerFilter(const int inputsize) :
      AdaptiveFilter(inputsize, inputsize), CorrMatrix(inputsize, inputsize),
          Weights(inputsize), lambda(0)
      {
      }

    WienerFilter::~WienerFilter()
      {
      }

    void WienerFilter::PrintWeights(std::ostream &output)
      {
        std::copy(Weights.begin(), Weights.end(),
            std::ostream_iterator<double>(output, "\n"));
      }

    void WienerFilter::AdaptFilter(const gplib::rvec &Input,
        const gplib::rvec &Desired)
      {
        const int inputsize = Input.size();
        vector<double> Cross(Input.size());
        vector<double> Auto(Input.size());
        Correl(Desired, Desired, Auto);
        Correl(Input, Desired, Cross);
        for (int i = 0; i < inputsize; ++i)
          for (int j = i; j < inputsize; ++j)
            {
              CorrMatrix(i, j) = Auto(j - i);
              CorrMatrix(j, i) = Auto(j - i);
            }
        CorrMatrix += lambda * identity_matrix<double> (inputsize);
        matrix<double> Inverse(inputsize, inputsize);
        //std::cout << "  Corr: " << CorrMatrix << std::endl;
        //std::cout << " Cross: " << Cross << std::endl;


        // NEEDS TO BE FIXED InvertMatrix(CorrMatrix,Inverse);

        //std::cout << "   Inv: " << Inverse << std::endl;

        axpy_prod(Inverse, Cross, Weights, true);
        //std::cout << "Weight: " << Weights << std::endl;
      }

    void WienerFilter::CalcOutput(const gplib::rvec &Input, gplib::rvec &Output)
      {
        vector<double> output(Input.size());
        Convolve(Input, Weights, Output);
        SetOutput(Output);
      }
  }