WienerFilter.cpp

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

using namespace boost::numeric::ublas;

 
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);
}

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