Fixed database typo and removed unnecessary class identifier.

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Batuhan Berk Başoğlu 2020-10-14 10:10:37 -04:00
parent 00ad49a143
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5098 changed files with 952558 additions and 85 deletions

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"""
=======================================
Signal processing (:mod:`scipy.signal`)
=======================================
Convolution
===========
.. autosummary::
:toctree: generated/
convolve -- N-D convolution.
correlate -- N-D correlation.
fftconvolve -- N-D convolution using the FFT.
oaconvolve -- N-D convolution using the overlap-add method.
convolve2d -- 2-D convolution (more options).
correlate2d -- 2-D correlation (more options).
sepfir2d -- Convolve with a 2-D separable FIR filter.
choose_conv_method -- Chooses faster of FFT and direct convolution methods.
B-splines
=========
.. autosummary::
:toctree: generated/
bspline -- B-spline basis function of order n.
cubic -- B-spline basis function of order 3.
quadratic -- B-spline basis function of order 2.
gauss_spline -- Gaussian approximation to the B-spline basis function.
cspline1d -- Coefficients for 1-D cubic (3rd order) B-spline.
qspline1d -- Coefficients for 1-D quadratic (2nd order) B-spline.
cspline2d -- Coefficients for 2-D cubic (3rd order) B-spline.
qspline2d -- Coefficients for 2-D quadratic (2nd order) B-spline.
cspline1d_eval -- Evaluate a cubic spline at the given points.
qspline1d_eval -- Evaluate a quadratic spline at the given points.
spline_filter -- Smoothing spline (cubic) filtering of a rank-2 array.
Filtering
=========
.. autosummary::
:toctree: generated/
order_filter -- N-D order filter.
medfilt -- N-D median filter.
medfilt2d -- 2-D median filter (faster).
wiener -- N-D Wiener filter.
symiirorder1 -- 2nd-order IIR filter (cascade of first-order systems).
symiirorder2 -- 4th-order IIR filter (cascade of second-order systems).
lfilter -- 1-D FIR and IIR digital linear filtering.
lfiltic -- Construct initial conditions for `lfilter`.
lfilter_zi -- Compute an initial state zi for the lfilter function that
-- corresponds to the steady state of the step response.
filtfilt -- A forward-backward filter.
savgol_filter -- Filter a signal using the Savitzky-Golay filter.
deconvolve -- 1-D deconvolution using lfilter.
sosfilt -- 1-D IIR digital linear filtering using
-- a second-order sections filter representation.
sosfilt_zi -- Compute an initial state zi for the sosfilt function that
-- corresponds to the steady state of the step response.
sosfiltfilt -- A forward-backward filter for second-order sections.
hilbert -- Compute 1-D analytic signal, using the Hilbert transform.
hilbert2 -- Compute 2-D analytic signal, using the Hilbert transform.
decimate -- Downsample a signal.
detrend -- Remove linear and/or constant trends from data.
resample -- Resample using Fourier method.
resample_poly -- Resample using polyphase filtering method.
upfirdn -- Upsample, apply FIR filter, downsample.
Filter design
=============
.. autosummary::
:toctree: generated/
bilinear -- Digital filter from an analog filter using
-- the bilinear transform.
bilinear_zpk -- Digital filter from an analog filter using
-- the bilinear transform.
findfreqs -- Find array of frequencies for computing filter response.
firls -- FIR filter design using least-squares error minimization.
firwin -- Windowed FIR filter design, with frequency response
-- defined as pass and stop bands.
firwin2 -- Windowed FIR filter design, with arbitrary frequency
-- response.
freqs -- Analog filter frequency response from TF coefficients.
freqs_zpk -- Analog filter frequency response from ZPK coefficients.
freqz -- Digital filter frequency response from TF coefficients.
freqz_zpk -- Digital filter frequency response from ZPK coefficients.
sosfreqz -- Digital filter frequency response for SOS format filter.
group_delay -- Digital filter group delay.
iirdesign -- IIR filter design given bands and gains.
iirfilter -- IIR filter design given order and critical frequencies.
kaiser_atten -- Compute the attenuation of a Kaiser FIR filter, given
-- the number of taps and the transition width at
-- discontinuities in the frequency response.
kaiser_beta -- Compute the Kaiser parameter beta, given the desired
-- FIR filter attenuation.
kaiserord -- Design a Kaiser window to limit ripple and width of
-- transition region.
minimum_phase -- Convert a linear phase FIR filter to minimum phase.
savgol_coeffs -- Compute the FIR filter coefficients for a Savitzky-Golay
-- filter.
remez -- Optimal FIR filter design.
unique_roots -- Unique roots and their multiplicities.
residue -- Partial fraction expansion of b(s) / a(s).
residuez -- Partial fraction expansion of b(z) / a(z).
invres -- Inverse partial fraction expansion for analog filter.
invresz -- Inverse partial fraction expansion for digital filter.
BadCoefficients -- Warning on badly conditioned filter coefficients.
Lower-level filter design functions:
.. autosummary::
:toctree: generated/
abcd_normalize -- Check state-space matrices and ensure they are rank-2.
band_stop_obj -- Band Stop Objective Function for order minimization.
besselap -- Return (z,p,k) for analog prototype of Bessel filter.
buttap -- Return (z,p,k) for analog prototype of Butterworth filter.
cheb1ap -- Return (z,p,k) for type I Chebyshev filter.
cheb2ap -- Return (z,p,k) for type II Chebyshev filter.
cmplx_sort -- Sort roots based on magnitude.
ellipap -- Return (z,p,k) for analog prototype of elliptic filter.
lp2bp -- Transform a lowpass filter prototype to a bandpass filter.
lp2bp_zpk -- Transform a lowpass filter prototype to a bandpass filter.
lp2bs -- Transform a lowpass filter prototype to a bandstop filter.
lp2bs_zpk -- Transform a lowpass filter prototype to a bandstop filter.
lp2hp -- Transform a lowpass filter prototype to a highpass filter.
lp2hp_zpk -- Transform a lowpass filter prototype to a highpass filter.
lp2lp -- Transform a lowpass filter prototype to a lowpass filter.
lp2lp_zpk -- Transform a lowpass filter prototype to a lowpass filter.
normalize -- Normalize polynomial representation of a transfer function.
Matlab-style IIR filter design
==============================
.. autosummary::
:toctree: generated/
butter -- Butterworth
buttord
cheby1 -- Chebyshev Type I
cheb1ord
cheby2 -- Chebyshev Type II
cheb2ord
ellip -- Elliptic (Cauer)
ellipord
bessel -- Bessel (no order selection available -- try butterod)
iirnotch -- Design second-order IIR notch digital filter.
iirpeak -- Design second-order IIR peak (resonant) digital filter.
Continuous-time linear systems
==============================
.. autosummary::
:toctree: generated/
lti -- Continuous-time linear time invariant system base class.
StateSpace -- Linear time invariant system in state space form.
TransferFunction -- Linear time invariant system in transfer function form.
ZerosPolesGain -- Linear time invariant system in zeros, poles, gain form.
lsim -- Continuous-time simulation of output to linear system.
lsim2 -- Like lsim, but `scipy.integrate.odeint` is used.
impulse -- Impulse response of linear, time-invariant (LTI) system.
impulse2 -- Like impulse, but `scipy.integrate.odeint` is used.
step -- Step response of continuous-time LTI system.
step2 -- Like step, but `scipy.integrate.odeint` is used.
freqresp -- Frequency response of a continuous-time LTI system.
bode -- Bode magnitude and phase data (continuous-time LTI).
Discrete-time linear systems
============================
.. autosummary::
:toctree: generated/
dlti -- Discrete-time linear time invariant system base class.
StateSpace -- Linear time invariant system in state space form.
TransferFunction -- Linear time invariant system in transfer function form.
ZerosPolesGain -- Linear time invariant system in zeros, poles, gain form.
dlsim -- Simulation of output to a discrete-time linear system.
dimpulse -- Impulse response of a discrete-time LTI system.
dstep -- Step response of a discrete-time LTI system.
dfreqresp -- Frequency response of a discrete-time LTI system.
dbode -- Bode magnitude and phase data (discrete-time LTI).
LTI representations
===================
.. autosummary::
:toctree: generated/
tf2zpk -- Transfer function to zero-pole-gain.
tf2sos -- Transfer function to second-order sections.
tf2ss -- Transfer function to state-space.
zpk2tf -- Zero-pole-gain to transfer function.
zpk2sos -- Zero-pole-gain to second-order sections.
zpk2ss -- Zero-pole-gain to state-space.
ss2tf -- State-pace to transfer function.
ss2zpk -- State-space to pole-zero-gain.
sos2zpk -- Second-order sections to zero-pole-gain.
sos2tf -- Second-order sections to transfer function.
cont2discrete -- Continuous-time to discrete-time LTI conversion.
place_poles -- Pole placement.
Waveforms
=========
.. autosummary::
:toctree: generated/
chirp -- Frequency swept cosine signal, with several freq functions.
gausspulse -- Gaussian modulated sinusoid.
max_len_seq -- Maximum length sequence.
sawtooth -- Periodic sawtooth.
square -- Square wave.
sweep_poly -- Frequency swept cosine signal; freq is arbitrary polynomial.
unit_impulse -- Discrete unit impulse.
Window functions
================
For window functions, see the `scipy.signal.windows` namespace.
In the `scipy.signal` namespace, there is a convenience function to
obtain these windows by name:
.. autosummary::
:toctree: generated/
get_window -- Return a window of a given length and type.
Wavelets
========
.. autosummary::
:toctree: generated/
cascade -- Compute scaling function and wavelet from coefficients.
daub -- Return low-pass.
morlet -- Complex Morlet wavelet.
qmf -- Return quadrature mirror filter from low-pass.
ricker -- Return ricker wavelet.
morlet2 -- Return Morlet wavelet, compatible with cwt.
cwt -- Perform continuous wavelet transform.
Peak finding
============
.. autosummary::
:toctree: generated/
argrelmin -- Calculate the relative minima of data.
argrelmax -- Calculate the relative maxima of data.
argrelextrema -- Calculate the relative extrema of data.
find_peaks -- Find a subset of peaks inside a signal.
find_peaks_cwt -- Find peaks in a 1-D array with wavelet transformation.
peak_prominences -- Calculate the prominence of each peak in a signal.
peak_widths -- Calculate the width of each peak in a signal.
Spectral analysis
=================
.. autosummary::
:toctree: generated/
periodogram -- Compute a (modified) periodogram.
welch -- Compute a periodogram using Welch's method.
csd -- Compute the cross spectral density, using Welch's method.
coherence -- Compute the magnitude squared coherence, using Welch's method.
spectrogram -- Compute the spectrogram.
lombscargle -- Computes the Lomb-Scargle periodogram.
vectorstrength -- Computes the vector strength.
stft -- Compute the Short Time Fourier Transform.
istft -- Compute the Inverse Short Time Fourier Transform.
check_COLA -- Check the COLA constraint for iSTFT reconstruction.
check_NOLA -- Check the NOLA constraint for iSTFT reconstruction.
"""
from . import sigtools, windows
from .waveforms import *
from ._max_len_seq import max_len_seq
from ._upfirdn import upfirdn
# The spline module (a C extension) provides:
# cspline2d, qspline2d, sepfir2d, symiirord1, symiirord2
from .spline import *
from .bsplines import *
from .filter_design import *
from .fir_filter_design import *
from .ltisys import *
from .lti_conversion import *
from .signaltools import *
from ._savitzky_golay import savgol_coeffs, savgol_filter
from .spectral import *
from .wavelets import *
from ._peak_finding import *
from .windows import get_window # keep this one in signal namespace
# deal with * -> windows.* doc-only soft-deprecation
deprecated_windows = ('boxcar', 'triang', 'parzen', 'bohman', 'blackman',
'nuttall', 'blackmanharris', 'flattop', 'bartlett',
'barthann', 'hamming', 'kaiser', 'gaussian',
'general_gaussian', 'chebwin', 'slepian', 'cosine',
'hann', 'exponential', 'tukey')
# backward compatibility imports for actually deprecated windows not
# in the above list
from .windows import hanning
def deco(name):
f = getattr(windows, name)
# Add deprecation to docstring
def wrapped(*args, **kwargs):
return f(*args, **kwargs)
wrapped.__name__ = name
wrapped.__module__ = 'scipy.signal'
if hasattr(f, '__qualname__'):
wrapped.__qualname__ = f.__qualname__
if f.__doc__:
lines = f.__doc__.splitlines()
for li, line in enumerate(lines):
if line.strip() == 'Parameters':
break
else:
raise RuntimeError('dev error: badly formatted doc')
spacing = ' ' * line.find('P')
lines.insert(li, ('{0}.. warning:: scipy.signal.{1} is deprecated,\n'
'{0} use scipy.signal.windows.{1} '
'instead.\n'.format(spacing, name)))
wrapped.__doc__ = '\n'.join(lines)
return wrapped
for name in deprecated_windows:
locals()[name] = deco(name)
del deprecated_windows, name, deco
__all__ = [s for s in dir() if not s.startswith('_')]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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"""
Functions for acting on a axis of an array.
"""
import numpy as np
def axis_slice(a, start=None, stop=None, step=None, axis=-1):
"""Take a slice along axis 'axis' from 'a'.
Parameters
----------
a : numpy.ndarray
The array to be sliced.
start, stop, step : int or None
The slice parameters.
axis : int, optional
The axis of `a` to be sliced.
Examples
--------
>>> a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
>>> axis_slice(a, start=0, stop=1, axis=1)
array([[1],
[4],
[7]])
>>> axis_slice(a, start=1, axis=0)
array([[4, 5, 6],
[7, 8, 9]])
Notes
-----
The keyword arguments start, stop and step are used by calling
slice(start, stop, step). This implies axis_slice() does not
handle its arguments the exactly the same as indexing. To select
a single index k, for example, use
axis_slice(a, start=k, stop=k+1)
In this case, the length of the axis 'axis' in the result will
be 1; the trivial dimension is not removed. (Use numpy.squeeze()
to remove trivial axes.)
"""
a_slice = [slice(None)] * a.ndim
a_slice[axis] = slice(start, stop, step)
b = a[tuple(a_slice)]
return b
def axis_reverse(a, axis=-1):
"""Reverse the 1-D slices of `a` along axis `axis`.
Returns axis_slice(a, step=-1, axis=axis).
"""
return axis_slice(a, step=-1, axis=axis)
def odd_ext(x, n, axis=-1):
"""
Odd extension at the boundaries of an array
Generate a new ndarray by making an odd extension of `x` along an axis.
Parameters
----------
x : ndarray
The array to be extended.
n : int
The number of elements by which to extend `x` at each end of the axis.
axis : int, optional
The axis along which to extend `x`. Default is -1.
Examples
--------
>>> from scipy.signal._arraytools import odd_ext
>>> a = np.array([[1, 2, 3, 4, 5], [0, 1, 4, 9, 16]])
>>> odd_ext(a, 2)
array([[-1, 0, 1, 2, 3, 4, 5, 6, 7],
[-4, -1, 0, 1, 4, 9, 16, 23, 28]])
Odd extension is a "180 degree rotation" at the endpoints of the original
array:
>>> t = np.linspace(0, 1.5, 100)
>>> a = 0.9 * np.sin(2 * np.pi * t**2)
>>> b = odd_ext(a, 40)
>>> import matplotlib.pyplot as plt
>>> plt.plot(arange(-40, 140), b, 'b', lw=1, label='odd extension')
>>> plt.plot(arange(100), a, 'r', lw=2, label='original')
>>> plt.legend(loc='best')
>>> plt.show()
"""
if n < 1:
return x
if n > x.shape[axis] - 1:
raise ValueError(("The extension length n (%d) is too big. " +
"It must not exceed x.shape[axis]-1, which is %d.")
% (n, x.shape[axis] - 1))
left_end = axis_slice(x, start=0, stop=1, axis=axis)
left_ext = axis_slice(x, start=n, stop=0, step=-1, axis=axis)
right_end = axis_slice(x, start=-1, axis=axis)
right_ext = axis_slice(x, start=-2, stop=-(n + 2), step=-1, axis=axis)
ext = np.concatenate((2 * left_end - left_ext,
x,
2 * right_end - right_ext),
axis=axis)
return ext
def even_ext(x, n, axis=-1):
"""
Even extension at the boundaries of an array
Generate a new ndarray by making an even extension of `x` along an axis.
Parameters
----------
x : ndarray
The array to be extended.
n : int
The number of elements by which to extend `x` at each end of the axis.
axis : int, optional
The axis along which to extend `x`. Default is -1.
Examples
--------
>>> from scipy.signal._arraytools import even_ext
>>> a = np.array([[1, 2, 3, 4, 5], [0, 1, 4, 9, 16]])
>>> even_ext(a, 2)
array([[ 3, 2, 1, 2, 3, 4, 5, 4, 3],
[ 4, 1, 0, 1, 4, 9, 16, 9, 4]])
Even extension is a "mirror image" at the boundaries of the original array:
>>> t = np.linspace(0, 1.5, 100)
>>> a = 0.9 * np.sin(2 * np.pi * t**2)
>>> b = even_ext(a, 40)
>>> import matplotlib.pyplot as plt
>>> plt.plot(arange(-40, 140), b, 'b', lw=1, label='even extension')
>>> plt.plot(arange(100), a, 'r', lw=2, label='original')
>>> plt.legend(loc='best')
>>> plt.show()
"""
if n < 1:
return x
if n > x.shape[axis] - 1:
raise ValueError(("The extension length n (%d) is too big. " +
"It must not exceed x.shape[axis]-1, which is %d.")
% (n, x.shape[axis] - 1))
left_ext = axis_slice(x, start=n, stop=0, step=-1, axis=axis)
right_ext = axis_slice(x, start=-2, stop=-(n + 2), step=-1, axis=axis)
ext = np.concatenate((left_ext,
x,
right_ext),
axis=axis)
return ext
def const_ext(x, n, axis=-1):
"""
Constant extension at the boundaries of an array
Generate a new ndarray that is a constant extension of `x` along an axis.
The extension repeats the values at the first and last element of
the axis.
Parameters
----------
x : ndarray
The array to be extended.
n : int
The number of elements by which to extend `x` at each end of the axis.
axis : int, optional
The axis along which to extend `x`. Default is -1.
Examples
--------
>>> from scipy.signal._arraytools import const_ext
>>> a = np.array([[1, 2, 3, 4, 5], [0, 1, 4, 9, 16]])
>>> const_ext(a, 2)
array([[ 1, 1, 1, 2, 3, 4, 5, 5, 5],
[ 0, 0, 0, 1, 4, 9, 16, 16, 16]])
Constant extension continues with the same values as the endpoints of the
array:
>>> t = np.linspace(0, 1.5, 100)
>>> a = 0.9 * np.sin(2 * np.pi * t**2)
>>> b = const_ext(a, 40)
>>> import matplotlib.pyplot as plt
>>> plt.plot(arange(-40, 140), b, 'b', lw=1, label='constant extension')
>>> plt.plot(arange(100), a, 'r', lw=2, label='original')
>>> plt.legend(loc='best')
>>> plt.show()
"""
if n < 1:
return x
left_end = axis_slice(x, start=0, stop=1, axis=axis)
ones_shape = [1] * x.ndim
ones_shape[axis] = n
ones = np.ones(ones_shape, dtype=x.dtype)
left_ext = ones * left_end
right_end = axis_slice(x, start=-1, axis=axis)
right_ext = ones * right_end
ext = np.concatenate((left_ext,
x,
right_ext),
axis=axis)
return ext
def zero_ext(x, n, axis=-1):
"""
Zero padding at the boundaries of an array
Generate a new ndarray that is a zero-padded extension of `x` along
an axis.
Parameters
----------
x : ndarray
The array to be extended.
n : int
The number of elements by which to extend `x` at each end of the
axis.
axis : int, optional
The axis along which to extend `x`. Default is -1.
Examples
--------
>>> from scipy.signal._arraytools import zero_ext
>>> a = np.array([[1, 2, 3, 4, 5], [0, 1, 4, 9, 16]])
>>> zero_ext(a, 2)
array([[ 0, 0, 1, 2, 3, 4, 5, 0, 0],
[ 0, 0, 0, 1, 4, 9, 16, 0, 0]])
"""
if n < 1:
return x
zeros_shape = list(x.shape)
zeros_shape[axis] = n
zeros = np.zeros(zeros_shape, dtype=x.dtype)
ext = np.concatenate((zeros, x, zeros), axis=axis)
return ext

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# Author: Eric Larson
# 2014
"""Tools for MLS generation"""
import numpy as np
from ._max_len_seq_inner import _max_len_seq_inner
__all__ = ['max_len_seq']
# These are definitions of linear shift register taps for use in max_len_seq()
_mls_taps = {2: [1], 3: [2], 4: [3], 5: [3], 6: [5], 7: [6], 8: [7, 6, 1],
9: [5], 10: [7], 11: [9], 12: [11, 10, 4], 13: [12, 11, 8],
14: [13, 12, 2], 15: [14], 16: [15, 13, 4], 17: [14],
18: [11], 19: [18, 17, 14], 20: [17], 21: [19], 22: [21],
23: [18], 24: [23, 22, 17], 25: [22], 26: [25, 24, 20],
27: [26, 25, 22], 28: [25], 29: [27], 30: [29, 28, 7],
31: [28], 32: [31, 30, 10]}
def max_len_seq(nbits, state=None, length=None, taps=None):
"""
Maximum length sequence (MLS) generator.
Parameters
----------
nbits : int
Number of bits to use. Length of the resulting sequence will
be ``(2**nbits) - 1``. Note that generating long sequences
(e.g., greater than ``nbits == 16``) can take a long time.
state : array_like, optional
If array, must be of length ``nbits``, and will be cast to binary
(bool) representation. If None, a seed of ones will be used,
producing a repeatable representation. If ``state`` is all
zeros, an error is raised as this is invalid. Default: None.
length : int, optional
Number of samples to compute. If None, the entire length
``(2**nbits) - 1`` is computed.
taps : array_like, optional
Polynomial taps to use (e.g., ``[7, 6, 1]`` for an 8-bit sequence).
If None, taps will be automatically selected (for up to
``nbits == 32``).
Returns
-------
seq : array
Resulting MLS sequence of 0's and 1's.
state : array
The final state of the shift register.
Notes
-----
The algorithm for MLS generation is generically described in:
https://en.wikipedia.org/wiki/Maximum_length_sequence
The default values for taps are specifically taken from the first
option listed for each value of ``nbits`` in:
http://www.newwaveinstruments.com/resources/articles/m_sequence_linear_feedback_shift_register_lfsr.htm
.. versionadded:: 0.15.0
Examples
--------
MLS uses binary convention:
>>> from scipy.signal import max_len_seq
>>> max_len_seq(4)[0]
array([1, 1, 1, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0, 0, 0], dtype=int8)
MLS has a white spectrum (except for DC):
>>> import matplotlib.pyplot as plt
>>> from numpy.fft import fft, ifft, fftshift, fftfreq
>>> seq = max_len_seq(6)[0]*2-1 # +1 and -1
>>> spec = fft(seq)
>>> N = len(seq)
>>> plt.plot(fftshift(fftfreq(N)), fftshift(np.abs(spec)), '.-')
>>> plt.margins(0.1, 0.1)
>>> plt.grid(True)
>>> plt.show()
Circular autocorrelation of MLS is an impulse:
>>> acorrcirc = ifft(spec * np.conj(spec)).real
>>> plt.figure()
>>> plt.plot(np.arange(-N/2+1, N/2+1), fftshift(acorrcirc), '.-')
>>> plt.margins(0.1, 0.1)
>>> plt.grid(True)
>>> plt.show()
Linear autocorrelation of MLS is approximately an impulse:
>>> acorr = np.correlate(seq, seq, 'full')
>>> plt.figure()
>>> plt.plot(np.arange(-N+1, N), acorr, '.-')
>>> plt.margins(0.1, 0.1)
>>> plt.grid(True)
>>> plt.show()
"""
if taps is None:
if nbits not in _mls_taps:
known_taps = np.array(list(_mls_taps.keys()))
raise ValueError('nbits must be between %s and %s if taps is None'
% (known_taps.min(), known_taps.max()))
taps = np.array(_mls_taps[nbits], np.intp)
else:
taps = np.unique(np.array(taps, np.intp))[::-1]
if np.any(taps < 0) or np.any(taps > nbits) or taps.size < 1:
raise ValueError('taps must be non-empty with values between '
'zero and nbits (inclusive)')
taps = np.ascontiguousarray(taps) # needed for Cython
n_max = (2**nbits) - 1
if length is None:
length = n_max
else:
length = int(length)
if length < 0:
raise ValueError('length must be greater than or equal to 0')
# We use int8 instead of bool here because NumPy arrays of bools
# don't seem to work nicely with Cython
if state is None:
state = np.ones(nbits, dtype=np.int8, order='c')
else:
# makes a copy if need be, ensuring it's 0's and 1's
state = np.array(state, dtype=bool, order='c').astype(np.int8)
if state.ndim != 1 or state.size != nbits:
raise ValueError('state must be a 1-D array of size nbits')
if np.all(state == 0):
raise ValueError('state must not be all zeros')
seq = np.empty(length, dtype=np.int8, order='c')
state = _max_len_seq_inner(taps, state, nbits, length, seq)
return seq, state

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import numpy as np
from scipy.linalg import lstsq
from math import factorial
from scipy.ndimage import convolve1d
from ._arraytools import axis_slice
def savgol_coeffs(window_length, polyorder, deriv=0, delta=1.0, pos=None,
use="conv"):
"""Compute the coefficients for a 1-D Savitzky-Golay FIR filter.
Parameters
----------
window_length : int
The length of the filter window (i.e., the number of coefficients).
`window_length` must be an odd positive integer.
polyorder : int
The order of the polynomial used to fit the samples.
`polyorder` must be less than `window_length`.
deriv : int, optional
The order of the derivative to compute. This must be a
nonnegative integer. The default is 0, which means to filter
the data without differentiating.
delta : float, optional
The spacing of the samples to which the filter will be applied.
This is only used if deriv > 0.
pos : int or None, optional
If pos is not None, it specifies evaluation position within the
window. The default is the middle of the window.
use : str, optional
Either 'conv' or 'dot'. This argument chooses the order of the
coefficients. The default is 'conv', which means that the
coefficients are ordered to be used in a convolution. With
use='dot', the order is reversed, so the filter is applied by
dotting the coefficients with the data set.
Returns
-------
coeffs : 1-D ndarray
The filter coefficients.
References
----------
A. Savitzky, M. J. E. Golay, Smoothing and Differentiation of Data by
Simplified Least Squares Procedures. Analytical Chemistry, 1964, 36 (8),
pp 1627-1639.
See Also
--------
savgol_filter
Notes
-----
.. versionadded:: 0.14.0
Examples
--------
>>> from scipy.signal import savgol_coeffs
>>> savgol_coeffs(5, 2)
array([-0.08571429, 0.34285714, 0.48571429, 0.34285714, -0.08571429])
>>> savgol_coeffs(5, 2, deriv=1)
array([ 2.00000000e-01, 1.00000000e-01, 2.07548111e-16, -1.00000000e-01,
-2.00000000e-01])
Note that use='dot' simply reverses the coefficients.
>>> savgol_coeffs(5, 2, pos=3)
array([ 0.25714286, 0.37142857, 0.34285714, 0.17142857, -0.14285714])
>>> savgol_coeffs(5, 2, pos=3, use='dot')
array([-0.14285714, 0.17142857, 0.34285714, 0.37142857, 0.25714286])
`x` contains data from the parabola x = t**2, sampled at
t = -1, 0, 1, 2, 3. `c` holds the coefficients that will compute the
derivative at the last position. When dotted with `x` the result should
be 6.
>>> x = np.array([1, 0, 1, 4, 9])
>>> c = savgol_coeffs(5, 2, pos=4, deriv=1, use='dot')
>>> c.dot(x)
6.0
"""
# An alternative method for finding the coefficients when deriv=0 is
# t = np.arange(window_length)
# unit = (t == pos).astype(int)
# coeffs = np.polyval(np.polyfit(t, unit, polyorder), t)
# The method implemented here is faster.
# To recreate the table of sample coefficients shown in the chapter on
# the Savitzy-Golay filter in the Numerical Recipes book, use
# window_length = nL + nR + 1
# pos = nL + 1
# c = savgol_coeffs(window_length, M, pos=pos, use='dot')
if polyorder >= window_length:
raise ValueError("polyorder must be less than window_length.")
halflen, rem = divmod(window_length, 2)
if rem == 0:
raise ValueError("window_length must be odd.")
if pos is None:
pos = halflen
if not (0 <= pos < window_length):
raise ValueError("pos must be nonnegative and less than "
"window_length.")
if use not in ['conv', 'dot']:
raise ValueError("`use` must be 'conv' or 'dot'")
if deriv > polyorder:
coeffs = np.zeros(window_length)
return coeffs
# Form the design matrix A. The columns of A are powers of the integers
# from -pos to window_length - pos - 1. The powers (i.e., rows) range
# from 0 to polyorder. (That is, A is a vandermonde matrix, but not
# necessarily square.)
x = np.arange(-pos, window_length - pos, dtype=float)
if use == "conv":
# Reverse so that result can be used in a convolution.
x = x[::-1]
order = np.arange(polyorder + 1).reshape(-1, 1)
A = x ** order
# y determines which order derivative is returned.
y = np.zeros(polyorder + 1)
# The coefficient assigned to y[deriv] scales the result to take into
# account the order of the derivative and the sample spacing.
y[deriv] = factorial(deriv) / (delta ** deriv)
# Find the least-squares solution of A*c = y
coeffs, _, _, _ = lstsq(A, y)
return coeffs
def _polyder(p, m):
"""Differentiate polynomials represented with coefficients.
p must be a 1-D or 2-D array. In the 2-D case, each column gives
the coefficients of a polynomial; the first row holds the coefficients
associated with the highest power. m must be a nonnegative integer.
(numpy.polyder doesn't handle the 2-D case.)
"""
if m == 0:
result = p
else:
n = len(p)
if n <= m:
result = np.zeros_like(p[:1, ...])
else:
dp = p[:-m].copy()
for k in range(m):
rng = np.arange(n - k - 1, m - k - 1, -1)
dp *= rng.reshape((n - m,) + (1,) * (p.ndim - 1))
result = dp
return result
def _fit_edge(x, window_start, window_stop, interp_start, interp_stop,
axis, polyorder, deriv, delta, y):
"""
Given an N-d array `x` and the specification of a slice of `x` from
`window_start` to `window_stop` along `axis`, create an interpolating
polynomial of each 1-D slice, and evaluate that polynomial in the slice
from `interp_start` to `interp_stop`. Put the result into the
corresponding slice of `y`.
"""
# Get the edge into a (window_length, -1) array.
x_edge = axis_slice(x, start=window_start, stop=window_stop, axis=axis)
if axis == 0 or axis == -x.ndim:
xx_edge = x_edge
swapped = False
else:
xx_edge = x_edge.swapaxes(axis, 0)
swapped = True
xx_edge = xx_edge.reshape(xx_edge.shape[0], -1)
# Fit the edges. poly_coeffs has shape (polyorder + 1, -1),
# where '-1' is the same as in xx_edge.
poly_coeffs = np.polyfit(np.arange(0, window_stop - window_start),
xx_edge, polyorder)
if deriv > 0:
poly_coeffs = _polyder(poly_coeffs, deriv)
# Compute the interpolated values for the edge.
i = np.arange(interp_start - window_start, interp_stop - window_start)
values = np.polyval(poly_coeffs, i.reshape(-1, 1)) / (delta ** deriv)
# Now put the values into the appropriate slice of y.
# First reshape values to match y.
shp = list(y.shape)
shp[0], shp[axis] = shp[axis], shp[0]
values = values.reshape(interp_stop - interp_start, *shp[1:])
if swapped:
values = values.swapaxes(0, axis)
# Get a view of the data to be replaced by values.
y_edge = axis_slice(y, start=interp_start, stop=interp_stop, axis=axis)
y_edge[...] = values
def _fit_edges_polyfit(x, window_length, polyorder, deriv, delta, axis, y):
"""
Use polynomial interpolation of x at the low and high ends of the axis
to fill in the halflen values in y.
This function just calls _fit_edge twice, once for each end of the axis.
"""
halflen = window_length // 2
_fit_edge(x, 0, window_length, 0, halflen, axis,
polyorder, deriv, delta, y)
n = x.shape[axis]
_fit_edge(x, n - window_length, n, n - halflen, n, axis,
polyorder, deriv, delta, y)
def savgol_filter(x, window_length, polyorder, deriv=0, delta=1.0,
axis=-1, mode='interp', cval=0.0):
""" Apply a Savitzky-Golay filter to an array.
This is a 1-D filter. If `x` has dimension greater than 1, `axis`
determines the axis along which the filter is applied.
Parameters
----------
x : array_like
The data to be filtered. If `x` is not a single or double precision
floating point array, it will be converted to type ``numpy.float64``
before filtering.
window_length : int
The length of the filter window (i.e., the number of coefficients).
`window_length` must be a positive odd integer. If `mode` is 'interp',
`window_length` must be less than or equal to the size of `x`.
polyorder : int
The order of the polynomial used to fit the samples.
`polyorder` must be less than `window_length`.
deriv : int, optional
The order of the derivative to compute. This must be a
nonnegative integer. The default is 0, which means to filter
the data without differentiating.
delta : float, optional
The spacing of the samples to which the filter will be applied.
This is only used if deriv > 0. Default is 1.0.
axis : int, optional
The axis of the array `x` along which the filter is to be applied.
Default is -1.
mode : str, optional
Must be 'mirror', 'constant', 'nearest', 'wrap' or 'interp'. This
determines the type of extension to use for the padded signal to
which the filter is applied. When `mode` is 'constant', the padding
value is given by `cval`. See the Notes for more details on 'mirror',
'constant', 'wrap', and 'nearest'.
When the 'interp' mode is selected (the default), no extension
is used. Instead, a degree `polyorder` polynomial is fit to the
last `window_length` values of the edges, and this polynomial is
used to evaluate the last `window_length // 2` output values.
cval : scalar, optional
Value to fill past the edges of the input if `mode` is 'constant'.
Default is 0.0.
Returns
-------
y : ndarray, same shape as `x`
The filtered data.
See Also
--------
savgol_coeffs
Notes
-----
Details on the `mode` options:
'mirror':
Repeats the values at the edges in reverse order. The value
closest to the edge is not included.
'nearest':
The extension contains the nearest input value.
'constant':
The extension contains the value given by the `cval` argument.
'wrap':
The extension contains the values from the other end of the array.
For example, if the input is [1, 2, 3, 4, 5, 6, 7, 8], and
`window_length` is 7, the following shows the extended data for
the various `mode` options (assuming `cval` is 0)::
mode | Ext | Input | Ext
-----------+---------+------------------------+---------
'mirror' | 4 3 2 | 1 2 3 4 5 6 7 8 | 7 6 5
'nearest' | 1 1 1 | 1 2 3 4 5 6 7 8 | 8 8 8
'constant' | 0 0 0 | 1 2 3 4 5 6 7 8 | 0 0 0
'wrap' | 6 7 8 | 1 2 3 4 5 6 7 8 | 1 2 3
.. versionadded:: 0.14.0
Examples
--------
>>> from scipy.signal import savgol_filter
>>> np.set_printoptions(precision=2) # For compact display.
>>> x = np.array([2, 2, 5, 2, 1, 0, 1, 4, 9])
Filter with a window length of 5 and a degree 2 polynomial. Use
the defaults for all other parameters.
>>> savgol_filter(x, 5, 2)
array([1.66, 3.17, 3.54, 2.86, 0.66, 0.17, 1. , 4. , 9. ])
Note that the last five values in x are samples of a parabola, so
when mode='interp' (the default) is used with polyorder=2, the last
three values are unchanged. Compare that to, for example,
`mode='nearest'`:
>>> savgol_filter(x, 5, 2, mode='nearest')
array([1.74, 3.03, 3.54, 2.86, 0.66, 0.17, 1. , 4.6 , 7.97])
"""
if mode not in ["mirror", "constant", "nearest", "interp", "wrap"]:
raise ValueError("mode must be 'mirror', 'constant', 'nearest' "
"'wrap' or 'interp'.")
x = np.asarray(x)
# Ensure that x is either single or double precision floating point.
if x.dtype != np.float64 and x.dtype != np.float32:
x = x.astype(np.float64)
coeffs = savgol_coeffs(window_length, polyorder, deriv=deriv, delta=delta)
if mode == "interp":
if window_length > x.size:
raise ValueError("If mode is 'interp', window_length must be less "
"than or equal to the size of x.")
# Do not pad. Instead, for the elements within `window_length // 2`
# of the ends of the sequence, use the polynomial that is fitted to
# the last `window_length` elements.
y = convolve1d(x, coeffs, axis=axis, mode="constant")
_fit_edges_polyfit(x, window_length, polyorder, deriv, delta, axis, y)
else:
# Any mode other than 'interp' is passed on to ndimage.convolve1d.
y = convolve1d(x, coeffs, axis=axis, mode=mode, cval=cval)
return y

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# Code adapted from "upfirdn" python library with permission:
#
# Copyright (c) 2009, Motorola, Inc
#
# All Rights Reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are
# met:
#
# * Redistributions of source code must retain the above copyright notice,
# this list of conditions and the following disclaimer.
#
# * Redistributions in binary form must reproduce the above copyright
# notice, this list of conditions and the following disclaimer in the
# documentation and/or other materials provided with the distribution.
#
# * Neither the name of Motorola nor the names of its contributors may be
# used to endorse or promote products derived from this software without
# specific prior written permission.
#
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
# IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO,
# THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
# PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
# CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
# EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
# PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
# PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
# LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
# NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
# SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
import numpy as np
from ._upfirdn_apply import _output_len, _apply, mode_enum
__all__ = ['upfirdn', '_output_len']
_upfirdn_modes = [
'constant', 'wrap', 'edge', 'smooth', 'symmetric', 'reflect',
'antisymmetric', 'antireflect', 'line',
]
def _pad_h(h, up):
"""Store coefficients in a transposed, flipped arrangement.
For example, suppose upRate is 3, and the
input number of coefficients is 10, represented as h[0], ..., h[9].
Then the internal buffer will look like this::
h[9], h[6], h[3], h[0], // flipped phase 0 coefs
0, h[7], h[4], h[1], // flipped phase 1 coefs (zero-padded)
0, h[8], h[5], h[2], // flipped phase 2 coefs (zero-padded)
"""
h_padlen = len(h) + (-len(h) % up)
h_full = np.zeros(h_padlen, h.dtype)
h_full[:len(h)] = h
h_full = h_full.reshape(-1, up).T[:, ::-1].ravel()
return h_full
def _check_mode(mode):
mode = mode.lower()
enum = mode_enum(mode)
return enum
class _UpFIRDn(object):
"""Helper for resampling."""
def __init__(self, h, x_dtype, up, down):
h = np.asarray(h)
if h.ndim != 1 or h.size == 0:
raise ValueError('h must be 1-D with non-zero length')
self._output_type = np.result_type(h.dtype, x_dtype, np.float32)
h = np.asarray(h, self._output_type)
self._up = int(up)
self._down = int(down)
if self._up < 1 or self._down < 1:
raise ValueError('Both up and down must be >= 1')
# This both transposes, and "flips" each phase for filtering
self._h_trans_flip = _pad_h(h, self._up)
self._h_trans_flip = np.ascontiguousarray(self._h_trans_flip)
self._h_len_orig = len(h)
def apply_filter(self, x, axis=-1, mode='constant', cval=0):
"""Apply the prepared filter to the specified axis of N-D signal x."""
output_len = _output_len(self._h_len_orig, x.shape[axis],
self._up, self._down)
# Explicit use of np.int64 for output_shape dtype avoids OverflowError
# when allocating large array on platforms where np.int_ is 32 bits
output_shape = np.asarray(x.shape, dtype=np.int64)
output_shape[axis] = output_len
out = np.zeros(output_shape, dtype=self._output_type, order='C')
axis = axis % x.ndim
mode = _check_mode(mode)
_apply(np.asarray(x, self._output_type),
self._h_trans_flip, out,
self._up, self._down, axis, mode, cval)
return out
def upfirdn(h, x, up=1, down=1, axis=-1, mode='constant', cval=0):
"""Upsample, FIR filter, and downsample.
Parameters
----------
h : array_like
1-D FIR (finite-impulse response) filter coefficients.
x : array_like
Input signal array.
up : int, optional
Upsampling rate. Default is 1.
down : int, optional
Downsampling rate. Default is 1.
axis : int, optional
The axis of the input data array along which to apply the
linear filter. The filter is applied to each subarray along
this axis. Default is -1.
mode : str, optional
The signal extension mode to use. The set
``{"constant", "symmetric", "reflect", "edge", "wrap"}`` correspond to
modes provided by `numpy.pad`. ``"smooth"`` implements a smooth
extension by extending based on the slope of the last 2 points at each
end of the array. ``"antireflect"`` and ``"antisymmetric"`` are
anti-symmetric versions of ``"reflect"`` and ``"symmetric"``. The mode
`"line"` extends the signal based on a linear trend defined by the
first and last points along the ``axis``.
.. versionadded:: 1.4.0
cval : float, optional
The constant value to use when ``mode == "constant"``.
.. versionadded:: 1.4.0
Returns
-------
y : ndarray
The output signal array. Dimensions will be the same as `x` except
for along `axis`, which will change size according to the `h`,
`up`, and `down` parameters.
Notes
-----
The algorithm is an implementation of the block diagram shown on page 129
of the Vaidyanathan text [1]_ (Figure 4.3-8d).
The direct approach of upsampling by factor of P with zero insertion,
FIR filtering of length ``N``, and downsampling by factor of Q is
O(N*Q) per output sample. The polyphase implementation used here is
O(N/P).
.. versionadded:: 0.18
References
----------
.. [1] P. P. Vaidyanathan, Multirate Systems and Filter Banks,
Prentice Hall, 1993.
Examples
--------
Simple operations:
>>> from scipy.signal import upfirdn
>>> upfirdn([1, 1, 1], [1, 1, 1]) # FIR filter
array([ 1., 2., 3., 2., 1.])
>>> upfirdn([1], [1, 2, 3], 3) # upsampling with zeros insertion
array([ 1., 0., 0., 2., 0., 0., 3., 0., 0.])
>>> upfirdn([1, 1, 1], [1, 2, 3], 3) # upsampling with sample-and-hold
array([ 1., 1., 1., 2., 2., 2., 3., 3., 3.])
>>> upfirdn([.5, 1, .5], [1, 1, 1], 2) # linear interpolation
array([ 0.5, 1. , 1. , 1. , 1. , 1. , 0.5, 0. ])
>>> upfirdn([1], np.arange(10), 1, 3) # decimation by 3
array([ 0., 3., 6., 9.])
>>> upfirdn([.5, 1, .5], np.arange(10), 2, 3) # linear interp, rate 2/3
array([ 0. , 1. , 2.5, 4. , 5.5, 7. , 8.5, 0. ])
Apply a single filter to multiple signals:
>>> x = np.reshape(np.arange(8), (4, 2))
>>> x
array([[0, 1],
[2, 3],
[4, 5],
[6, 7]])
Apply along the last dimension of ``x``:
>>> h = [1, 1]
>>> upfirdn(h, x, 2)
array([[ 0., 0., 1., 1.],
[ 2., 2., 3., 3.],
[ 4., 4., 5., 5.],
[ 6., 6., 7., 7.]])
Apply along the 0th dimension of ``x``:
>>> upfirdn(h, x, 2, axis=0)
array([[ 0., 1.],
[ 0., 1.],
[ 2., 3.],
[ 2., 3.],
[ 4., 5.],
[ 4., 5.],
[ 6., 7.],
[ 6., 7.]])
"""
x = np.asarray(x)
ufd = _UpFIRDn(h, x.dtype, up, down)
# This is equivalent to (but faster than) using np.apply_along_axis
return ufd.apply_filter(x, axis, mode, cval)

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from numpy import (logical_and, asarray, pi, zeros_like,
piecewise, array, arctan2, tan, zeros, arange, floor)
from numpy.core.umath import (sqrt, exp, greater, less, cos, add, sin,
less_equal, greater_equal)
# From splinemodule.c
from .spline import cspline2d, sepfir2d
from scipy.special import comb, gamma
__all__ = ['spline_filter', 'bspline', 'gauss_spline', 'cubic', 'quadratic',
'cspline1d', 'qspline1d', 'cspline1d_eval', 'qspline1d_eval']
def factorial(n):
return gamma(n + 1)
def spline_filter(Iin, lmbda=5.0):
"""Smoothing spline (cubic) filtering of a rank-2 array.
Filter an input data set, `Iin`, using a (cubic) smoothing spline of
fall-off `lmbda`.
"""
intype = Iin.dtype.char
hcol = array([1.0, 4.0, 1.0], 'f') / 6.0
if intype in ['F', 'D']:
Iin = Iin.astype('F')
ckr = cspline2d(Iin.real, lmbda)
cki = cspline2d(Iin.imag, lmbda)
outr = sepfir2d(ckr, hcol, hcol)
outi = sepfir2d(cki, hcol, hcol)
out = (outr + 1j * outi).astype(intype)
elif intype in ['f', 'd']:
ckr = cspline2d(Iin, lmbda)
out = sepfir2d(ckr, hcol, hcol)
out = out.astype(intype)
else:
raise TypeError("Invalid data type for Iin")
return out
_splinefunc_cache = {}
def _bspline_piecefunctions(order):
"""Returns the function defined over the left-side pieces for a bspline of
a given order.
The 0th piece is the first one less than 0. The last piece is a function
identical to 0 (returned as the constant 0). (There are order//2 + 2 total
pieces).
Also returns the condition functions that when evaluated return boolean
arrays for use with `numpy.piecewise`.
"""
try:
return _splinefunc_cache[order]
except KeyError:
pass
def condfuncgen(num, val1, val2):
if num == 0:
return lambda x: logical_and(less_equal(x, val1),
greater_equal(x, val2))
elif num == 2:
return lambda x: less_equal(x, val2)
else:
return lambda x: logical_and(less(x, val1),
greater_equal(x, val2))
last = order // 2 + 2
if order % 2:
startbound = -1.0
else:
startbound = -0.5
condfuncs = [condfuncgen(0, 0, startbound)]
bound = startbound
for num in range(1, last - 1):
condfuncs.append(condfuncgen(1, bound, bound - 1))
bound = bound - 1
condfuncs.append(condfuncgen(2, 0, -(order + 1) / 2.0))
# final value of bound is used in piecefuncgen below
# the functions to evaluate are taken from the left-hand side
# in the general expression derived from the central difference
# operator (because they involve fewer terms).
fval = factorial(order)
def piecefuncgen(num):
Mk = order // 2 - num
if (Mk < 0):
return 0 # final function is 0
coeffs = [(1 - 2 * (k % 2)) * float(comb(order + 1, k, exact=1)) / fval
for k in range(Mk + 1)]
shifts = [-bound - k for k in range(Mk + 1)]
def thefunc(x):
res = 0.0
for k in range(Mk + 1):
res += coeffs[k] * (x + shifts[k]) ** order
return res
return thefunc
funclist = [piecefuncgen(k) for k in range(last)]
_splinefunc_cache[order] = (funclist, condfuncs)
return funclist, condfuncs
def bspline(x, n):
"""B-spline basis function of order n.
Notes
-----
Uses numpy.piecewise and automatic function-generator.
"""
ax = -abs(asarray(x))
# number of pieces on the left-side is (n+1)/2
funclist, condfuncs = _bspline_piecefunctions(n)
condlist = [func(ax) for func in condfuncs]
return piecewise(ax, condlist, funclist)
def gauss_spline(x, n):
"""Gaussian approximation to B-spline basis function of order n.
Parameters
----------
n : int
The order of the spline. Must be nonnegative, i.e., n >= 0
References
----------
.. [1] Bouma H., Vilanova A., Bescos J.O., ter Haar Romeny B.M., Gerritsen
F.A. (2007) Fast and Accurate Gaussian Derivatives Based on B-Splines. In:
Sgallari F., Murli A., Paragios N. (eds) Scale Space and Variational
Methods in Computer Vision. SSVM 2007. Lecture Notes in Computer
Science, vol 4485. Springer, Berlin, Heidelberg
"""
signsq = (n + 1) / 12.0
return 1 / sqrt(2 * pi * signsq) * exp(-x ** 2 / 2 / signsq)
def cubic(x):
"""A cubic B-spline.
This is a special case of `bspline`, and equivalent to ``bspline(x, 3)``.
"""
ax = abs(asarray(x))
res = zeros_like(ax)
cond1 = less(ax, 1)
if cond1.any():
ax1 = ax[cond1]
res[cond1] = 2.0 / 3 - 1.0 / 2 * ax1 ** 2 * (2 - ax1)
cond2 = ~cond1 & less(ax, 2)
if cond2.any():
ax2 = ax[cond2]
res[cond2] = 1.0 / 6 * (2 - ax2) ** 3
return res
def quadratic(x):
"""A quadratic B-spline.
This is a special case of `bspline`, and equivalent to ``bspline(x, 2)``.
"""
ax = abs(asarray(x))
res = zeros_like(ax)
cond1 = less(ax, 0.5)
if cond1.any():
ax1 = ax[cond1]
res[cond1] = 0.75 - ax1 ** 2
cond2 = ~cond1 & less(ax, 1.5)
if cond2.any():
ax2 = ax[cond2]
res[cond2] = (ax2 - 1.5) ** 2 / 2.0
return res
def _coeff_smooth(lam):
xi = 1 - 96 * lam + 24 * lam * sqrt(3 + 144 * lam)
omeg = arctan2(sqrt(144 * lam - 1), sqrt(xi))
rho = (24 * lam - 1 - sqrt(xi)) / (24 * lam)
rho = rho * sqrt((48 * lam + 24 * lam * sqrt(3 + 144 * lam)) / xi)
return rho, omeg
def _hc(k, cs, rho, omega):
return (cs / sin(omega) * (rho ** k) * sin(omega * (k + 1)) *
greater(k, -1))
def _hs(k, cs, rho, omega):
c0 = (cs * cs * (1 + rho * rho) / (1 - rho * rho) /
(1 - 2 * rho * rho * cos(2 * omega) + rho ** 4))
gamma = (1 - rho * rho) / (1 + rho * rho) / tan(omega)
ak = abs(k)
return c0 * rho ** ak * (cos(omega * ak) + gamma * sin(omega * ak))
def _cubic_smooth_coeff(signal, lamb):
rho, omega = _coeff_smooth(lamb)
cs = 1 - 2 * rho * cos(omega) + rho * rho
K = len(signal)
yp = zeros((K,), signal.dtype.char)
k = arange(K)
yp[0] = (_hc(0, cs, rho, omega) * signal[0] +
add.reduce(_hc(k + 1, cs, rho, omega) * signal))
yp[1] = (_hc(0, cs, rho, omega) * signal[0] +
_hc(1, cs, rho, omega) * signal[1] +
add.reduce(_hc(k + 2, cs, rho, omega) * signal))
for n in range(2, K):
yp[n] = (cs * signal[n] + 2 * rho * cos(omega) * yp[n - 1] -
rho * rho * yp[n - 2])
y = zeros((K,), signal.dtype.char)
y[K - 1] = add.reduce((_hs(k, cs, rho, omega) +
_hs(k + 1, cs, rho, omega)) * signal[::-1])
y[K - 2] = add.reduce((_hs(k - 1, cs, rho, omega) +
_hs(k + 2, cs, rho, omega)) * signal[::-1])
for n in range(K - 3, -1, -1):
y[n] = (cs * yp[n] + 2 * rho * cos(omega) * y[n + 1] -
rho * rho * y[n + 2])
return y
def _cubic_coeff(signal):
zi = -2 + sqrt(3)
K = len(signal)
yplus = zeros((K,), signal.dtype.char)
powers = zi ** arange(K)
yplus[0] = signal[0] + zi * add.reduce(powers * signal)
for k in range(1, K):
yplus[k] = signal[k] + zi * yplus[k - 1]
output = zeros((K,), signal.dtype)
output[K - 1] = zi / (zi - 1) * yplus[K - 1]
for k in range(K - 2, -1, -1):
output[k] = zi * (output[k + 1] - yplus[k])
return output * 6.0
def _quadratic_coeff(signal):
zi = -3 + 2 * sqrt(2.0)
K = len(signal)
yplus = zeros((K,), signal.dtype.char)
powers = zi ** arange(K)
yplus[0] = signal[0] + zi * add.reduce(powers * signal)
for k in range(1, K):
yplus[k] = signal[k] + zi * yplus[k - 1]
output = zeros((K,), signal.dtype.char)
output[K - 1] = zi / (zi - 1) * yplus[K - 1]
for k in range(K - 2, -1, -1):
output[k] = zi * (output[k + 1] - yplus[k])
return output * 8.0
def cspline1d(signal, lamb=0.0):
"""
Compute cubic spline coefficients for rank-1 array.
Find the cubic spline coefficients for a 1-D signal assuming
mirror-symmetric boundary conditions. To obtain the signal back from the
spline representation mirror-symmetric-convolve these coefficients with a
length 3 FIR window [1.0, 4.0, 1.0]/ 6.0 .
Parameters
----------
signal : ndarray
A rank-1 array representing samples of a signal.
lamb : float, optional
Smoothing coefficient, default is 0.0.
Returns
-------
c : ndarray
Cubic spline coefficients.
"""
if lamb != 0.0:
return _cubic_smooth_coeff(signal, lamb)
else:
return _cubic_coeff(signal)
def qspline1d(signal, lamb=0.0):
"""Compute quadratic spline coefficients for rank-1 array.
Parameters
----------
signal : ndarray
A rank-1 array representing samples of a signal.
lamb : float, optional
Smoothing coefficient (must be zero for now).
Returns
-------
c : ndarray
Quadratic spline coefficients.
See Also
--------
qspline1d_eval : Evaluate a quadratic spline at the new set of points.
Notes
-----
Find the quadratic spline coefficients for a 1-D signal assuming
mirror-symmetric boundary conditions. To obtain the signal back from the
spline representation mirror-symmetric-convolve these coefficients with a
length 3 FIR window [1.0, 6.0, 1.0]/ 8.0 .
Examples
--------
We can filter a signal to reduce and smooth out high-frequency noise with
a quadratic spline:
>>> import matplotlib.pyplot as plt
>>> from scipy.signal import qspline1d, qspline1d_eval
>>> sig = np.repeat([0., 1., 0.], 100)
>>> sig += np.random.randn(len(sig))*0.05 # add noise
>>> time = np.linspace(0, len(sig))
>>> filtered = qspline1d_eval(qspline1d(sig), time)
>>> plt.plot(sig, label="signal")
>>> plt.plot(time, filtered, label="filtered")
>>> plt.legend()
>>> plt.show()
"""
if lamb != 0.0:
raise ValueError("Smoothing quadratic splines not supported yet.")
else:
return _quadratic_coeff(signal)
def cspline1d_eval(cj, newx, dx=1.0, x0=0):
"""Evaluate a spline at the new set of points.
`dx` is the old sample-spacing while `x0` was the old origin. In
other-words the old-sample points (knot-points) for which the `cj`
represent spline coefficients were at equally-spaced points of:
oldx = x0 + j*dx j=0...N-1, with N=len(cj)
Edges are handled using mirror-symmetric boundary conditions.
"""
newx = (asarray(newx) - x0) / float(dx)
res = zeros_like(newx, dtype=cj.dtype)
if res.size == 0:
return res
N = len(cj)
cond1 = newx < 0
cond2 = newx > (N - 1)
cond3 = ~(cond1 | cond2)
# handle general mirror-symmetry
res[cond1] = cspline1d_eval(cj, -newx[cond1])
res[cond2] = cspline1d_eval(cj, 2 * (N - 1) - newx[cond2])
newx = newx[cond3]
if newx.size == 0:
return res
result = zeros_like(newx, dtype=cj.dtype)
jlower = floor(newx - 2).astype(int) + 1
for i in range(4):
thisj = jlower + i
indj = thisj.clip(0, N - 1) # handle edge cases
result += cj[indj] * cubic(newx - thisj)
res[cond3] = result
return res
def qspline1d_eval(cj, newx, dx=1.0, x0=0):
"""Evaluate a quadratic spline at the new set of points.
Parameters
----------
cj : ndarray
Quadratic spline coefficients
newx : ndarray
New set of points.
dx : float, optional
Old sample-spacing, the default value is 1.0.
x0 : int, optional
Old origin, the default value is 0.
Returns
-------
res : ndarray
Evaluated a quadratic spline points.
See Also
--------
qspline1d : Compute quadratic spline coefficients for rank-1 array.
Notes
-----
`dx` is the old sample-spacing while `x0` was the old origin. In
other-words the old-sample points (knot-points) for which the `cj`
represent spline coefficients were at equally-spaced points of::
oldx = x0 + j*dx j=0...N-1, with N=len(cj)
Edges are handled using mirror-symmetric boundary conditions.
Examples
--------
We can filter a signal to reduce and smooth out high-frequency noise with
a quadratic spline:
>>> import matplotlib.pyplot as plt
>>> from scipy.signal import qspline1d, qspline1d_eval
>>> sig = np.repeat([0., 1., 0.], 100)
>>> sig += np.random.randn(len(sig))*0.05 # add noise
>>> time = np.linspace(0, len(sig))
>>> filtered = qspline1d_eval(qspline1d(sig), time)
>>> plt.plot(sig, label="signal")
>>> plt.plot(time, filtered, label="filtered")
>>> plt.legend()
>>> plt.show()
"""
newx = (asarray(newx) - x0) / dx
res = zeros_like(newx)
if res.size == 0:
return res
N = len(cj)
cond1 = newx < 0
cond2 = newx > (N - 1)
cond3 = ~(cond1 | cond2)
# handle general mirror-symmetry
res[cond1] = qspline1d_eval(cj, -newx[cond1])
res[cond2] = qspline1d_eval(cj, 2 * (N - 1) - newx[cond2])
newx = newx[cond3]
if newx.size == 0:
return res
result = zeros_like(newx)
jlower = floor(newx - 1.5).astype(int) + 1
for i in range(3):
thisj = jlower + i
indj = thisj.clip(0, N - 1) # handle edge cases
result += cj[indj] * quadratic(newx - thisj)
res[cond3] = result
return res

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"""
ltisys -- a collection of functions to convert linear time invariant systems
from one representation to another.
"""
import numpy
import numpy as np
from numpy import (r_, eye, atleast_2d, poly, dot,
asarray, prod, zeros, array, outer)
from scipy import linalg
from .filter_design import tf2zpk, zpk2tf, normalize
__all__ = ['tf2ss', 'abcd_normalize', 'ss2tf', 'zpk2ss', 'ss2zpk',
'cont2discrete']
def tf2ss(num, den):
r"""Transfer function to state-space representation.
Parameters
----------
num, den : array_like
Sequences representing the coefficients of the numerator and
denominator polynomials, in order of descending degree. The
denominator needs to be at least as long as the numerator.
Returns
-------
A, B, C, D : ndarray
State space representation of the system, in controller canonical
form.
Examples
--------
Convert the transfer function:
.. math:: H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}
>>> num = [1, 3, 3]
>>> den = [1, 2, 1]
to the state-space representation:
.. math::
\dot{\textbf{x}}(t) =
\begin{bmatrix} -2 & -1 \\ 1 & 0 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \\ 0 \end{bmatrix} \textbf{u}(t) \\
\textbf{y}(t) = \begin{bmatrix} 1 & 2 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \end{bmatrix} \textbf{u}(t)
>>> from scipy.signal import tf2ss
>>> A, B, C, D = tf2ss(num, den)
>>> A
array([[-2., -1.],
[ 1., 0.]])
>>> B
array([[ 1.],
[ 0.]])
>>> C
array([[ 1., 2.]])
>>> D
array([[ 1.]])
"""
# Controller canonical state-space representation.
# if M+1 = len(num) and K+1 = len(den) then we must have M <= K
# states are found by asserting that X(s) = U(s) / D(s)
# then Y(s) = N(s) * X(s)
#
# A, B, C, and D follow quite naturally.
#
num, den = normalize(num, den) # Strips zeros, checks arrays
nn = len(num.shape)
if nn == 1:
num = asarray([num], num.dtype)
M = num.shape[1]
K = len(den)
if M > K:
msg = "Improper transfer function. `num` is longer than `den`."
raise ValueError(msg)
if M == 0 or K == 0: # Null system
return (array([], float), array([], float), array([], float),
array([], float))
# pad numerator to have same number of columns has denominator
num = r_['-1', zeros((num.shape[0], K - M), num.dtype), num]
if num.shape[-1] > 0:
D = atleast_2d(num[:, 0])
else:
# We don't assign it an empty array because this system
# is not 'null'. It just doesn't have a non-zero D
# matrix. Thus, it should have a non-zero shape so that
# it can be operated on by functions like 'ss2tf'
D = array([[0]], float)
if K == 1:
D = D.reshape(num.shape)
return (zeros((1, 1)), zeros((1, D.shape[1])),
zeros((D.shape[0], 1)), D)
frow = -array([den[1:]])
A = r_[frow, eye(K - 2, K - 1)]
B = eye(K - 1, 1)
C = num[:, 1:] - outer(num[:, 0], den[1:])
D = D.reshape((C.shape[0], B.shape[1]))
return A, B, C, D
def _none_to_empty_2d(arg):
if arg is None:
return zeros((0, 0))
else:
return arg
def _atleast_2d_or_none(arg):
if arg is not None:
return atleast_2d(arg)
def _shape_or_none(M):
if M is not None:
return M.shape
else:
return (None,) * 2
def _choice_not_none(*args):
for arg in args:
if arg is not None:
return arg
def _restore(M, shape):
if M.shape == (0, 0):
return zeros(shape)
else:
if M.shape != shape:
raise ValueError("The input arrays have incompatible shapes.")
return M
def abcd_normalize(A=None, B=None, C=None, D=None):
"""Check state-space matrices and ensure they are 2-D.
If enough information on the system is provided, that is, enough
properly-shaped arrays are passed to the function, the missing ones
are built from this information, ensuring the correct number of
rows and columns. Otherwise a ValueError is raised.
Parameters
----------
A, B, C, D : array_like, optional
State-space matrices. All of them are None (missing) by default.
See `ss2tf` for format.
Returns
-------
A, B, C, D : array
Properly shaped state-space matrices.
Raises
------
ValueError
If not enough information on the system was provided.
"""
A, B, C, D = map(_atleast_2d_or_none, (A, B, C, D))
MA, NA = _shape_or_none(A)
MB, NB = _shape_or_none(B)
MC, NC = _shape_or_none(C)
MD, ND = _shape_or_none(D)
p = _choice_not_none(MA, MB, NC)
q = _choice_not_none(NB, ND)
r = _choice_not_none(MC, MD)
if p is None or q is None or r is None:
raise ValueError("Not enough information on the system.")
A, B, C, D = map(_none_to_empty_2d, (A, B, C, D))
A = _restore(A, (p, p))
B = _restore(B, (p, q))
C = _restore(C, (r, p))
D = _restore(D, (r, q))
return A, B, C, D
def ss2tf(A, B, C, D, input=0):
r"""State-space to transfer function.
A, B, C, D defines a linear state-space system with `p` inputs,
`q` outputs, and `n` state variables.
Parameters
----------
A : array_like
State (or system) matrix of shape ``(n, n)``
B : array_like
Input matrix of shape ``(n, p)``
C : array_like
Output matrix of shape ``(q, n)``
D : array_like
Feedthrough (or feedforward) matrix of shape ``(q, p)``
input : int, optional
For multiple-input systems, the index of the input to use.
Returns
-------
num : 2-D ndarray
Numerator(s) of the resulting transfer function(s). `num` has one row
for each of the system's outputs. Each row is a sequence representation
of the numerator polynomial.
den : 1-D ndarray
Denominator of the resulting transfer function(s). `den` is a sequence
representation of the denominator polynomial.
Examples
--------
Convert the state-space representation:
.. math::
\dot{\textbf{x}}(t) =
\begin{bmatrix} -2 & -1 \\ 1 & 0 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \\ 0 \end{bmatrix} \textbf{u}(t) \\
\textbf{y}(t) = \begin{bmatrix} 1 & 2 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \end{bmatrix} \textbf{u}(t)
>>> A = [[-2, -1], [1, 0]]
>>> B = [[1], [0]] # 2-D column vector
>>> C = [[1, 2]] # 2-D row vector
>>> D = 1
to the transfer function:
.. math:: H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}
>>> from scipy.signal import ss2tf
>>> ss2tf(A, B, C, D)
(array([[1, 3, 3]]), array([ 1., 2., 1.]))
"""
# transfer function is C (sI - A)**(-1) B + D
# Check consistency and make them all rank-2 arrays
A, B, C, D = abcd_normalize(A, B, C, D)
nout, nin = D.shape
if input >= nin:
raise ValueError("System does not have the input specified.")
# make SIMO from possibly MIMO system.
B = B[:, input:input + 1]
D = D[:, input:input + 1]
try:
den = poly(A)
except ValueError:
den = 1
if (prod(B.shape, axis=0) == 0) and (prod(C.shape, axis=0) == 0):
num = numpy.ravel(D)
if (prod(D.shape, axis=0) == 0) and (prod(A.shape, axis=0) == 0):
den = []
return num, den
num_states = A.shape[0]
type_test = A[:, 0] + B[:, 0] + C[0, :] + D
num = numpy.zeros((nout, num_states + 1), type_test.dtype)
for k in range(nout):
Ck = atleast_2d(C[k, :])
num[k] = poly(A - dot(B, Ck)) + (D[k] - 1) * den
return num, den
def zpk2ss(z, p, k):
"""Zero-pole-gain representation to state-space representation
Parameters
----------
z, p : sequence
Zeros and poles.
k : float
System gain.
Returns
-------
A, B, C, D : ndarray
State space representation of the system, in controller canonical
form.
"""
return tf2ss(*zpk2tf(z, p, k))
def ss2zpk(A, B, C, D, input=0):
"""State-space representation to zero-pole-gain representation.
A, B, C, D defines a linear state-space system with `p` inputs,
`q` outputs, and `n` state variables.
Parameters
----------
A : array_like
State (or system) matrix of shape ``(n, n)``
B : array_like
Input matrix of shape ``(n, p)``
C : array_like
Output matrix of shape ``(q, n)``
D : array_like
Feedthrough (or feedforward) matrix of shape ``(q, p)``
input : int, optional
For multiple-input systems, the index of the input to use.
Returns
-------
z, p : sequence
Zeros and poles.
k : float
System gain.
"""
return tf2zpk(*ss2tf(A, B, C, D, input=input))
def cont2discrete(system, dt, method="zoh", alpha=None):
"""
Transform a continuous to a discrete state-space system.
Parameters
----------
system : a tuple describing the system or an instance of `lti`
The following gives the number of elements in the tuple and
the interpretation:
* 1: (instance of `lti`)
* 2: (num, den)
* 3: (zeros, poles, gain)
* 4: (A, B, C, D)
dt : float
The discretization time step.
method : str, optional
Which method to use:
* gbt: generalized bilinear transformation
* bilinear: Tustin's approximation ("gbt" with alpha=0.5)
* euler: Euler (or forward differencing) method ("gbt" with alpha=0)
* backward_diff: Backwards differencing ("gbt" with alpha=1.0)
* zoh: zero-order hold (default)
* foh: first-order hold (*versionadded: 1.3.0*)
* impulse: equivalent impulse response (*versionadded: 1.3.0*)
alpha : float within [0, 1], optional
The generalized bilinear transformation weighting parameter, which
should only be specified with method="gbt", and is ignored otherwise
Returns
-------
sysd : tuple containing the discrete system
Based on the input type, the output will be of the form
* (num, den, dt) for transfer function input
* (zeros, poles, gain, dt) for zeros-poles-gain input
* (A, B, C, D, dt) for state-space system input
Notes
-----
By default, the routine uses a Zero-Order Hold (zoh) method to perform
the transformation. Alternatively, a generalized bilinear transformation
may be used, which includes the common Tustin's bilinear approximation,
an Euler's method technique, or a backwards differencing technique.
The Zero-Order Hold (zoh) method is based on [1]_, the generalized bilinear
approximation is based on [2]_ and [3]_, the First-Order Hold (foh) method
is based on [4]_.
References
----------
.. [1] https://en.wikipedia.org/wiki/Discretization#Discretization_of_linear_state_space_models
.. [2] http://techteach.no/publications/discretetime_signals_systems/discrete.pdf
.. [3] G. Zhang, X. Chen, and T. Chen, Digital redesign via the generalized
bilinear transformation, Int. J. Control, vol. 82, no. 4, pp. 741-754,
2009.
(https://www.mypolyuweb.hk/~magzhang/Research/ZCC09_IJC.pdf)
.. [4] G. F. Franklin, J. D. Powell, and M. L. Workman, Digital control
of dynamic systems, 3rd ed. Menlo Park, Calif: Addison-Wesley,
pp. 204-206, 1998.
"""
if len(system) == 1:
return system.to_discrete()
if len(system) == 2:
sysd = cont2discrete(tf2ss(system[0], system[1]), dt, method=method,
alpha=alpha)
return ss2tf(sysd[0], sysd[1], sysd[2], sysd[3]) + (dt,)
elif len(system) == 3:
sysd = cont2discrete(zpk2ss(system[0], system[1], system[2]), dt,
method=method, alpha=alpha)
return ss2zpk(sysd[0], sysd[1], sysd[2], sysd[3]) + (dt,)
elif len(system) == 4:
a, b, c, d = system
else:
raise ValueError("First argument must either be a tuple of 2 (tf), "
"3 (zpk), or 4 (ss) arrays.")
if method == 'gbt':
if alpha is None:
raise ValueError("Alpha parameter must be specified for the "
"generalized bilinear transform (gbt) method")
elif alpha < 0 or alpha > 1:
raise ValueError("Alpha parameter must be within the interval "
"[0,1] for the gbt method")
if method == 'gbt':
# This parameter is used repeatedly - compute once here
ima = np.eye(a.shape[0]) - alpha*dt*a
ad = linalg.solve(ima, np.eye(a.shape[0]) + (1.0-alpha)*dt*a)
bd = linalg.solve(ima, dt*b)
# Similarly solve for the output equation matrices
cd = linalg.solve(ima.transpose(), c.transpose())
cd = cd.transpose()
dd = d + alpha*np.dot(c, bd)
elif method == 'bilinear' or method == 'tustin':
return cont2discrete(system, dt, method="gbt", alpha=0.5)
elif method == 'euler' or method == 'forward_diff':
return cont2discrete(system, dt, method="gbt", alpha=0.0)
elif method == 'backward_diff':
return cont2discrete(system, dt, method="gbt", alpha=1.0)
elif method == 'zoh':
# Build an exponential matrix
em_upper = np.hstack((a, b))
# Need to stack zeros under the a and b matrices
em_lower = np.hstack((np.zeros((b.shape[1], a.shape[0])),
np.zeros((b.shape[1], b.shape[1]))))
em = np.vstack((em_upper, em_lower))
ms = linalg.expm(dt * em)
# Dispose of the lower rows
ms = ms[:a.shape[0], :]
ad = ms[:, 0:a.shape[1]]
bd = ms[:, a.shape[1]:]
cd = c
dd = d
elif method == 'foh':
# Size parameters for convenience
n = a.shape[0]
m = b.shape[1]
# Build an exponential matrix similar to 'zoh' method
em_upper = linalg.block_diag(np.block([a, b]) * dt, np.eye(m))
em_lower = zeros((m, n + 2 * m))
em = np.block([[em_upper], [em_lower]])
ms = linalg.expm(em)
# Get the three blocks from upper rows
ms11 = ms[:n, 0:n]
ms12 = ms[:n, n:n + m]
ms13 = ms[:n, n + m:]
ad = ms11
bd = ms12 - ms13 + ms11 @ ms13
cd = c
dd = d + c @ ms13
elif method == 'impulse':
if not np.allclose(d, 0):
raise ValueError("Impulse method is only applicable"
"to strictly proper systems")
ad = linalg.expm(a * dt)
bd = ad @ b * dt
cd = c
dd = c @ b * dt
else:
raise ValueError("Unknown transformation method '%s'" % method)
return ad, bd, cd, dd, dt

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from scipy._build_utils import numpy_nodepr_api
def configuration(parent_package='', top_path=None):
from numpy.distutils.misc_util import Configuration
from scipy._build_utils.compiler_helper import set_c_flags_hook
config = Configuration('signal', parent_package, top_path)
config.add_data_dir('tests')
config.add_subpackage('windows')
sigtools = config.add_extension('sigtools',
sources=['sigtoolsmodule.c', 'firfilter.c',
'medianfilter.c', 'lfilter.c.src',
'correlate_nd.c.src'],
depends=['sigtools.h'],
include_dirs=['.'],
**numpy_nodepr_api)
sigtools._pre_build_hook = set_c_flags_hook
config.add_extension(
'_spectral', sources=['_spectral.c'])
config.add_extension(
'_max_len_seq_inner', sources=['_max_len_seq_inner.c'])
config.add_extension(
'_peak_finding_utils', sources=['_peak_finding_utils.c'])
config.add_extension(
'_sosfilt', sources=['_sosfilt.c'])
config.add_extension(
'_upfirdn_apply', sources=['_upfirdn_apply.c'])
spline_src = ['splinemodule.c', 'S_bspline_util.c', 'D_bspline_util.c',
'C_bspline_util.c', 'Z_bspline_util.c', 'bspline_util.c']
config.add_extension('spline', sources=spline_src, **numpy_nodepr_api)
return config
if __name__ == '__main__':
from numpy.distutils.core import setup
setup(**configuration(top_path='').todict())

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"""
Some signal functions implemented using mpmath.
"""
try:
import mpmath # type: ignore[import]
except ImportError:
mpmath = None
def _prod(seq):
"""Returns the product of the elements in the sequence `seq`."""
p = 1
for elem in seq:
p *= elem
return p
def _relative_degree(z, p):
"""
Return relative degree of transfer function from zeros and poles.
This is simply len(p) - len(z), which must be nonnegative.
A ValueError is raised if len(p) < len(z).
"""
degree = len(p) - len(z)
if degree < 0:
raise ValueError("Improper transfer function. "
"Must have at least as many poles as zeros.")
return degree
def _zpkbilinear(z, p, k, fs):
"""Bilinear transformation to convert a filter from analog to digital."""
degree = _relative_degree(z, p)
fs2 = 2*fs
# Bilinear transform the poles and zeros
z_z = [(fs2 + z1) / (fs2 - z1) for z1 in z]
p_z = [(fs2 + p1) / (fs2 - p1) for p1 in p]
# Any zeros that were at infinity get moved to the Nyquist frequency
z_z.extend([-1] * degree)
# Compensate for gain change
numer = _prod(fs2 - z1 for z1 in z)
denom = _prod(fs2 - p1 for p1 in p)
k_z = k * numer / denom
return z_z, p_z, k_z.real
def _zpklp2lp(z, p, k, wo=1):
"""Transform a lowpass filter to a different cutoff frequency."""
degree = _relative_degree(z, p)
# Scale all points radially from origin to shift cutoff frequency
z_lp = [wo * z1 for z1 in z]
p_lp = [wo * p1 for p1 in p]
# Each shifted pole decreases gain by wo, each shifted zero increases it.
# Cancel out the net change to keep overall gain the same
k_lp = k * wo**degree
return z_lp, p_lp, k_lp
def _butter_analog_poles(n):
"""
Poles of an analog Butterworth lowpass filter.
This is the same calculation as scipy.signal.buttap(n) or
scipy.signal.butter(n, 1, analog=True, output='zpk'), but mpmath is used,
and only the poles are returned.
"""
poles = [-mpmath.exp(1j*mpmath.pi*k/(2*n)) for k in range(-n+1, n, 2)]
return poles
def butter_lp(n, Wn):
"""
Lowpass Butterworth digital filter design.
This computes the same result as scipy.signal.butter(n, Wn, output='zpk'),
but it uses mpmath, and the results are returned in lists instead of NumPy
arrays.
"""
zeros = []
poles = _butter_analog_poles(n)
k = 1
fs = 2
warped = 2 * fs * mpmath.tan(mpmath.pi * Wn / fs)
z, p, k = _zpklp2lp(zeros, poles, k, wo=warped)
z, p, k = _zpkbilinear(z, p, k, fs=fs)
return z, p, k
def zpkfreqz(z, p, k, worN=None):
"""
Frequency response of a filter in zpk format, using mpmath.
This is the same calculation as scipy.signal.freqz, but the input is in
zpk format, the calculation is performed using mpath, and the results are
returned in lists instead of NumPy arrays.
"""
if worN is None or isinstance(worN, int):
N = worN or 512
ws = [mpmath.pi * mpmath.mpf(j) / N for j in range(N)]
else:
ws = worN
h = []
for wk in ws:
zm1 = mpmath.exp(1j * wk)
numer = _prod([zm1 - t for t in z])
denom = _prod([zm1 - t for t in p])
hk = k * numer / denom
h.append(hk)
return ws, h

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import numpy as np
from numpy.testing import assert_array_equal
from pytest import raises as assert_raises
from scipy.signal._arraytools import (axis_slice, axis_reverse,
odd_ext, even_ext, const_ext, zero_ext)
class TestArrayTools(object):
def test_axis_slice(self):
a = np.arange(12).reshape(3, 4)
s = axis_slice(a, start=0, stop=1, axis=0)
assert_array_equal(s, a[0:1, :])
s = axis_slice(a, start=-1, axis=0)
assert_array_equal(s, a[-1:, :])
s = axis_slice(a, start=0, stop=1, axis=1)
assert_array_equal(s, a[:, 0:1])
s = axis_slice(a, start=-1, axis=1)
assert_array_equal(s, a[:, -1:])
s = axis_slice(a, start=0, step=2, axis=0)
assert_array_equal(s, a[::2, :])
s = axis_slice(a, start=0, step=2, axis=1)
assert_array_equal(s, a[:, ::2])
def test_axis_reverse(self):
a = np.arange(12).reshape(3, 4)
r = axis_reverse(a, axis=0)
assert_array_equal(r, a[::-1, :])
r = axis_reverse(a, axis=1)
assert_array_equal(r, a[:, ::-1])
def test_odd_ext(self):
a = np.array([[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5]])
odd = odd_ext(a, 2, axis=1)
expected = np.array([[-1, 0, 1, 2, 3, 4, 5, 6, 7],
[11, 10, 9, 8, 7, 6, 5, 4, 3]])
assert_array_equal(odd, expected)
odd = odd_ext(a, 1, axis=0)
expected = np.array([[-7, -4, -1, 2, 5],
[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5],
[17, 14, 11, 8, 5]])
assert_array_equal(odd, expected)
assert_raises(ValueError, odd_ext, a, 2, axis=0)
assert_raises(ValueError, odd_ext, a, 5, axis=1)
def test_even_ext(self):
a = np.array([[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5]])
even = even_ext(a, 2, axis=1)
expected = np.array([[3, 2, 1, 2, 3, 4, 5, 4, 3],
[7, 8, 9, 8, 7, 6, 5, 6, 7]])
assert_array_equal(even, expected)
even = even_ext(a, 1, axis=0)
expected = np.array([[9, 8, 7, 6, 5],
[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5],
[1, 2, 3, 4, 5]])
assert_array_equal(even, expected)
assert_raises(ValueError, even_ext, a, 2, axis=0)
assert_raises(ValueError, even_ext, a, 5, axis=1)
def test_const_ext(self):
a = np.array([[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5]])
const = const_ext(a, 2, axis=1)
expected = np.array([[1, 1, 1, 2, 3, 4, 5, 5, 5],
[9, 9, 9, 8, 7, 6, 5, 5, 5]])
assert_array_equal(const, expected)
const = const_ext(a, 1, axis=0)
expected = np.array([[1, 2, 3, 4, 5],
[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5],
[9, 8, 7, 6, 5]])
assert_array_equal(const, expected)
def test_zero_ext(self):
a = np.array([[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5]])
zero = zero_ext(a, 2, axis=1)
expected = np.array([[0, 0, 1, 2, 3, 4, 5, 0, 0],
[0, 0, 9, 8, 7, 6, 5, 0, 0]])
assert_array_equal(zero, expected)
zero = zero_ext(a, 1, axis=0)
expected = np.array([[0, 0, 0, 0, 0],
[1, 2, 3, 4, 5],
[9, 8, 7, 6, 5],
[0, 0, 0, 0, 0]])
assert_array_equal(zero, expected)

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# pylint: disable=missing-docstring
import numpy as np
from numpy import array
from numpy.testing import (assert_equal,
assert_allclose, assert_array_equal,
assert_almost_equal)
from pytest import raises
import scipy.signal.bsplines as bsp
class TestBSplines(object):
"""Test behaviors of B-splines. The values tested against were returned as of
SciPy 1.1.0 and are included for regression testing purposes"""
def test_factorial(self):
# can't all be zero state
assert_equal(bsp.factorial(1), 1)
def test_spline_filter(self):
np.random.seed(12457)
# Test the type-error branch
raises(TypeError, bsp.spline_filter, array([0]), 0)
# Test the complex branch
data_array_complex = np.random.rand(7, 7) + np.random.rand(7, 7)*1j
# make the magnitude exceed 1, and make some negative
data_array_complex = 10*(1+1j-2*data_array_complex)
result_array_complex = array(
[[-4.61489230e-01-1.92994022j, 8.33332443+6.25519943j,
6.96300745e-01-9.05576038j, 5.28294849+3.97541356j,
5.92165565+7.68240595j, 6.59493160-1.04542804j,
9.84503460-5.85946894j],
[-8.78262329-8.4295969j, 7.20675516+5.47528982j,
-8.17223072+2.06330729j, -4.38633347-8.65968037j,
9.89916801-8.91720295j, 2.67755103+8.8706522j,
6.24192142+3.76879835j],
[-3.15627527+2.56303072j, 9.87658501-0.82838702j,
-9.96930313+8.72288895j, 3.17193985+6.42474651j,
-4.50919819-6.84576082j, 5.75423431+9.94723988j,
9.65979767+6.90665293j],
[-8.28993416-6.61064005j, 9.71416473e-01-9.44907284j,
-2.38331890+9.25196648j, -7.08868170-0.77403212j,
4.89887714+7.05371094j, -1.37062311-2.73505688j,
7.70705748+2.5395329j],
[2.51528406-1.82964492j, 3.65885472+2.95454836j,
5.16786575-1.66362023j, -8.77737999e-03+5.72478867j,
4.10533333-3.10287571j, 9.04761887+1.54017115j,
-5.77960968e-01-7.87758923j],
[9.86398506-3.98528528j, -4.71444130-2.44316983j,
-1.68038976-1.12708664j, 2.84695053+1.01725709j,
1.14315915-8.89294529j, -3.17127085-5.42145538j,
1.91830420-6.16370344j],
[7.13875294+2.91851187j, -5.35737514+9.64132309j,
-9.66586399+0.70250005j, -9.87717438-2.0262239j,
9.93160629+1.5630846j, 4.71948051-2.22050714j,
9.49550819+7.8995142j]])
# FIXME: for complex types, the computations are done in
# single precision (reason unclear). When this is changed,
# this test needs updating.
assert_allclose(bsp.spline_filter(data_array_complex, 0),
result_array_complex, rtol=1e-6)
# Test the real branch
np.random.seed(12457)
data_array_real = np.random.rand(12, 12)
# make the magnitude exceed 1, and make some negative
data_array_real = 10*(1-2*data_array_real)
result_array_real = array(
[[-.463312621, 8.33391222, .697290949, 5.28390836,
5.92066474, 6.59452137, 9.84406950, -8.78324188,
7.20675750, -8.17222994, -4.38633345, 9.89917069],
[2.67755154, 6.24192170, -3.15730578, 9.87658581,
-9.96930425, 3.17194115, -4.50919947, 5.75423446,
9.65979824, -8.29066885, .971416087, -2.38331897],
[-7.08868346, 4.89887705, -1.37062289, 7.70705838,
2.51526461, 3.65885497, 5.16786604, -8.77715342e-03,
4.10533325, 9.04761993, -.577960351, 9.86382519],
[-4.71444301, -1.68038985, 2.84695116, 1.14315938,
-3.17127091, 1.91830461, 7.13779687, -5.35737482,
-9.66586425, -9.87717456, 9.93160672, 4.71948144],
[9.49551194, -1.92958436, 6.25427993, -9.05582911,
3.97562282, 7.68232426, -1.04514824, -5.86021443,
-8.43007451, 5.47528997, 2.06330736, -8.65968112],
[-8.91720100, 8.87065356, 3.76879937, 2.56222894,
-.828387146, 8.72288903, 6.42474741, -6.84576083,
9.94724115, 6.90665380, -6.61084494, -9.44907391],
[9.25196790, -.774032030, 7.05371046, -2.73505725,
2.53953305, -1.82889155, 2.95454824, -1.66362046,
5.72478916, -3.10287679, 1.54017123, -7.87759020],
[-3.98464539, -2.44316992, -1.12708657, 1.01725672,
-8.89294671, -5.42145629, -6.16370321, 2.91775492,
9.64132208, .702499998, -2.02622392, 1.56308431],
[-2.22050773, 7.89951554, 5.98970713, -7.35861835,
5.45459283, -7.76427957, 3.67280490, -4.05521315,
4.51967507, -3.22738749, -3.65080177, 3.05630155],
[-6.21240584, -.296796126, -8.34800163, 9.21564563,
-3.61958784, -4.77120006, -3.99454057, 1.05021988e-03,
-6.95982829, 6.04380797, 8.43181250, -2.71653339],
[1.19638037, 6.99718842e-02, 6.72020394, -2.13963198,
3.75309875, -5.70076744, 5.92143551, -7.22150575,
-3.77114594, -1.11903194, -5.39151466, 3.06620093],
[9.86326886, 1.05134482, -7.75950607, -3.64429655,
7.81848957, -9.02270373, 3.73399754, -4.71962549,
-7.71144306, 3.78263161, 6.46034818, -4.43444731]])
assert_allclose(bsp.spline_filter(data_array_real, 0),
result_array_real)
def test_bspline(self):
np.random.seed(12458)
assert_allclose(bsp.bspline(np.random.rand(1, 1), 2),
array([[0.73694695]]))
data_array_complex = np.random.rand(4, 4) + np.random.rand(4, 4)*1j
data_array_complex = 0.1*data_array_complex
result_array_complex = array(
[[0.40882362, 0.41021151, 0.40886708, 0.40905103],
[0.40829477, 0.41021230, 0.40966097, 0.40939871],
[0.41036803, 0.40901724, 0.40965331, 0.40879513],
[0.41032862, 0.40925287, 0.41037754, 0.41027477]])
assert_allclose(bsp.bspline(data_array_complex, 10),
result_array_complex)
def test_gauss_spline(self):
np.random.seed(12459)
assert_almost_equal(bsp.gauss_spline(0, 0), 1.381976597885342)
assert_allclose(bsp.gauss_spline(array([1.]), 1), array([0.04865217]))
def test_cubic(self):
np.random.seed(12460)
assert_array_equal(bsp.cubic([0]), array([0]))
data_array_complex = np.random.rand(4, 4) + np.random.rand(4, 4)*1j
data_array_complex = 1+1j-2*data_array_complex
# scaling the magnitude by 10 makes the results close enough to zero,
# that the assertion fails, so just make the elements have a mix of
# positive and negative imaginary components...
result_array_complex = array(
[[0.23056563, 0.38414406, 0.08342987, 0.06904847],
[0.17240848, 0.47055447, 0.63896278, 0.39756424],
[0.12672571, 0.65862632, 0.1116695, 0.09700386],
[0.3544116, 0.17856518, 0.1528841, 0.17285762]])
assert_allclose(bsp.cubic(data_array_complex), result_array_complex)
def test_quadratic(self):
np.random.seed(12461)
assert_array_equal(bsp.quadratic([0]), array([0]))
data_array_complex = np.random.rand(4, 4) + np.random.rand(4, 4)*1j
# scaling the magnitude by 10 makes the results all zero,
# so just make the elements have a mix of positive and negative
# imaginary components...
data_array_complex = (1+1j-2*data_array_complex)
result_array_complex = array(
[[0.23062746, 0.06338176, 0.34902312, 0.31944105],
[0.14701256, 0.13277773, 0.29428615, 0.09814697],
[0.52873842, 0.06484157, 0.09517566, 0.46420389],
[0.09286829, 0.09371954, 0.1422526, 0.16007024]])
assert_allclose(bsp.quadratic(data_array_complex),
result_array_complex)
def test_cspline1d(self):
np.random.seed(12462)
assert_array_equal(bsp.cspline1d(array([0])), [0.])
c1d = array([1.21037185, 1.86293902, 2.98834059, 4.11660378,
4.78893826])
# test lamda != 0
assert_allclose(bsp.cspline1d(array([1., 2, 3, 4, 5]), 1), c1d)
c1d0 = array([0.78683946, 2.05333735, 2.99981113, 3.94741812,
5.21051638])
assert_allclose(bsp.cspline1d(array([1., 2, 3, 4, 5])), c1d0)
def test_qspline1d(self):
np.random.seed(12463)
assert_array_equal(bsp.qspline1d(array([0])), [0.])
# test lamda != 0
raises(ValueError, bsp.qspline1d, array([1., 2, 3, 4, 5]), 1.)
raises(ValueError, bsp.qspline1d, array([1., 2, 3, 4, 5]), -1.)
q1d0 = array([0.85350007, 2.02441743, 2.99999534, 3.97561055,
5.14634135])
assert_allclose(bsp.qspline1d(array([1., 2, 3, 4, 5])), q1d0)
def test_cspline1d_eval(self):
np.random.seed(12464)
assert_allclose(bsp.cspline1d_eval(array([0., 0]), [0.]), array([0.]))
assert_array_equal(bsp.cspline1d_eval(array([1., 0, 1]), []),
array([]))
x = [-3, -2, -1, 0, 1, 2, 3, 4, 5, 6]
dx = x[1]-x[0]
newx = [-6., -5.5, -5., -4.5, -4., -3.5, -3., -2.5, -2., -1.5, -1.,
-0.5, 0., 0.5, 1., 1.5, 2., 2.5, 3., 3.5, 4., 4.5, 5., 5.5, 6.,
6.5, 7., 7.5, 8., 8.5, 9., 9.5, 10., 10.5, 11., 11.5, 12.,
12.5]
y = array([4.216, 6.864, 3.514, 6.203, 6.759, 7.433, 7.874, 5.879,
1.396, 4.094])
cj = bsp.cspline1d(y)
newy = array([6.203, 4.41570658, 3.514, 5.16924703, 6.864, 6.04643068,
4.21600281, 6.04643068, 6.864, 5.16924703, 3.514,
4.41570658, 6.203, 6.80717667, 6.759, 6.98971173, 7.433,
7.79560142, 7.874, 7.41525761, 5.879, 3.18686814, 1.396,
2.24889482, 4.094, 2.24889482, 1.396, 3.18686814, 5.879,
7.41525761, 7.874, 7.79560142, 7.433, 6.98971173, 6.759,
6.80717667, 6.203, 4.41570658])
assert_allclose(bsp.cspline1d_eval(cj, newx, dx=dx, x0=x[0]), newy)
def test_qspline1d_eval(self):
np.random.seed(12465)
assert_allclose(bsp.qspline1d_eval(array([0., 0]), [0.]), array([0.]))
assert_array_equal(bsp.qspline1d_eval(array([1., 0, 1]), []),
array([]))
x = [-3, -2, -1, 0, 1, 2, 3, 4, 5, 6]
dx = x[1]-x[0]
newx = [-6., -5.5, -5., -4.5, -4., -3.5, -3., -2.5, -2., -1.5, -1.,
-0.5, 0., 0.5, 1., 1.5, 2., 2.5, 3., 3.5, 4., 4.5, 5., 5.5, 6.,
6.5, 7., 7.5, 8., 8.5, 9., 9.5, 10., 10.5, 11., 11.5, 12.,
12.5]
y = array([4.216, 6.864, 3.514, 6.203, 6.759, 7.433, 7.874, 5.879,
1.396, 4.094])
cj = bsp.qspline1d(y)
newy = array([6.203, 4.49418159, 3.514, 5.18390821, 6.864, 5.91436915,
4.21600002, 5.91436915, 6.864, 5.18390821, 3.514,
4.49418159, 6.203, 6.71900226, 6.759, 7.03980488, 7.433,
7.81016848, 7.874, 7.32718426, 5.879, 3.23872593, 1.396,
2.34046013, 4.094, 2.34046013, 1.396, 3.23872593, 5.879,
7.32718426, 7.874, 7.81016848, 7.433, 7.03980488, 6.759,
6.71900226, 6.203, 4.49418159])
assert_allclose(bsp.qspline1d_eval(cj, newx, dx=dx, x0=x[0]), newy)

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import numpy as np
from numpy.testing import \
assert_array_almost_equal, assert_almost_equal, \
assert_allclose, assert_equal
import pytest
from scipy.signal import cont2discrete as c2d
from scipy.signal import dlsim, ss2tf, ss2zpk, lsim2, lti
from scipy.signal import tf2ss, impulse2, dimpulse, step2, dstep
# Author: Jeffrey Armstrong <jeff@approximatrix.com>
# March 29, 2011
class TestC2D(object):
def test_zoh(self):
ac = np.eye(2)
bc = np.full((2, 1), 0.5)
cc = np.array([[0.75, 1.0], [1.0, 1.0], [1.0, 0.25]])
dc = np.array([[0.0], [0.0], [-0.33]])
ad_truth = 1.648721270700128 * np.eye(2)
bd_truth = np.full((2, 1), 0.324360635350064)
# c and d in discrete should be equal to their continuous counterparts
dt_requested = 0.5
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested, method='zoh')
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cc, cd)
assert_array_almost_equal(dc, dd)
assert_almost_equal(dt_requested, dt)
def test_foh(self):
ac = np.eye(2)
bc = np.full((2, 1), 0.5)
cc = np.array([[0.75, 1.0], [1.0, 1.0], [1.0, 0.25]])
dc = np.array([[0.0], [0.0], [-0.33]])
# True values are verified with Matlab
ad_truth = 1.648721270700128 * np.eye(2)
bd_truth = np.full((2, 1), 0.420839287058789)
cd_truth = cc
dd_truth = np.array([[0.260262223725224],
[0.297442541400256],
[-0.144098411624840]])
dt_requested = 0.5
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested, method='foh')
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cd_truth, cd)
assert_array_almost_equal(dd_truth, dd)
assert_almost_equal(dt_requested, dt)
def test_impulse(self):
ac = np.eye(2)
bc = np.full((2, 1), 0.5)
cc = np.array([[0.75, 1.0], [1.0, 1.0], [1.0, 0.25]])
dc = np.array([[0.0], [0.0], [0.0]])
# True values are verified with Matlab
ad_truth = 1.648721270700128 * np.eye(2)
bd_truth = np.full((2, 1), 0.412180317675032)
cd_truth = cc
dd_truth = np.array([[0.4375], [0.5], [0.3125]])
dt_requested = 0.5
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested,
method='impulse')
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cd_truth, cd)
assert_array_almost_equal(dd_truth, dd)
assert_almost_equal(dt_requested, dt)
def test_gbt(self):
ac = np.eye(2)
bc = np.full((2, 1), 0.5)
cc = np.array([[0.75, 1.0], [1.0, 1.0], [1.0, 0.25]])
dc = np.array([[0.0], [0.0], [-0.33]])
dt_requested = 0.5
alpha = 1.0 / 3.0
ad_truth = 1.6 * np.eye(2)
bd_truth = np.full((2, 1), 0.3)
cd_truth = np.array([[0.9, 1.2],
[1.2, 1.2],
[1.2, 0.3]])
dd_truth = np.array([[0.175],
[0.2],
[-0.205]])
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested,
method='gbt', alpha=alpha)
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cd_truth, cd)
assert_array_almost_equal(dd_truth, dd)
def test_euler(self):
ac = np.eye(2)
bc = np.full((2, 1), 0.5)
cc = np.array([[0.75, 1.0], [1.0, 1.0], [1.0, 0.25]])
dc = np.array([[0.0], [0.0], [-0.33]])
dt_requested = 0.5
ad_truth = 1.5 * np.eye(2)
bd_truth = np.full((2, 1), 0.25)
cd_truth = np.array([[0.75, 1.0],
[1.0, 1.0],
[1.0, 0.25]])
dd_truth = dc
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested,
method='euler')
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cd_truth, cd)
assert_array_almost_equal(dd_truth, dd)
assert_almost_equal(dt_requested, dt)
def test_backward_diff(self):
ac = np.eye(2)
bc = np.full((2, 1), 0.5)
cc = np.array([[0.75, 1.0], [1.0, 1.0], [1.0, 0.25]])
dc = np.array([[0.0], [0.0], [-0.33]])
dt_requested = 0.5
ad_truth = 2.0 * np.eye(2)
bd_truth = np.full((2, 1), 0.5)
cd_truth = np.array([[1.5, 2.0],
[2.0, 2.0],
[2.0, 0.5]])
dd_truth = np.array([[0.875],
[1.0],
[0.295]])
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested,
method='backward_diff')
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cd_truth, cd)
assert_array_almost_equal(dd_truth, dd)
def test_bilinear(self):
ac = np.eye(2)
bc = np.full((2, 1), 0.5)
cc = np.array([[0.75, 1.0], [1.0, 1.0], [1.0, 0.25]])
dc = np.array([[0.0], [0.0], [-0.33]])
dt_requested = 0.5
ad_truth = (5.0 / 3.0) * np.eye(2)
bd_truth = np.full((2, 1), 1.0 / 3.0)
cd_truth = np.array([[1.0, 4.0 / 3.0],
[4.0 / 3.0, 4.0 / 3.0],
[4.0 / 3.0, 1.0 / 3.0]])
dd_truth = np.array([[0.291666666666667],
[1.0 / 3.0],
[-0.121666666666667]])
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested,
method='bilinear')
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cd_truth, cd)
assert_array_almost_equal(dd_truth, dd)
assert_almost_equal(dt_requested, dt)
# Same continuous system again, but change sampling rate
ad_truth = 1.4 * np.eye(2)
bd_truth = np.full((2, 1), 0.2)
cd_truth = np.array([[0.9, 1.2], [1.2, 1.2], [1.2, 0.3]])
dd_truth = np.array([[0.175], [0.2], [-0.205]])
dt_requested = 1.0 / 3.0
ad, bd, cd, dd, dt = c2d((ac, bc, cc, dc), dt_requested,
method='bilinear')
assert_array_almost_equal(ad_truth, ad)
assert_array_almost_equal(bd_truth, bd)
assert_array_almost_equal(cd_truth, cd)
assert_array_almost_equal(dd_truth, dd)
assert_almost_equal(dt_requested, dt)
def test_transferfunction(self):
numc = np.array([0.25, 0.25, 0.5])
denc = np.array([0.75, 0.75, 1.0])
numd = np.array([[1.0 / 3.0, -0.427419169438754, 0.221654141101125]])
dend = np.array([1.0, -1.351394049721225, 0.606530659712634])
dt_requested = 0.5
num, den, dt = c2d((numc, denc), dt_requested, method='zoh')
assert_array_almost_equal(numd, num)
assert_array_almost_equal(dend, den)
assert_almost_equal(dt_requested, dt)
def test_zerospolesgain(self):
zeros_c = np.array([0.5, -0.5])
poles_c = np.array([1.j / np.sqrt(2), -1.j / np.sqrt(2)])
k_c = 1.0
zeros_d = [1.23371727305860, 0.735356894461267]
polls_d = [0.938148335039729 + 0.346233593780536j,
0.938148335039729 - 0.346233593780536j]
k_d = 1.0
dt_requested = 0.5
zeros, poles, k, dt = c2d((zeros_c, poles_c, k_c), dt_requested,
method='zoh')
assert_array_almost_equal(zeros_d, zeros)
assert_array_almost_equal(polls_d, poles)
assert_almost_equal(k_d, k)
assert_almost_equal(dt_requested, dt)
def test_gbt_with_sio_tf_and_zpk(self):
"""Test method='gbt' with alpha=0.25 for tf and zpk cases."""
# State space coefficients for the continuous SIO system.
A = -1.0
B = 1.0
C = 1.0
D = 0.5
# The continuous transfer function coefficients.
cnum, cden = ss2tf(A, B, C, D)
# Continuous zpk representation
cz, cp, ck = ss2zpk(A, B, C, D)
h = 1.0
alpha = 0.25
# Explicit formulas, in the scalar case.
Ad = (1 + (1 - alpha) * h * A) / (1 - alpha * h * A)
Bd = h * B / (1 - alpha * h * A)
Cd = C / (1 - alpha * h * A)
Dd = D + alpha * C * Bd
# Convert the explicit solution to tf
dnum, dden = ss2tf(Ad, Bd, Cd, Dd)
# Compute the discrete tf using cont2discrete.
c2dnum, c2dden, dt = c2d((cnum, cden), h, method='gbt', alpha=alpha)
assert_allclose(dnum, c2dnum)
assert_allclose(dden, c2dden)
# Convert explicit solution to zpk.
dz, dp, dk = ss2zpk(Ad, Bd, Cd, Dd)
# Compute the discrete zpk using cont2discrete.
c2dz, c2dp, c2dk, dt = c2d((cz, cp, ck), h, method='gbt', alpha=alpha)
assert_allclose(dz, c2dz)
assert_allclose(dp, c2dp)
assert_allclose(dk, c2dk)
def test_discrete_approx(self):
"""
Test that the solution to the discrete approximation of a continuous
system actually approximates the solution to the continuous system.
This is an indirect test of the correctness of the implementation
of cont2discrete.
"""
def u(t):
return np.sin(2.5 * t)
a = np.array([[-0.01]])
b = np.array([[1.0]])
c = np.array([[1.0]])
d = np.array([[0.2]])
x0 = 1.0
t = np.linspace(0, 10.0, 101)
dt = t[1] - t[0]
u1 = u(t)
# Use lsim2 to compute the solution to the continuous system.
t, yout, xout = lsim2((a, b, c, d), T=t, U=u1, X0=x0,
rtol=1e-9, atol=1e-11)
# Convert the continuous system to a discrete approximation.
dsys = c2d((a, b, c, d), dt, method='bilinear')
# Use dlsim with the pairwise averaged input to compute the output
# of the discrete system.
u2 = 0.5 * (u1[:-1] + u1[1:])
t2 = t[:-1]
td2, yd2, xd2 = dlsim(dsys, u=u2.reshape(-1, 1), t=t2, x0=x0)
# ymid is the average of consecutive terms of the "exact" output
# computed by lsim2. This is what the discrete approximation
# actually approximates.
ymid = 0.5 * (yout[:-1] + yout[1:])
assert_allclose(yd2.ravel(), ymid, rtol=1e-4)
def test_simo_tf(self):
# See gh-5753
tf = ([[1, 0], [1, 1]], [1, 1])
num, den, dt = c2d(tf, 0.01)
assert_equal(dt, 0.01) # sanity check
assert_allclose(den, [1, -0.990404983], rtol=1e-3)
assert_allclose(num, [[1, -1], [1, -0.99004983]], rtol=1e-3)
def test_multioutput(self):
ts = 0.01 # time step
tf = ([[1, -3], [1, 5]], [1, 1])
num, den, dt = c2d(tf, ts)
tf1 = (tf[0][0], tf[1])
num1, den1, dt1 = c2d(tf1, ts)
tf2 = (tf[0][1], tf[1])
num2, den2, dt2 = c2d(tf2, ts)
# Sanity checks
assert_equal(dt, dt1)
assert_equal(dt, dt2)
# Check that we get the same results
assert_allclose(num, np.vstack((num1, num2)), rtol=1e-13)
# Single input, so the denominator should
# not be multidimensional like the numerator
assert_allclose(den, den1, rtol=1e-13)
assert_allclose(den, den2, rtol=1e-13)
class TestC2dLti(object):
def test_c2d_ss(self):
# StateSpace
A = np.array([[-0.3, 0.1], [0.2, -0.7]])
B = np.array([[0], [1]])
C = np.array([[1, 0]])
D = 0
A_res = np.array([[0.985136404135682, 0.004876671474795],
[0.009753342949590, 0.965629718236502]])
B_res = np.array([[0.000122937599964], [0.049135527547844]])
sys_ssc = lti(A, B, C, D)
sys_ssd = sys_ssc.to_discrete(0.05)
assert_allclose(sys_ssd.A, A_res)
assert_allclose(sys_ssd.B, B_res)
assert_allclose(sys_ssd.C, C)
assert_allclose(sys_ssd.D, D)
def test_c2d_tf(self):
sys = lti([0.5, 0.3], [1.0, 0.4])
sys = sys.to_discrete(0.005)
# Matlab results
num_res = np.array([0.5, -0.485149004980066])
den_res = np.array([1.0, -0.980198673306755])
# Somehow a lot of numerical errors
assert_allclose(sys.den, den_res, atol=0.02)
assert_allclose(sys.num, num_res, atol=0.02)
class TestC2dInvariants:
# Some test cases for checking the invariances.
# Array of triplets: (system, sample time, number of samples)
cases = [
(tf2ss([1, 1], [1, 1.5, 1]), 0.25, 10),
(tf2ss([1, 2], [1, 1.5, 3, 1]), 0.5, 10),
(tf2ss(0.1, [1, 1, 2, 1]), 0.5, 10),
]
# Some options for lsim2 and derived routines
tolerances = {'rtol': 1e-9, 'atol': 1e-11}
# Check that systems discretized with the impulse-invariant
# method really hold the invariant
@pytest.mark.parametrize("sys,sample_time,samples_number", cases)
def test_impulse_invariant(self, sys, sample_time, samples_number):
time = np.arange(samples_number) * sample_time
_, yout_cont = impulse2(sys, T=time, **self.tolerances)
_, yout_disc = dimpulse(c2d(sys, sample_time, method='impulse'),
n=len(time))
assert_allclose(sample_time * yout_cont.ravel(), yout_disc[0].ravel())
# Step invariant should hold for ZOH discretized systems
@pytest.mark.parametrize("sys,sample_time,samples_number", cases)
def test_step_invariant(self, sys, sample_time, samples_number):
time = np.arange(samples_number) * sample_time
_, yout_cont = step2(sys, T=time, **self.tolerances)
_, yout_disc = dstep(c2d(sys, sample_time, method='zoh'), n=len(time))
assert_allclose(yout_cont.ravel(), yout_disc[0].ravel())
# Linear invariant should hold for FOH discretized systems
@pytest.mark.parametrize("sys,sample_time,samples_number", cases)
def test_linear_invariant(self, sys, sample_time, samples_number):
time = np.arange(samples_number) * sample_time
_, yout_cont, _ = lsim2(sys, T=time, U=time, **self.tolerances)
_, yout_disc, _ = dlsim(c2d(sys, sample_time, method='foh'), u=time)
assert_allclose(yout_cont.ravel(), yout_disc.ravel())

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# Author: Jeffrey Armstrong <jeff@approximatrix.com>
# April 4, 2011
import numpy as np
from numpy.testing import (assert_equal,
assert_array_almost_equal, assert_array_equal,
assert_allclose, assert_, assert_almost_equal,
suppress_warnings)
from pytest import raises as assert_raises
from scipy.signal import (dlsim, dstep, dimpulse, tf2zpk, lti, dlti,
StateSpace, TransferFunction, ZerosPolesGain,
dfreqresp, dbode, BadCoefficients)
class TestDLTI(object):
def test_dlsim(self):
a = np.asarray([[0.9, 0.1], [-0.2, 0.9]])
b = np.asarray([[0.4, 0.1, -0.1], [0.0, 0.05, 0.0]])
c = np.asarray([[0.1, 0.3]])
d = np.asarray([[0.0, -0.1, 0.0]])
dt = 0.5
# Create an input matrix with inputs down the columns (3 cols) and its
# respective time input vector
u = np.hstack((np.linspace(0, 4.0, num=5)[:, np.newaxis],
np.full((5, 1), 0.01),
np.full((5, 1), -0.002)))
t_in = np.linspace(0, 2.0, num=5)
# Define the known result
yout_truth = np.array([[-0.001,
-0.00073,
0.039446,
0.0915387,
0.13195948]]).T
xout_truth = np.asarray([[0, 0],
[0.0012, 0.0005],
[0.40233, 0.00071],
[1.163368, -0.079327],
[2.2402985, -0.3035679]])
tout, yout, xout = dlsim((a, b, c, d, dt), u, t_in)
assert_array_almost_equal(yout_truth, yout)
assert_array_almost_equal(xout_truth, xout)
assert_array_almost_equal(t_in, tout)
# Make sure input with single-dimension doesn't raise error
dlsim((1, 2, 3), 4)
# Interpolated control - inputs should have different time steps
# than the discrete model uses internally
u_sparse = u[[0, 4], :]
t_sparse = np.asarray([0.0, 2.0])
tout, yout, xout = dlsim((a, b, c, d, dt), u_sparse, t_sparse)
assert_array_almost_equal(yout_truth, yout)
assert_array_almost_equal(xout_truth, xout)
assert_equal(len(tout), yout.shape[0])
# Transfer functions (assume dt = 0.5)
num = np.asarray([1.0, -0.1])
den = np.asarray([0.3, 1.0, 0.2])
yout_truth = np.array([[0.0,
0.0,
3.33333333333333,
-4.77777777777778,
23.0370370370370]]).T
# Assume use of the first column of the control input built earlier
tout, yout = dlsim((num, den, 0.5), u[:, 0], t_in)
assert_array_almost_equal(yout, yout_truth)
assert_array_almost_equal(t_in, tout)
# Retest the same with a 1-D input vector
uflat = np.asarray(u[:, 0])
uflat = uflat.reshape((5,))
tout, yout = dlsim((num, den, 0.5), uflat, t_in)
assert_array_almost_equal(yout, yout_truth)
assert_array_almost_equal(t_in, tout)
# zeros-poles-gain representation
zd = np.array([0.5, -0.5])
pd = np.array([1.j / np.sqrt(2), -1.j / np.sqrt(2)])
k = 1.0
yout_truth = np.array([[0.0, 1.0, 2.0, 2.25, 2.5]]).T
tout, yout = dlsim((zd, pd, k, 0.5), u[:, 0], t_in)
assert_array_almost_equal(yout, yout_truth)
assert_array_almost_equal(t_in, tout)
# Raise an error for continuous-time systems
system = lti([1], [1, 1])
assert_raises(AttributeError, dlsim, system, u)
def test_dstep(self):
a = np.asarray([[0.9, 0.1], [-0.2, 0.9]])
b = np.asarray([[0.4, 0.1, -0.1], [0.0, 0.05, 0.0]])
c = np.asarray([[0.1, 0.3]])
d = np.asarray([[0.0, -0.1, 0.0]])
dt = 0.5
# Because b.shape[1] == 3, dstep should result in a tuple of three
# result vectors
yout_step_truth = (np.asarray([0.0, 0.04, 0.052, 0.0404, 0.00956,
-0.036324, -0.093318, -0.15782348,
-0.226628324, -0.2969374948]),
np.asarray([-0.1, -0.075, -0.058, -0.04815,
-0.04453, -0.0461895, -0.0521812,
-0.061588875, -0.073549579,
-0.08727047595]),
np.asarray([0.0, -0.01, -0.013, -0.0101, -0.00239,
0.009081, 0.0233295, 0.03945587,
0.056657081, 0.0742343737]))
tout, yout = dstep((a, b, c, d, dt), n=10)
assert_equal(len(yout), 3)
for i in range(0, len(yout)):
assert_equal(yout[i].shape[0], 10)
assert_array_almost_equal(yout[i].flatten(), yout_step_truth[i])
# Check that the other two inputs (tf, zpk) will work as well
tfin = ([1.0], [1.0, 1.0], 0.5)
yout_tfstep = np.asarray([0.0, 1.0, 0.0])
tout, yout = dstep(tfin, n=3)
assert_equal(len(yout), 1)
assert_array_almost_equal(yout[0].flatten(), yout_tfstep)
zpkin = tf2zpk(tfin[0], tfin[1]) + (0.5,)
tout, yout = dstep(zpkin, n=3)
assert_equal(len(yout), 1)
assert_array_almost_equal(yout[0].flatten(), yout_tfstep)
# Raise an error for continuous-time systems
system = lti([1], [1, 1])
assert_raises(AttributeError, dstep, system)
def test_dimpulse(self):
a = np.asarray([[0.9, 0.1], [-0.2, 0.9]])
b = np.asarray([[0.4, 0.1, -0.1], [0.0, 0.05, 0.0]])
c = np.asarray([[0.1, 0.3]])
d = np.asarray([[0.0, -0.1, 0.0]])
dt = 0.5
# Because b.shape[1] == 3, dimpulse should result in a tuple of three
# result vectors
yout_imp_truth = (np.asarray([0.0, 0.04, 0.012, -0.0116, -0.03084,
-0.045884, -0.056994, -0.06450548,
-0.068804844, -0.0703091708]),
np.asarray([-0.1, 0.025, 0.017, 0.00985, 0.00362,
-0.0016595, -0.0059917, -0.009407675,
-0.011960704, -0.01372089695]),
np.asarray([0.0, -0.01, -0.003, 0.0029, 0.00771,
0.011471, 0.0142485, 0.01612637,
0.017201211, 0.0175772927]))
tout, yout = dimpulse((a, b, c, d, dt), n=10)
assert_equal(len(yout), 3)
for i in range(0, len(yout)):
assert_equal(yout[i].shape[0], 10)
assert_array_almost_equal(yout[i].flatten(), yout_imp_truth[i])
# Check that the other two inputs (tf, zpk) will work as well
tfin = ([1.0], [1.0, 1.0], 0.5)
yout_tfimpulse = np.asarray([0.0, 1.0, -1.0])
tout, yout = dimpulse(tfin, n=3)
assert_equal(len(yout), 1)
assert_array_almost_equal(yout[0].flatten(), yout_tfimpulse)
zpkin = tf2zpk(tfin[0], tfin[1]) + (0.5,)
tout, yout = dimpulse(zpkin, n=3)
assert_equal(len(yout), 1)
assert_array_almost_equal(yout[0].flatten(), yout_tfimpulse)
# Raise an error for continuous-time systems
system = lti([1], [1, 1])
assert_raises(AttributeError, dimpulse, system)
def test_dlsim_trivial(self):
a = np.array([[0.0]])
b = np.array([[0.0]])
c = np.array([[0.0]])
d = np.array([[0.0]])
n = 5
u = np.zeros(n).reshape(-1, 1)
tout, yout, xout = dlsim((a, b, c, d, 1), u)
assert_array_equal(tout, np.arange(float(n)))
assert_array_equal(yout, np.zeros((n, 1)))
assert_array_equal(xout, np.zeros((n, 1)))
def test_dlsim_simple1d(self):
a = np.array([[0.5]])
b = np.array([[0.0]])
c = np.array([[1.0]])
d = np.array([[0.0]])
n = 5
u = np.zeros(n).reshape(-1, 1)
tout, yout, xout = dlsim((a, b, c, d, 1), u, x0=1)
assert_array_equal(tout, np.arange(float(n)))
expected = (0.5 ** np.arange(float(n))).reshape(-1, 1)
assert_array_equal(yout, expected)
assert_array_equal(xout, expected)
def test_dlsim_simple2d(self):
lambda1 = 0.5
lambda2 = 0.25
a = np.array([[lambda1, 0.0],
[0.0, lambda2]])
b = np.array([[0.0],
[0.0]])
c = np.array([[1.0, 0.0],
[0.0, 1.0]])
d = np.array([[0.0],
[0.0]])
n = 5
u = np.zeros(n).reshape(-1, 1)
tout, yout, xout = dlsim((a, b, c, d, 1), u, x0=1)
assert_array_equal(tout, np.arange(float(n)))
# The analytical solution:
expected = (np.array([lambda1, lambda2]) **
np.arange(float(n)).reshape(-1, 1))
assert_array_equal(yout, expected)
assert_array_equal(xout, expected)
def test_more_step_and_impulse(self):
lambda1 = 0.5
lambda2 = 0.75
a = np.array([[lambda1, 0.0],
[0.0, lambda2]])
b = np.array([[1.0, 0.0],
[0.0, 1.0]])
c = np.array([[1.0, 1.0]])
d = np.array([[0.0, 0.0]])
n = 10
# Check a step response.
ts, ys = dstep((a, b, c, d, 1), n=n)
# Create the exact step response.
stp0 = (1.0 / (1 - lambda1)) * (1.0 - lambda1 ** np.arange(n))
stp1 = (1.0 / (1 - lambda2)) * (1.0 - lambda2 ** np.arange(n))
assert_allclose(ys[0][:, 0], stp0)
assert_allclose(ys[1][:, 0], stp1)
# Check an impulse response with an initial condition.
x0 = np.array([1.0, 1.0])
ti, yi = dimpulse((a, b, c, d, 1), n=n, x0=x0)
# Create the exact impulse response.
imp = (np.array([lambda1, lambda2]) **
np.arange(-1, n + 1).reshape(-1, 1))
imp[0, :] = 0.0
# Analytical solution to impulse response
y0 = imp[:n, 0] + np.dot(imp[1:n + 1, :], x0)
y1 = imp[:n, 1] + np.dot(imp[1:n + 1, :], x0)
assert_allclose(yi[0][:, 0], y0)
assert_allclose(yi[1][:, 0], y1)
# Check that dt=0.1, n=3 gives 3 time values.
system = ([1.0], [1.0, -0.5], 0.1)
t, (y,) = dstep(system, n=3)
assert_allclose(t, [0, 0.1, 0.2])
assert_array_equal(y.T, [[0, 1.0, 1.5]])
t, (y,) = dimpulse(system, n=3)
assert_allclose(t, [0, 0.1, 0.2])
assert_array_equal(y.T, [[0, 1, 0.5]])
class TestDlti(object):
def test_dlti_instantiation(self):
# Test that lti can be instantiated.
dt = 0.05
# TransferFunction
s = dlti([1], [-1], dt=dt)
assert_(isinstance(s, TransferFunction))
assert_(isinstance(s, dlti))
assert_(not isinstance(s, lti))
assert_equal(s.dt, dt)
# ZerosPolesGain
s = dlti(np.array([]), np.array([-1]), 1, dt=dt)
assert_(isinstance(s, ZerosPolesGain))
assert_(isinstance(s, dlti))
assert_(not isinstance(s, lti))
assert_equal(s.dt, dt)
# StateSpace
s = dlti([1], [-1], 1, 3, dt=dt)
assert_(isinstance(s, StateSpace))
assert_(isinstance(s, dlti))
assert_(not isinstance(s, lti))
assert_equal(s.dt, dt)
# Number of inputs
assert_raises(ValueError, dlti, 1)
assert_raises(ValueError, dlti, 1, 1, 1, 1, 1)
class TestStateSpaceDisc(object):
def test_initialization(self):
# Check that all initializations work
dt = 0.05
StateSpace(1, 1, 1, 1, dt=dt)
StateSpace([1], [2], [3], [4], dt=dt)
StateSpace(np.array([[1, 2], [3, 4]]), np.array([[1], [2]]),
np.array([[1, 0]]), np.array([[0]]), dt=dt)
StateSpace(1, 1, 1, 1, dt=True)
def test_conversion(self):
# Check the conversion functions
s = StateSpace(1, 2, 3, 4, dt=0.05)
assert_(isinstance(s.to_ss(), StateSpace))
assert_(isinstance(s.to_tf(), TransferFunction))
assert_(isinstance(s.to_zpk(), ZerosPolesGain))
# Make sure copies work
assert_(StateSpace(s) is not s)
assert_(s.to_ss() is not s)
def test_properties(self):
# Test setters/getters for cross class properties.
# This implicitly tests to_tf() and to_zpk()
# Getters
s = StateSpace(1, 1, 1, 1, dt=0.05)
assert_equal(s.poles, [1])
assert_equal(s.zeros, [0])
class TestTransferFunction(object):
def test_initialization(self):
# Check that all initializations work
dt = 0.05
TransferFunction(1, 1, dt=dt)
TransferFunction([1], [2], dt=dt)
TransferFunction(np.array([1]), np.array([2]), dt=dt)
TransferFunction(1, 1, dt=True)
def test_conversion(self):
# Check the conversion functions
s = TransferFunction([1, 0], [1, -1], dt=0.05)
assert_(isinstance(s.to_ss(), StateSpace))
assert_(isinstance(s.to_tf(), TransferFunction))
assert_(isinstance(s.to_zpk(), ZerosPolesGain))
# Make sure copies work
assert_(TransferFunction(s) is not s)
assert_(s.to_tf() is not s)
def test_properties(self):
# Test setters/getters for cross class properties.
# This implicitly tests to_ss() and to_zpk()
# Getters
s = TransferFunction([1, 0], [1, -1], dt=0.05)
assert_equal(s.poles, [1])
assert_equal(s.zeros, [0])
class TestZerosPolesGain(object):
def test_initialization(self):
# Check that all initializations work
dt = 0.05
ZerosPolesGain(1, 1, 1, dt=dt)
ZerosPolesGain([1], [2], 1, dt=dt)
ZerosPolesGain(np.array([1]), np.array([2]), 1, dt=dt)
ZerosPolesGain(1, 1, 1, dt=True)
def test_conversion(self):
# Check the conversion functions
s = ZerosPolesGain(1, 2, 3, dt=0.05)
assert_(isinstance(s.to_ss(), StateSpace))
assert_(isinstance(s.to_tf(), TransferFunction))
assert_(isinstance(s.to_zpk(), ZerosPolesGain))
# Make sure copies work
assert_(ZerosPolesGain(s) is not s)
assert_(s.to_zpk() is not s)
class Test_dfreqresp(object):
def test_manual(self):
# Test dfreqresp() real part calculation (manual sanity check).
# 1st order low-pass filter: H(z) = 1 / (z - 0.2),
system = TransferFunction(1, [1, -0.2], dt=0.1)
w = [0.1, 1, 10]
w, H = dfreqresp(system, w=w)
# test real
expected_re = [1.2383, 0.4130, -0.7553]
assert_almost_equal(H.real, expected_re, decimal=4)
# test imag
expected_im = [-0.1555, -1.0214, 0.3955]
assert_almost_equal(H.imag, expected_im, decimal=4)
def test_auto(self):
# Test dfreqresp() real part calculation.
# 1st order low-pass filter: H(z) = 1 / (z - 0.2),
system = TransferFunction(1, [1, -0.2], dt=0.1)
w = [0.1, 1, 10, 100]
w, H = dfreqresp(system, w=w)
jw = np.exp(w * 1j)
y = np.polyval(system.num, jw) / np.polyval(system.den, jw)
# test real
expected_re = y.real
assert_almost_equal(H.real, expected_re)
# test imag
expected_im = y.imag
assert_almost_equal(H.imag, expected_im)
def test_freq_range(self):
# Test that freqresp() finds a reasonable frequency range.
# 1st order low-pass filter: H(z) = 1 / (z - 0.2),
# Expected range is from 0.01 to 10.
system = TransferFunction(1, [1, -0.2], dt=0.1)
n = 10
expected_w = np.linspace(0, np.pi, 10, endpoint=False)
w, H = dfreqresp(system, n=n)
assert_almost_equal(w, expected_w)
def test_pole_one(self):
# Test that freqresp() doesn't fail on a system with a pole at 0.
# integrator, pole at zero: H(s) = 1 / s
system = TransferFunction([1], [1, -1], dt=0.1)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning, message="divide by zero")
sup.filter(RuntimeWarning, message="invalid value encountered")
w, H = dfreqresp(system, n=2)
assert_equal(w[0], 0.) # a fail would give not-a-number
def test_error(self):
# Raise an error for continuous-time systems
system = lti([1], [1, 1])
assert_raises(AttributeError, dfreqresp, system)
def test_from_state_space(self):
# H(z) = 2 / z^3 - 0.5 * z^2
system_TF = dlti([2], [1, -0.5, 0, 0])
A = np.array([[0.5, 0, 0],
[1, 0, 0],
[0, 1, 0]])
B = np.array([[1, 0, 0]]).T
C = np.array([[0, 0, 2]])
D = 0
system_SS = dlti(A, B, C, D)
w = 10.0**np.arange(-3,0,.5)
with suppress_warnings() as sup:
sup.filter(BadCoefficients)
w1, H1 = dfreqresp(system_TF, w=w)
w2, H2 = dfreqresp(system_SS, w=w)
assert_almost_equal(H1, H2)
def test_from_zpk(self):
# 1st order low-pass filter: H(s) = 0.3 / (z - 0.2),
system_ZPK = dlti([],[0.2],0.3)
system_TF = dlti(0.3, [1, -0.2])
w = [0.1, 1, 10, 100]
w1, H1 = dfreqresp(system_ZPK, w=w)
w2, H2 = dfreqresp(system_TF, w=w)
assert_almost_equal(H1, H2)
class Test_bode(object):
def test_manual(self):
# Test bode() magnitude calculation (manual sanity check).
# 1st order low-pass filter: H(s) = 0.3 / (z - 0.2),
dt = 0.1
system = TransferFunction(0.3, [1, -0.2], dt=dt)
w = [0.1, 0.5, 1, np.pi]
w2, mag, phase = dbode(system, w=w)
# Test mag
expected_mag = [-8.5329, -8.8396, -9.6162, -12.0412]
assert_almost_equal(mag, expected_mag, decimal=4)
# Test phase
expected_phase = [-7.1575, -35.2814, -67.9809, -180.0000]
assert_almost_equal(phase, expected_phase, decimal=4)
# Test frequency
assert_equal(np.array(w) / dt, w2)
def test_auto(self):
# Test bode() magnitude calculation.
# 1st order low-pass filter: H(s) = 0.3 / (z - 0.2),
system = TransferFunction(0.3, [1, -0.2], dt=0.1)
w = np.array([0.1, 0.5, 1, np.pi])
w2, mag, phase = dbode(system, w=w)
jw = np.exp(w * 1j)
y = np.polyval(system.num, jw) / np.polyval(system.den, jw)
# Test mag
expected_mag = 20.0 * np.log10(abs(y))
assert_almost_equal(mag, expected_mag)
# Test phase
expected_phase = np.rad2deg(np.angle(y))
assert_almost_equal(phase, expected_phase)
def test_range(self):
# Test that bode() finds a reasonable frequency range.
# 1st order low-pass filter: H(s) = 0.3 / (z - 0.2),
dt = 0.1
system = TransferFunction(0.3, [1, -0.2], dt=0.1)
n = 10
# Expected range is from 0.01 to 10.
expected_w = np.linspace(0, np.pi, n, endpoint=False) / dt
w, mag, phase = dbode(system, n=n)
assert_almost_equal(w, expected_w)
def test_pole_one(self):
# Test that freqresp() doesn't fail on a system with a pole at 0.
# integrator, pole at zero: H(s) = 1 / s
system = TransferFunction([1], [1, -1], dt=0.1)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning, message="divide by zero")
sup.filter(RuntimeWarning, message="invalid value encountered")
w, mag, phase = dbode(system, n=2)
assert_equal(w[0], 0.) # a fail would give not-a-number
def test_imaginary(self):
# bode() should not fail on a system with pure imaginary poles.
# The test passes if bode doesn't raise an exception.
system = TransferFunction([1], [1, 0, 100], dt=0.1)
dbode(system, n=2)
def test_error(self):
# Raise an error for continuous-time systems
system = lti([1], [1, 1])
assert_raises(AttributeError, dbode, system)
class TestTransferFunctionZConversion(object):
"""Test private conversions between 'z' and 'z**-1' polynomials."""
def test_full(self):
# Numerator and denominator same order
num = [2, 3, 4]
den = [5, 6, 7]
num2, den2 = TransferFunction._z_to_zinv(num, den)
assert_equal(num, num2)
assert_equal(den, den2)
num2, den2 = TransferFunction._zinv_to_z(num, den)
assert_equal(num, num2)
assert_equal(den, den2)
def test_numerator(self):
# Numerator lower order than denominator
num = [2, 3]
den = [5, 6, 7]
num2, den2 = TransferFunction._z_to_zinv(num, den)
assert_equal([0, 2, 3], num2)
assert_equal(den, den2)
num2, den2 = TransferFunction._zinv_to_z(num, den)
assert_equal([2, 3, 0], num2)
assert_equal(den, den2)
def test_denominator(self):
# Numerator higher order than denominator
num = [2, 3, 4]
den = [5, 6]
num2, den2 = TransferFunction._z_to_zinv(num, den)
assert_equal(num, num2)
assert_equal([0, 5, 6], den2)
num2, den2 = TransferFunction._zinv_to_z(num, den)
assert_equal(num, num2)
assert_equal([5, 6, 0], den2)

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import numpy as np
from numpy.testing import (assert_almost_equal, assert_array_almost_equal,
assert_equal, assert_,
assert_allclose, assert_warns)
from pytest import raises as assert_raises
import pytest
from scipy.fft import fft
from scipy.special import sinc
from scipy.signal import kaiser_beta, kaiser_atten, kaiserord, \
firwin, firwin2, freqz, remez, firls, minimum_phase
def test_kaiser_beta():
b = kaiser_beta(58.7)
assert_almost_equal(b, 0.1102 * 50.0)
b = kaiser_beta(22.0)
assert_almost_equal(b, 0.5842 + 0.07886)
b = kaiser_beta(21.0)
assert_equal(b, 0.0)
b = kaiser_beta(10.0)
assert_equal(b, 0.0)
def test_kaiser_atten():
a = kaiser_atten(1, 1.0)
assert_equal(a, 7.95)
a = kaiser_atten(2, 1/np.pi)
assert_equal(a, 2.285 + 7.95)
def test_kaiserord():
assert_raises(ValueError, kaiserord, 1.0, 1.0)
numtaps, beta = kaiserord(2.285 + 7.95 - 0.001, 1/np.pi)
assert_equal((numtaps, beta), (2, 0.0))
class TestFirwin(object):
def check_response(self, h, expected_response, tol=.05):
N = len(h)
alpha = 0.5 * (N-1)
m = np.arange(0,N) - alpha # time indices of taps
for freq, expected in expected_response:
actual = abs(np.sum(h*np.exp(-1.j*np.pi*m*freq)))
mse = abs(actual-expected)**2
assert_(mse < tol, 'response not as expected, mse=%g > %g'
% (mse, tol))
def test_response(self):
N = 51
f = .5
# increase length just to try even/odd
h = firwin(N, f) # low-pass from 0 to f
self.check_response(h, [(.25,1), (.75,0)])
h = firwin(N+1, f, window='nuttall') # specific window
self.check_response(h, [(.25,1), (.75,0)])
h = firwin(N+2, f, pass_zero=False) # stop from 0 to f --> high-pass
self.check_response(h, [(.25,0), (.75,1)])
f1, f2, f3, f4 = .2, .4, .6, .8
h = firwin(N+3, [f1, f2], pass_zero=False) # band-pass filter
self.check_response(h, [(.1,0), (.3,1), (.5,0)])
h = firwin(N+4, [f1, f2]) # band-stop filter
self.check_response(h, [(.1,1), (.3,0), (.5,1)])
h = firwin(N+5, [f1, f2, f3, f4], pass_zero=False, scale=False)
self.check_response(h, [(.1,0), (.3,1), (.5,0), (.7,1), (.9,0)])
h = firwin(N+6, [f1, f2, f3, f4]) # multiband filter
self.check_response(h, [(.1,1), (.3,0), (.5,1), (.7,0), (.9,1)])
h = firwin(N+7, 0.1, width=.03) # low-pass
self.check_response(h, [(.05,1), (.75,0)])
h = firwin(N+8, 0.1, pass_zero=False) # high-pass
self.check_response(h, [(.05,0), (.75,1)])
def mse(self, h, bands):
"""Compute mean squared error versus ideal response across frequency
band.
h -- coefficients
bands -- list of (left, right) tuples relative to 1==Nyquist of
passbands
"""
w, H = freqz(h, worN=1024)
f = w/np.pi
passIndicator = np.zeros(len(w), bool)
for left, right in bands:
passIndicator |= (f >= left) & (f < right)
Hideal = np.where(passIndicator, 1, 0)
mse = np.mean(abs(abs(H)-Hideal)**2)
return mse
def test_scaling(self):
"""
For one lowpass, bandpass, and highpass example filter, this test
checks two things:
- the mean squared error over the frequency domain of the unscaled
filter is smaller than the scaled filter (true for rectangular
window)
- the response of the scaled filter is exactly unity at the center
of the first passband
"""
N = 11
cases = [
([.5], True, (0, 1)),
([0.2, .6], False, (.4, 1)),
([.5], False, (1, 1)),
]
for cutoff, pass_zero, expected_response in cases:
h = firwin(N, cutoff, scale=False, pass_zero=pass_zero, window='ones')
hs = firwin(N, cutoff, scale=True, pass_zero=pass_zero, window='ones')
if len(cutoff) == 1:
if pass_zero:
cutoff = [0] + cutoff
else:
cutoff = cutoff + [1]
assert_(self.mse(h, [cutoff]) < self.mse(hs, [cutoff]),
'least squares violation')
self.check_response(hs, [expected_response], 1e-12)
class TestFirWinMore(object):
"""Different author, different style, different tests..."""
def test_lowpass(self):
width = 0.04
ntaps, beta = kaiserord(120, width)
kwargs = dict(cutoff=0.5, window=('kaiser', beta), scale=False)
taps = firwin(ntaps, **kwargs)
# Check the symmetry of taps.
assert_array_almost_equal(taps[:ntaps//2], taps[ntaps:ntaps-ntaps//2-1:-1])
# Check the gain at a few samples where we know it should be approximately 0 or 1.
freq_samples = np.array([0.0, 0.25, 0.5-width/2, 0.5+width/2, 0.75, 1.0])
freqs, response = freqz(taps, worN=np.pi*freq_samples)
assert_array_almost_equal(np.abs(response),
[1.0, 1.0, 1.0, 0.0, 0.0, 0.0], decimal=5)
taps_str = firwin(ntaps, pass_zero='lowpass', **kwargs)
assert_allclose(taps, taps_str)
def test_highpass(self):
width = 0.04
ntaps, beta = kaiserord(120, width)
# Ensure that ntaps is odd.
ntaps |= 1
kwargs = dict(cutoff=0.5, window=('kaiser', beta), scale=False)
taps = firwin(ntaps, pass_zero=False, **kwargs)
# Check the symmetry of taps.
assert_array_almost_equal(taps[:ntaps//2], taps[ntaps:ntaps-ntaps//2-1:-1])
# Check the gain at a few samples where we know it should be approximately 0 or 1.
freq_samples = np.array([0.0, 0.25, 0.5-width/2, 0.5+width/2, 0.75, 1.0])
freqs, response = freqz(taps, worN=np.pi*freq_samples)
assert_array_almost_equal(np.abs(response),
[0.0, 0.0, 0.0, 1.0, 1.0, 1.0], decimal=5)
taps_str = firwin(ntaps, pass_zero='highpass', **kwargs)
assert_allclose(taps, taps_str)
def test_bandpass(self):
width = 0.04
ntaps, beta = kaiserord(120, width)
kwargs = dict(cutoff=[0.3, 0.7], window=('kaiser', beta), scale=False)
taps = firwin(ntaps, pass_zero=False, **kwargs)
# Check the symmetry of taps.
assert_array_almost_equal(taps[:ntaps//2], taps[ntaps:ntaps-ntaps//2-1:-1])
# Check the gain at a few samples where we know it should be approximately 0 or 1.
freq_samples = np.array([0.0, 0.2, 0.3-width/2, 0.3+width/2, 0.5,
0.7-width/2, 0.7+width/2, 0.8, 1.0])
freqs, response = freqz(taps, worN=np.pi*freq_samples)
assert_array_almost_equal(np.abs(response),
[0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0], decimal=5)
taps_str = firwin(ntaps, pass_zero='bandpass', **kwargs)
assert_allclose(taps, taps_str)
def test_bandstop_multi(self):
width = 0.04
ntaps, beta = kaiserord(120, width)
kwargs = dict(cutoff=[0.2, 0.5, 0.8], window=('kaiser', beta),
scale=False)
taps = firwin(ntaps, **kwargs)
# Check the symmetry of taps.
assert_array_almost_equal(taps[:ntaps//2], taps[ntaps:ntaps-ntaps//2-1:-1])
# Check the gain at a few samples where we know it should be approximately 0 or 1.
freq_samples = np.array([0.0, 0.1, 0.2-width/2, 0.2+width/2, 0.35,
0.5-width/2, 0.5+width/2, 0.65,
0.8-width/2, 0.8+width/2, 0.9, 1.0])
freqs, response = freqz(taps, worN=np.pi*freq_samples)
assert_array_almost_equal(np.abs(response),
[1.0, 1.0, 1.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0],
decimal=5)
taps_str = firwin(ntaps, pass_zero='bandstop', **kwargs)
assert_allclose(taps, taps_str)
def test_fs_nyq(self):
"""Test the fs and nyq keywords."""
nyquist = 1000
width = 40.0
relative_width = width/nyquist
ntaps, beta = kaiserord(120, relative_width)
taps = firwin(ntaps, cutoff=[300, 700], window=('kaiser', beta),
pass_zero=False, scale=False, fs=2*nyquist)
# Check the symmetry of taps.
assert_array_almost_equal(taps[:ntaps//2], taps[ntaps:ntaps-ntaps//2-1:-1])
# Check the gain at a few samples where we know it should be approximately 0 or 1.
freq_samples = np.array([0.0, 200, 300-width/2, 300+width/2, 500,
700-width/2, 700+width/2, 800, 1000])
freqs, response = freqz(taps, worN=np.pi*freq_samples/nyquist)
assert_array_almost_equal(np.abs(response),
[0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 0.0, 0.0, 0.0], decimal=5)
taps2 = firwin(ntaps, cutoff=[300, 700], window=('kaiser', beta),
pass_zero=False, scale=False, nyq=nyquist)
assert_allclose(taps2, taps)
def test_bad_cutoff(self):
"""Test that invalid cutoff argument raises ValueError."""
# cutoff values must be greater than 0 and less than 1.
assert_raises(ValueError, firwin, 99, -0.5)
assert_raises(ValueError, firwin, 99, 1.5)
# Don't allow 0 or 1 in cutoff.
assert_raises(ValueError, firwin, 99, [0, 0.5])
assert_raises(ValueError, firwin, 99, [0.5, 1])
# cutoff values must be strictly increasing.
assert_raises(ValueError, firwin, 99, [0.1, 0.5, 0.2])
assert_raises(ValueError, firwin, 99, [0.1, 0.5, 0.5])
# Must have at least one cutoff value.
assert_raises(ValueError, firwin, 99, [])
# 2D array not allowed.
assert_raises(ValueError, firwin, 99, [[0.1, 0.2],[0.3, 0.4]])
# cutoff values must be less than nyq.
assert_raises(ValueError, firwin, 99, 50.0, nyq=40)
assert_raises(ValueError, firwin, 99, [10, 20, 30], nyq=25)
assert_raises(ValueError, firwin, 99, 50.0, fs=80)
assert_raises(ValueError, firwin, 99, [10, 20, 30], fs=50)
def test_even_highpass_raises_value_error(self):
"""Test that attempt to create a highpass filter with an even number
of taps raises a ValueError exception."""
assert_raises(ValueError, firwin, 40, 0.5, pass_zero=False)
assert_raises(ValueError, firwin, 40, [.25, 0.5])
def test_bad_pass_zero(self):
"""Test degenerate pass_zero cases."""
with assert_raises(ValueError, match='pass_zero must be'):
firwin(41, 0.5, pass_zero='foo')
with assert_raises(TypeError, match='cannot be interpreted'):
firwin(41, 0.5, pass_zero=1.)
for pass_zero in ('lowpass', 'highpass'):
with assert_raises(ValueError, match='cutoff must have one'):
firwin(41, [0.5, 0.6], pass_zero=pass_zero)
for pass_zero in ('bandpass', 'bandstop'):
with assert_raises(ValueError, match='must have at least two'):
firwin(41, [0.5], pass_zero=pass_zero)
class TestFirwin2(object):
def test_invalid_args(self):
# `freq` and `gain` have different lengths.
with assert_raises(ValueError, match='must be of same length'):
firwin2(50, [0, 0.5, 1], [0.0, 1.0])
# `nfreqs` is less than `ntaps`.
with assert_raises(ValueError, match='ntaps must be less than nfreqs'):
firwin2(50, [0, 0.5, 1], [0.0, 1.0, 1.0], nfreqs=33)
# Decreasing value in `freq`
with assert_raises(ValueError, match='must be nondecreasing'):
firwin2(50, [0, 0.5, 0.4, 1.0], [0, .25, .5, 1.0])
# Value in `freq` repeated more than once.
with assert_raises(ValueError, match='must not occur more than twice'):
firwin2(50, [0, .1, .1, .1, 1.0], [0.0, 0.5, 0.75, 1.0, 1.0])
# `freq` does not start at 0.0.
with assert_raises(ValueError, match='start with 0'):
firwin2(50, [0.5, 1.0], [0.0, 1.0])
# `freq` does not end at fs/2.
with assert_raises(ValueError, match='end with fs/2'):
firwin2(50, [0.0, 0.5], [0.0, 1.0])
# Value 0 is repeated in `freq`
with assert_raises(ValueError, match='0 must not be repeated'):
firwin2(50, [0.0, 0.0, 0.5, 1.0], [1.0, 1.0, 0.0, 0.0])
# Value fs/2 is repeated in `freq`
with assert_raises(ValueError, match='fs/2 must not be repeated'):
firwin2(50, [0.0, 0.5, 1.0, 1.0], [1.0, 1.0, 0.0, 0.0])
# Value in `freq` that is too close to a repeated number
with assert_raises(ValueError, match='cannot contain numbers '
'that are too close'):
firwin2(50, [0.0, 0.5 - np.finfo(float).eps * 0.5, 0.5, 0.5, 1.0],
[1.0, 1.0, 1.0, 0.0, 0.0])
# Type II filter, but the gain at nyquist frequency is not zero.
with assert_raises(ValueError, match='Type II filter'):
firwin2(16, [0.0, 0.5, 1.0], [0.0, 1.0, 1.0])
# Type III filter, but the gains at nyquist and zero rate are not zero.
with assert_raises(ValueError, match='Type III filter'):
firwin2(17, [0.0, 0.5, 1.0], [0.0, 1.0, 1.0], antisymmetric=True)
with assert_raises(ValueError, match='Type III filter'):
firwin2(17, [0.0, 0.5, 1.0], [1.0, 1.0, 0.0], antisymmetric=True)
with assert_raises(ValueError, match='Type III filter'):
firwin2(17, [0.0, 0.5, 1.0], [1.0, 1.0, 1.0], antisymmetric=True)
# Type IV filter, but the gain at zero rate is not zero.
with assert_raises(ValueError, match='Type IV filter'):
firwin2(16, [0.0, 0.5, 1.0], [1.0, 1.0, 0.0], antisymmetric=True)
def test01(self):
width = 0.04
beta = 12.0
ntaps = 400
# Filter is 1 from w=0 to w=0.5, then decreases linearly from 1 to 0 as w
# increases from w=0.5 to w=1 (w=1 is the Nyquist frequency).
freq = [0.0, 0.5, 1.0]
gain = [1.0, 1.0, 0.0]
taps = firwin2(ntaps, freq, gain, window=('kaiser', beta))
freq_samples = np.array([0.0, 0.25, 0.5-width/2, 0.5+width/2,
0.75, 1.0-width/2])
freqs, response = freqz(taps, worN=np.pi*freq_samples)
assert_array_almost_equal(np.abs(response),
[1.0, 1.0, 1.0, 1.0-width, 0.5, width], decimal=5)
def test02(self):
width = 0.04
beta = 12.0
# ntaps must be odd for positive gain at Nyquist.
ntaps = 401
# An ideal highpass filter.
freq = [0.0, 0.5, 0.5, 1.0]
gain = [0.0, 0.0, 1.0, 1.0]
taps = firwin2(ntaps, freq, gain, window=('kaiser', beta))
freq_samples = np.array([0.0, 0.25, 0.5-width, 0.5+width, 0.75, 1.0])
freqs, response = freqz(taps, worN=np.pi*freq_samples)
assert_array_almost_equal(np.abs(response),
[0.0, 0.0, 0.0, 1.0, 1.0, 1.0], decimal=5)
def test03(self):
width = 0.02
ntaps, beta = kaiserord(120, width)
# ntaps must be odd for positive gain at Nyquist.
ntaps = int(ntaps) | 1
freq = [0.0, 0.4, 0.4, 0.5, 0.5, 1.0]
gain = [1.0, 1.0, 0.0, 0.0, 1.0, 1.0]
taps = firwin2(ntaps, freq, gain, window=('kaiser', beta))
freq_samples = np.array([0.0, 0.4-width, 0.4+width, 0.45,
0.5-width, 0.5+width, 0.75, 1.0])
freqs, response = freqz(taps, worN=np.pi*freq_samples)
assert_array_almost_equal(np.abs(response),
[1.0, 1.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0], decimal=5)
def test04(self):
"""Test firwin2 when window=None."""
ntaps = 5
# Ideal lowpass: gain is 1 on [0,0.5], and 0 on [0.5, 1.0]
freq = [0.0, 0.5, 0.5, 1.0]
gain = [1.0, 1.0, 0.0, 0.0]
taps = firwin2(ntaps, freq, gain, window=None, nfreqs=8193)
alpha = 0.5 * (ntaps - 1)
m = np.arange(0, ntaps) - alpha
h = 0.5 * sinc(0.5 * m)
assert_array_almost_equal(h, taps)
def test05(self):
"""Test firwin2 for calculating Type IV filters"""
ntaps = 1500
freq = [0.0, 1.0]
gain = [0.0, 1.0]
taps = firwin2(ntaps, freq, gain, window=None, antisymmetric=True)
assert_array_almost_equal(taps[: ntaps // 2], -taps[ntaps // 2:][::-1])
freqs, response = freqz(taps, worN=2048)
assert_array_almost_equal(abs(response), freqs / np.pi, decimal=4)
def test06(self):
"""Test firwin2 for calculating Type III filters"""
ntaps = 1501
freq = [0.0, 0.5, 0.55, 1.0]
gain = [0.0, 0.5, 0.0, 0.0]
taps = firwin2(ntaps, freq, gain, window=None, antisymmetric=True)
assert_equal(taps[ntaps // 2], 0.0)
assert_array_almost_equal(taps[: ntaps // 2], -taps[ntaps // 2 + 1:][::-1])
freqs, response1 = freqz(taps, worN=2048)
response2 = np.interp(freqs / np.pi, freq, gain)
assert_array_almost_equal(abs(response1), response2, decimal=3)
def test_fs_nyq(self):
taps1 = firwin2(80, [0.0, 0.5, 1.0], [1.0, 1.0, 0.0])
taps2 = firwin2(80, [0.0, 30.0, 60.0], [1.0, 1.0, 0.0], fs=120.0)
assert_array_almost_equal(taps1, taps2)
taps2 = firwin2(80, [0.0, 30.0, 60.0], [1.0, 1.0, 0.0], nyq=60.0)
assert_array_almost_equal(taps1, taps2)
def test_tuple(self):
taps1 = firwin2(150, (0.0, 0.5, 0.5, 1.0), (1.0, 1.0, 0.0, 0.0))
taps2 = firwin2(150, [0.0, 0.5, 0.5, 1.0], [1.0, 1.0, 0.0, 0.0])
assert_array_almost_equal(taps1, taps2)
def test_input_modyfication(self):
freq1 = np.array([0.0, 0.5, 0.5, 1.0])
freq2 = np.array(freq1)
firwin2(80, freq1, [1.0, 1.0, 0.0, 0.0])
assert_equal(freq1, freq2)
class TestRemez(object):
def test_bad_args(self):
assert_raises(ValueError, remez, 11, [0.1, 0.4], [1], type='pooka')
def test_hilbert(self):
N = 11 # number of taps in the filter
a = 0.1 # width of the transition band
# design an unity gain hilbert bandpass filter from w to 0.5-w
h = remez(11, [a, 0.5-a], [1], type='hilbert')
# make sure the filter has correct # of taps
assert_(len(h) == N, "Number of Taps")
# make sure it is type III (anti-symmetric tap coefficients)
assert_array_almost_equal(h[:(N-1)//2], -h[:-(N-1)//2-1:-1])
# Since the requested response is symmetric, all even coefficients
# should be zero (or in this case really small)
assert_((abs(h[1::2]) < 1e-15).all(), "Even Coefficients Equal Zero")
# now check the frequency response
w, H = freqz(h, 1)
f = w/2/np.pi
Hmag = abs(H)
# should have a zero at 0 and pi (in this case close to zero)
assert_((Hmag[[0, -1]] < 0.02).all(), "Zero at zero and pi")
# check that the pass band is close to unity
idx = np.logical_and(f > a, f < 0.5-a)
assert_((abs(Hmag[idx] - 1) < 0.015).all(), "Pass Band Close To Unity")
def test_compare(self):
# test comparison to MATLAB
k = [0.024590270518440, -0.041314581814658, -0.075943803756711,
-0.003530911231040, 0.193140296954975, 0.373400753484939,
0.373400753484939, 0.193140296954975, -0.003530911231040,
-0.075943803756711, -0.041314581814658, 0.024590270518440]
h = remez(12, [0, 0.3, 0.5, 1], [1, 0], Hz=2.)
assert_allclose(h, k)
h = remez(12, [0, 0.3, 0.5, 1], [1, 0], fs=2.)
assert_allclose(h, k)
h = [-0.038976016082299, 0.018704846485491, -0.014644062687875,
0.002879152556419, 0.016849978528150, -0.043276706138248,
0.073641298245579, -0.103908158578635, 0.129770906801075,
-0.147163447297124, 0.153302248456347, -0.147163447297124,
0.129770906801075, -0.103908158578635, 0.073641298245579,
-0.043276706138248, 0.016849978528150, 0.002879152556419,
-0.014644062687875, 0.018704846485491, -0.038976016082299]
assert_allclose(remez(21, [0, 0.8, 0.9, 1], [0, 1], Hz=2.), h)
assert_allclose(remez(21, [0, 0.8, 0.9, 1], [0, 1], fs=2.), h)
class TestFirls(object):
def test_bad_args(self):
# even numtaps
assert_raises(ValueError, firls, 10, [0.1, 0.2], [0, 0])
# odd bands
assert_raises(ValueError, firls, 11, [0.1, 0.2, 0.4], [0, 0, 0])
# len(bands) != len(desired)
assert_raises(ValueError, firls, 11, [0.1, 0.2, 0.3, 0.4], [0, 0, 0])
# non-monotonic bands
assert_raises(ValueError, firls, 11, [0.2, 0.1], [0, 0])
assert_raises(ValueError, firls, 11, [0.1, 0.2, 0.3, 0.3], [0] * 4)
assert_raises(ValueError, firls, 11, [0.3, 0.4, 0.1, 0.2], [0] * 4)
assert_raises(ValueError, firls, 11, [0.1, 0.3, 0.2, 0.4], [0] * 4)
# negative desired
assert_raises(ValueError, firls, 11, [0.1, 0.2], [-1, 1])
# len(weight) != len(pairs)
assert_raises(ValueError, firls, 11, [0.1, 0.2], [0, 0], [1, 2])
# negative weight
assert_raises(ValueError, firls, 11, [0.1, 0.2], [0, 0], [-1])
def test_firls(self):
N = 11 # number of taps in the filter
a = 0.1 # width of the transition band
# design a halfband symmetric low-pass filter
h = firls(11, [0, a, 0.5-a, 0.5], [1, 1, 0, 0], fs=1.0)
# make sure the filter has correct # of taps
assert_equal(len(h), N)
# make sure it is symmetric
midx = (N-1) // 2
assert_array_almost_equal(h[:midx], h[:-midx-1:-1])
# make sure the center tap is 0.5
assert_almost_equal(h[midx], 0.5)
# For halfband symmetric, odd coefficients (except the center)
# should be zero (really small)
hodd = np.hstack((h[1:midx:2], h[-midx+1::2]))
assert_array_almost_equal(hodd, 0)
# now check the frequency response
w, H = freqz(h, 1)
f = w/2/np.pi
Hmag = np.abs(H)
# check that the pass band is close to unity
idx = np.logical_and(f > 0, f < a)
assert_array_almost_equal(Hmag[idx], 1, decimal=3)
# check that the stop band is close to zero
idx = np.logical_and(f > 0.5-a, f < 0.5)
assert_array_almost_equal(Hmag[idx], 0, decimal=3)
def test_compare(self):
# compare to OCTAVE output
taps = firls(9, [0, 0.5, 0.55, 1], [1, 1, 0, 0], [1, 2])
# >> taps = firls(8, [0 0.5 0.55 1], [1 1 0 0], [1, 2]);
known_taps = [-6.26930101730182e-04, -1.03354450635036e-01,
-9.81576747564301e-03, 3.17271686090449e-01,
5.11409425599933e-01, 3.17271686090449e-01,
-9.81576747564301e-03, -1.03354450635036e-01,
-6.26930101730182e-04]
assert_allclose(taps, known_taps)
# compare to MATLAB output
taps = firls(11, [0, 0.5, 0.5, 1], [1, 1, 0, 0], [1, 2])
# >> taps = firls(10, [0 0.5 0.5 1], [1 1 0 0], [1, 2]);
known_taps = [
0.058545300496815, -0.014233383714318, -0.104688258464392,
0.012403323025279, 0.317930861136062, 0.488047220029700,
0.317930861136062, 0.012403323025279, -0.104688258464392,
-0.014233383714318, 0.058545300496815]
assert_allclose(taps, known_taps)
# With linear changes:
taps = firls(7, (0, 1, 2, 3, 4, 5), [1, 0, 0, 1, 1, 0], fs=20)
# >> taps = firls(6, [0, 0.1, 0.2, 0.3, 0.4, 0.5], [1, 0, 0, 1, 1, 0])
known_taps = [
1.156090832768218, -4.1385894727395849, 7.5288619164321826,
-8.5530572592947856, 7.5288619164321826, -4.1385894727395849,
1.156090832768218]
assert_allclose(taps, known_taps)
taps = firls(7, (0, 1, 2, 3, 4, 5), [1, 0, 0, 1, 1, 0], nyq=10)
assert_allclose(taps, known_taps)
with pytest.raises(ValueError, match='between 0 and 1'):
firls(7, [0, 1], [0, 1], nyq=0.5)
def test_rank_deficient(self):
# solve() runs but warns (only sometimes, so here we don't use match)
x = firls(21, [0, 0.1, 0.9, 1], [1, 1, 0, 0])
w, h = freqz(x, fs=2.)
assert_allclose(np.abs(h[:2]), 1., atol=1e-5)
assert_allclose(np.abs(h[-2:]), 0., atol=1e-6)
# switch to pinvh (tolerances could be higher with longer
# filters, but using shorter ones is faster computationally and
# the idea is the same)
x = firls(101, [0, 0.01, 0.99, 1], [1, 1, 0, 0])
w, h = freqz(x, fs=2.)
mask = w < 0.01
assert mask.sum() > 3
assert_allclose(np.abs(h[mask]), 1., atol=1e-4)
mask = w > 0.99
assert mask.sum() > 3
assert_allclose(np.abs(h[mask]), 0., atol=1e-4)
class TestMinimumPhase(object):
def test_bad_args(self):
# not enough taps
assert_raises(ValueError, minimum_phase, [1.])
assert_raises(ValueError, minimum_phase, [1., 1.])
assert_raises(ValueError, minimum_phase, np.full(10, 1j))
assert_raises(ValueError, minimum_phase, 'foo')
assert_raises(ValueError, minimum_phase, np.ones(10), n_fft=8)
assert_raises(ValueError, minimum_phase, np.ones(10), method='foo')
assert_warns(RuntimeWarning, minimum_phase, np.arange(3))
def test_homomorphic(self):
# check that it can recover frequency responses of arbitrary
# linear-phase filters
# for some cases we can get the actual filter back
h = [1, -1]
h_new = minimum_phase(np.convolve(h, h[::-1]))
assert_allclose(h_new, h, rtol=0.05)
# but in general we only guarantee we get the magnitude back
rng = np.random.RandomState(0)
for n in (2, 3, 10, 11, 15, 16, 17, 20, 21, 100, 101):
h = rng.randn(n)
h_new = minimum_phase(np.convolve(h, h[::-1]))
assert_allclose(np.abs(fft(h_new)),
np.abs(fft(h)), rtol=1e-4)
def test_hilbert(self):
# compare to MATLAB output of reference implementation
# f=[0 0.3 0.5 1];
# a=[1 1 0 0];
# h=remez(11,f,a);
h = remez(12, [0, 0.3, 0.5, 1], [1, 0], fs=2.)
k = [0.349585548646686, 0.373552164395447, 0.326082685363438,
0.077152207480935, -0.129943946349364, -0.059355880509749]
m = minimum_phase(h, 'hilbert')
assert_allclose(m, k, rtol=5e-3)
# f=[0 0.8 0.9 1];
# a=[0 0 1 1];
# h=remez(20,f,a);
h = remez(21, [0, 0.8, 0.9, 1], [0, 1], fs=2.)
k = [0.232486803906329, -0.133551833687071, 0.151871456867244,
-0.157957283165866, 0.151739294892963, -0.129293146705090,
0.100787844523204, -0.065832656741252, 0.035361328741024,
-0.014977068692269, -0.158416139047557]
m = minimum_phase(h, 'hilbert', n_fft=2**19)
assert_allclose(m, k, rtol=2e-3)

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import numpy as np
from numpy.testing import assert_allclose, assert_array_equal
from pytest import raises as assert_raises
from numpy.fft import fft, ifft
from scipy.signal import max_len_seq
class TestMLS(object):
def test_mls_inputs(self):
# can't all be zero state
assert_raises(ValueError, max_len_seq,
10, state=np.zeros(10))
# wrong size state
assert_raises(ValueError, max_len_seq, 10,
state=np.ones(3))
# wrong length
assert_raises(ValueError, max_len_seq, 10, length=-1)
assert_array_equal(max_len_seq(10, length=0)[0], [])
# unknown taps
assert_raises(ValueError, max_len_seq, 64)
# bad taps
assert_raises(ValueError, max_len_seq, 10, taps=[-1, 1])
def test_mls_output(self):
# define some alternate working taps
alt_taps = {2: [1], 3: [2], 4: [3], 5: [4, 3, 2], 6: [5, 4, 1], 7: [4],
8: [7, 5, 3]}
# assume the other bit levels work, too slow to test higher orders...
for nbits in range(2, 8):
for state in [None, np.round(np.random.rand(nbits))]:
for taps in [None, alt_taps[nbits]]:
if state is not None and np.all(state == 0):
state[0] = 1 # they can't all be zero
orig_m = max_len_seq(nbits, state=state,
taps=taps)[0]
m = 2. * orig_m - 1. # convert to +/- 1 representation
# First, make sure we got all 1's or -1
err_msg = "mls had non binary terms"
assert_array_equal(np.abs(m), np.ones_like(m),
err_msg=err_msg)
# Test via circular cross-correlation, which is just mult.
# in the frequency domain with one signal conjugated
tester = np.real(ifft(fft(m) * np.conj(fft(m))))
out_len = 2**nbits - 1
# impulse amplitude == test_len
err_msg = "mls impulse has incorrect value"
assert_allclose(tester[0], out_len, err_msg=err_msg)
# steady-state is -1
err_msg = "mls steady-state has incorrect value"
assert_allclose(tester[1:], np.full(out_len - 1, -1),
err_msg=err_msg)
# let's do the split thing using a couple options
for n in (1, 2**(nbits - 1)):
m1, s1 = max_len_seq(nbits, state=state, taps=taps,
length=n)
m2, s2 = max_len_seq(nbits, state=s1, taps=taps,
length=1)
m3, s3 = max_len_seq(nbits, state=s2, taps=taps,
length=out_len - n - 1)
new_m = np.concatenate((m1, m2, m3))
assert_array_equal(orig_m, new_m)

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@ -0,0 +1,847 @@
import copy
import numpy as np
from numpy.testing import (
assert_,
assert_equal,
assert_allclose,
assert_array_equal
)
import pytest
from pytest import raises, warns
from scipy.signal._peak_finding import (
argrelmax,
argrelmin,
peak_prominences,
peak_widths,
_unpack_condition_args,
find_peaks,
find_peaks_cwt,
_identify_ridge_lines
)
from scipy.signal._peak_finding_utils import _local_maxima_1d, PeakPropertyWarning
def _gen_gaussians(center_locs, sigmas, total_length):
xdata = np.arange(0, total_length).astype(float)
out_data = np.zeros(total_length, dtype=float)
for ind, sigma in enumerate(sigmas):
tmp = (xdata - center_locs[ind]) / sigma
out_data += np.exp(-(tmp**2))
return out_data
def _gen_gaussians_even(sigmas, total_length):
num_peaks = len(sigmas)
delta = total_length / (num_peaks + 1)
center_locs = np.linspace(delta, total_length - delta, num=num_peaks).astype(int)
out_data = _gen_gaussians(center_locs, sigmas, total_length)
return out_data, center_locs
def _gen_ridge_line(start_locs, max_locs, length, distances, gaps):
"""
Generate coordinates for a ridge line.
Will be a series of coordinates, starting a start_loc (length 2).
The maximum distance between any adjacent columns will be
`max_distance`, the max distance between adjacent rows
will be `map_gap'.
`max_locs` should be the size of the intended matrix. The
ending coordinates are guaranteed to be less than `max_locs`,
although they may not approach `max_locs` at all.
"""
def keep_bounds(num, max_val):
out = max(num, 0)
out = min(out, max_val)
return out
gaps = copy.deepcopy(gaps)
distances = copy.deepcopy(distances)
locs = np.zeros([length, 2], dtype=int)
locs[0, :] = start_locs
total_length = max_locs[0] - start_locs[0] - sum(gaps)
if total_length < length:
raise ValueError('Cannot generate ridge line according to constraints')
dist_int = length / len(distances) - 1
gap_int = length / len(gaps) - 1
for ind in range(1, length):
nextcol = locs[ind - 1, 1]
nextrow = locs[ind - 1, 0] + 1
if (ind % dist_int == 0) and (len(distances) > 0):
nextcol += ((-1)**ind)*distances.pop()
if (ind % gap_int == 0) and (len(gaps) > 0):
nextrow += gaps.pop()
nextrow = keep_bounds(nextrow, max_locs[0])
nextcol = keep_bounds(nextcol, max_locs[1])
locs[ind, :] = [nextrow, nextcol]
return [locs[:, 0], locs[:, 1]]
class TestLocalMaxima1d(object):
def test_empty(self):
"""Test with empty signal."""
x = np.array([], dtype=np.float64)
for array in _local_maxima_1d(x):
assert_equal(array, np.array([]))
assert_(array.base is None)
def test_linear(self):
"""Test with linear signal."""
x = np.linspace(0, 100)
for array in _local_maxima_1d(x):
assert_equal(array, np.array([]))
assert_(array.base is None)
def test_simple(self):
"""Test with simple signal."""
x = np.linspace(-10, 10, 50)
x[2::3] += 1
expected = np.arange(2, 50, 3)
for array in _local_maxima_1d(x):
# For plateaus of size 1, the edges are identical with the
# midpoints
assert_equal(array, expected)
assert_(array.base is None)
def test_flat_maxima(self):
"""Test if flat maxima are detected correctly."""
x = np.array([-1.3, 0, 1, 0, 2, 2, 0, 3, 3, 3, 2.99, 4, 4, 4, 4, -10,
-5, -5, -5, -5, -5, -10])
midpoints, left_edges, right_edges = _local_maxima_1d(x)
assert_equal(midpoints, np.array([2, 4, 8, 12, 18]))
assert_equal(left_edges, np.array([2, 4, 7, 11, 16]))
assert_equal(right_edges, np.array([2, 5, 9, 14, 20]))
@pytest.mark.parametrize('x', [
np.array([1., 0, 2]),
np.array([3., 3, 0, 4, 4]),
np.array([5., 5, 5, 0, 6, 6, 6]),
])
def test_signal_edges(self, x):
"""Test if behavior on signal edges is correct."""
for array in _local_maxima_1d(x):
assert_equal(array, np.array([]))
assert_(array.base is None)
def test_exceptions(self):
"""Test input validation and raised exceptions."""
with raises(ValueError, match="wrong number of dimensions"):
_local_maxima_1d(np.ones((1, 1)))
with raises(ValueError, match="expected 'float64_t'"):
_local_maxima_1d(np.ones(1, dtype=int))
with raises(TypeError, match="list"):
_local_maxima_1d([1., 2.])
with raises(TypeError, match="'x' must not be None"):
_local_maxima_1d(None)
class TestRidgeLines(object):
def test_empty(self):
test_matr = np.zeros([20, 100])
lines = _identify_ridge_lines(test_matr, np.full(20, 2), 1)
assert_(len(lines) == 0)
def test_minimal(self):
test_matr = np.zeros([20, 100])
test_matr[0, 10] = 1
lines = _identify_ridge_lines(test_matr, np.full(20, 2), 1)
assert_(len(lines) == 1)
test_matr = np.zeros([20, 100])
test_matr[0:2, 10] = 1
lines = _identify_ridge_lines(test_matr, np.full(20, 2), 1)
assert_(len(lines) == 1)
def test_single_pass(self):
distances = [0, 1, 2, 5]
gaps = [0, 1, 2, 0, 1]
test_matr = np.zeros([20, 50]) + 1e-12
length = 12
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_distances = np.full(20, max(distances))
identified_lines = _identify_ridge_lines(test_matr, max_distances, max(gaps) + 1)
assert_array_equal(identified_lines, [line])
def test_single_bigdist(self):
distances = [0, 1, 2, 5]
gaps = [0, 1, 2, 4]
test_matr = np.zeros([20, 50])
length = 12
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_dist = 3
max_distances = np.full(20, max_dist)
#This should get 2 lines, since the distance is too large
identified_lines = _identify_ridge_lines(test_matr, max_distances, max(gaps) + 1)
assert_(len(identified_lines) == 2)
for iline in identified_lines:
adists = np.diff(iline[1])
np.testing.assert_array_less(np.abs(adists), max_dist)
agaps = np.diff(iline[0])
np.testing.assert_array_less(np.abs(agaps), max(gaps) + 0.1)
def test_single_biggap(self):
distances = [0, 1, 2, 5]
max_gap = 3
gaps = [0, 4, 2, 1]
test_matr = np.zeros([20, 50])
length = 12
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_dist = 6
max_distances = np.full(20, max_dist)
#This should get 2 lines, since the gap is too large
identified_lines = _identify_ridge_lines(test_matr, max_distances, max_gap)
assert_(len(identified_lines) == 2)
for iline in identified_lines:
adists = np.diff(iline[1])
np.testing.assert_array_less(np.abs(adists), max_dist)
agaps = np.diff(iline[0])
np.testing.assert_array_less(np.abs(agaps), max(gaps) + 0.1)
def test_single_biggaps(self):
distances = [0]
max_gap = 1
gaps = [3, 6]
test_matr = np.zeros([50, 50])
length = 30
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_dist = 1
max_distances = np.full(50, max_dist)
#This should get 3 lines, since the gaps are too large
identified_lines = _identify_ridge_lines(test_matr, max_distances, max_gap)
assert_(len(identified_lines) == 3)
for iline in identified_lines:
adists = np.diff(iline[1])
np.testing.assert_array_less(np.abs(adists), max_dist)
agaps = np.diff(iline[0])
np.testing.assert_array_less(np.abs(agaps), max(gaps) + 0.1)
class TestArgrel(object):
def test_empty(self):
# Regression test for gh-2832.
# When there are no relative extrema, make sure that
# the number of empty arrays returned matches the
# dimension of the input.
empty_array = np.array([], dtype=int)
z1 = np.zeros(5)
i = argrelmin(z1)
assert_equal(len(i), 1)
assert_array_equal(i[0], empty_array)
z2 = np.zeros((3,5))
row, col = argrelmin(z2, axis=0)
assert_array_equal(row, empty_array)
assert_array_equal(col, empty_array)
row, col = argrelmin(z2, axis=1)
assert_array_equal(row, empty_array)
assert_array_equal(col, empty_array)
def test_basic(self):
# Note: the docstrings for the argrel{min,max,extrema} functions
# do not give a guarantee of the order of the indices, so we'll
# sort them before testing.
x = np.array([[1, 2, 2, 3, 2],
[2, 1, 2, 2, 3],
[3, 2, 1, 2, 2],
[2, 3, 2, 1, 2],
[1, 2, 3, 2, 1]])
row, col = argrelmax(x, axis=0)
order = np.argsort(row)
assert_equal(row[order], [1, 2, 3])
assert_equal(col[order], [4, 0, 1])
row, col = argrelmax(x, axis=1)
order = np.argsort(row)
assert_equal(row[order], [0, 3, 4])
assert_equal(col[order], [3, 1, 2])
row, col = argrelmin(x, axis=0)
order = np.argsort(row)
assert_equal(row[order], [1, 2, 3])
assert_equal(col[order], [1, 2, 3])
row, col = argrelmin(x, axis=1)
order = np.argsort(row)
assert_equal(row[order], [1, 2, 3])
assert_equal(col[order], [1, 2, 3])
def test_highorder(self):
order = 2
sigmas = [1.0, 2.0, 10.0, 5.0, 15.0]
test_data, act_locs = _gen_gaussians_even(sigmas, 500)
test_data[act_locs + order] = test_data[act_locs]*0.99999
test_data[act_locs - order] = test_data[act_locs]*0.99999
rel_max_locs = argrelmax(test_data, order=order, mode='clip')[0]
assert_(len(rel_max_locs) == len(act_locs))
assert_((rel_max_locs == act_locs).all())
def test_2d_gaussians(self):
sigmas = [1.0, 2.0, 10.0]
test_data, act_locs = _gen_gaussians_even(sigmas, 100)
rot_factor = 20
rot_range = np.arange(0, len(test_data)) - rot_factor
test_data_2 = np.vstack([test_data, test_data[rot_range]])
rel_max_rows, rel_max_cols = argrelmax(test_data_2, axis=1, order=1)
for rw in range(0, test_data_2.shape[0]):
inds = (rel_max_rows == rw)
assert_(len(rel_max_cols[inds]) == len(act_locs))
assert_((act_locs == (rel_max_cols[inds] - rot_factor*rw)).all())
class TestPeakProminences(object):
def test_empty(self):
"""
Test if an empty array is returned if no peaks are provided.
"""
out = peak_prominences([1, 2, 3], [])
for arr, dtype in zip(out, [np.float64, np.intp, np.intp]):
assert_(arr.size == 0)
assert_(arr.dtype == dtype)
out = peak_prominences([], [])
for arr, dtype in zip(out, [np.float64, np.intp, np.intp]):
assert_(arr.size == 0)
assert_(arr.dtype == dtype)
def test_basic(self):
"""
Test if height of prominences is correctly calculated in signal with
rising baseline (peak widths are 1 sample).
"""
# Prepare basic signal
x = np.array([-1, 1.2, 1.2, 1, 3.2, 1.3, 2.88, 2.1])
peaks = np.array([1, 2, 4, 6])
lbases = np.array([0, 0, 0, 5])
rbases = np.array([3, 3, 5, 7])
proms = x[peaks] - np.max([x[lbases], x[rbases]], axis=0)
# Test if calculation matches handcrafted result
out = peak_prominences(x, peaks)
assert_equal(out[0], proms)
assert_equal(out[1], lbases)
assert_equal(out[2], rbases)
def test_edge_cases(self):
"""
Test edge cases.
"""
# Peaks have same height, prominence and bases
x = [0, 2, 1, 2, 1, 2, 0]
peaks = [1, 3, 5]
proms, lbases, rbases = peak_prominences(x, peaks)
assert_equal(proms, [2, 2, 2])
assert_equal(lbases, [0, 0, 0])
assert_equal(rbases, [6, 6, 6])
# Peaks have same height & prominence but different bases
x = [0, 1, 0, 1, 0, 1, 0]
peaks = np.array([1, 3, 5])
proms, lbases, rbases = peak_prominences(x, peaks)
assert_equal(proms, [1, 1, 1])
assert_equal(lbases, peaks - 1)
assert_equal(rbases, peaks + 1)
def test_non_contiguous(self):
"""
Test with non-C-contiguous input arrays.
"""
x = np.repeat([-9, 9, 9, 0, 3, 1], 2)
peaks = np.repeat([1, 2, 4], 2)
proms, lbases, rbases = peak_prominences(x[::2], peaks[::2])
assert_equal(proms, [9, 9, 2])
assert_equal(lbases, [0, 0, 3])
assert_equal(rbases, [3, 3, 5])
def test_wlen(self):
"""
Test if wlen actually shrinks the evaluation range correctly.
"""
x = [0, 1, 2, 3, 1, 0, -1]
peak = [3]
# Test rounding behavior of wlen
assert_equal(peak_prominences(x, peak), [3., 0, 6])
for wlen, i in [(8, 0), (7, 0), (6, 0), (5, 1), (3.2, 1), (3, 2), (1.1, 2)]:
assert_equal(peak_prominences(x, peak, wlen), [3. - i, 0 + i, 6 - i])
def test_exceptions(self):
"""
Verify that exceptions and warnings are raised.
"""
# x with dimension > 1
with raises(ValueError, match='1-D array'):
peak_prominences([[0, 1, 1, 0]], [1, 2])
# peaks with dimension > 1
with raises(ValueError, match='1-D array'):
peak_prominences([0, 1, 1, 0], [[1, 2]])
# x with dimension < 1
with raises(ValueError, match='1-D array'):
peak_prominences(3, [0,])
# empty x with supplied
with raises(ValueError, match='not a valid index'):
peak_prominences([], [0])
# invalid indices with non-empty x
for p in [-100, -1, 3, 1000]:
with raises(ValueError, match='not a valid index'):
peak_prominences([1, 0, 2], [p])
# peaks is not cast-able to np.intp
with raises(TypeError, match='cannot safely cast'):
peak_prominences([0, 1, 1, 0], [1.1, 2.3])
# wlen < 3
with raises(ValueError, match='wlen'):
peak_prominences(np.arange(10), [3, 5], wlen=1)
def test_warnings(self):
"""
Verify that appropriate warnings are raised.
"""
msg = "some peaks have a prominence of 0"
for p in [0, 1, 2]:
with warns(PeakPropertyWarning, match=msg):
peak_prominences([1, 0, 2], [p,])
with warns(PeakPropertyWarning, match=msg):
peak_prominences([0, 1, 1, 1, 0], [2], wlen=2)
class TestPeakWidths(object):
def test_empty(self):
"""
Test if an empty array is returned if no peaks are provided.
"""
widths = peak_widths([], [])[0]
assert_(isinstance(widths, np.ndarray))
assert_equal(widths.size, 0)
widths = peak_widths([1, 2, 3], [])[0]
assert_(isinstance(widths, np.ndarray))
assert_equal(widths.size, 0)
out = peak_widths([], [])
for arr in out:
assert_(isinstance(arr, np.ndarray))
assert_equal(arr.size, 0)
@pytest.mark.filterwarnings("ignore:some peaks have a width of 0")
def test_basic(self):
"""
Test a simple use case with easy to verify results at different relative
heights.
"""
x = np.array([1, 0, 1, 2, 1, 0, -1])
prominence = 2
for rel_height, width_true, lip_true, rip_true in [
(0., 0., 3., 3.), # raises warning
(0.25, 1., 2.5, 3.5),
(0.5, 2., 2., 4.),
(0.75, 3., 1.5, 4.5),
(1., 4., 1., 5.),
(2., 5., 1., 6.),
(3., 5., 1., 6.)
]:
width_calc, height, lip_calc, rip_calc = peak_widths(
x, [3], rel_height)
assert_allclose(width_calc, width_true)
assert_allclose(height, 2 - rel_height * prominence)
assert_allclose(lip_calc, lip_true)
assert_allclose(rip_calc, rip_true)
def test_non_contiguous(self):
"""
Test with non-C-contiguous input arrays.
"""
x = np.repeat([0, 100, 50], 4)
peaks = np.repeat([1], 3)
result = peak_widths(x[::4], peaks[::3])
assert_equal(result, [0.75, 75, 0.75, 1.5])
def test_exceptions(self):
"""
Verify that argument validation works as intended.
"""
with raises(ValueError, match='1-D array'):
# x with dimension > 1
peak_widths(np.zeros((3, 4)), np.ones(3))
with raises(ValueError, match='1-D array'):
# x with dimension < 1
peak_widths(3, [0])
with raises(ValueError, match='1-D array'):
# peaks with dimension > 1
peak_widths(np.arange(10), np.ones((3, 2), dtype=np.intp))
with raises(ValueError, match='1-D array'):
# peaks with dimension < 1
peak_widths(np.arange(10), 3)
with raises(ValueError, match='not a valid index'):
# peak pos exceeds x.size
peak_widths(np.arange(10), [8, 11])
with raises(ValueError, match='not a valid index'):
# empty x with peaks supplied
peak_widths([], [1, 2])
with raises(TypeError, match='cannot safely cast'):
# peak cannot be safely casted to intp
peak_widths(np.arange(10), [1.1, 2.3])
with raises(ValueError, match='rel_height'):
# rel_height is < 0
peak_widths([0, 1, 0, 1, 0], [1, 3], rel_height=-1)
with raises(TypeError, match='None'):
# prominence data contains None
peak_widths([1, 2, 1], [1], prominence_data=(None, None, None))
def test_warnings(self):
"""
Verify that appropriate warnings are raised.
"""
msg = "some peaks have a width of 0"
with warns(PeakPropertyWarning, match=msg):
# Case: rel_height is 0
peak_widths([0, 1, 0], [1], rel_height=0)
with warns(PeakPropertyWarning, match=msg):
# Case: prominence is 0 and bases are identical
peak_widths(
[0, 1, 1, 1, 0], [2],
prominence_data=(np.array([0.], np.float64),
np.array([2], np.intp),
np.array([2], np.intp))
)
def test_mismatching_prominence_data(self):
"""Test with mismatching peak and / or prominence data."""
x = [0, 1, 0]
peak = [1]
for i, (prominences, left_bases, right_bases) in enumerate([
((1.,), (-1,), (2,)), # left base not in x
((1.,), (0,), (3,)), # right base not in x
((1.,), (2,), (0,)), # swapped bases same as peak
((1., 1.), (0, 0), (2, 2)), # array shapes don't match peaks
((1., 1.), (0,), (2,)), # arrays with different shapes
((1.,), (0, 0), (2,)), # arrays with different shapes
((1.,), (0,), (2, 2)) # arrays with different shapes
]):
# Make sure input is matches output of signal.peak_prominences
prominence_data = (np.array(prominences, dtype=np.float64),
np.array(left_bases, dtype=np.intp),
np.array(right_bases, dtype=np.intp))
# Test for correct exception
if i < 3:
match = "prominence data is invalid for peak"
else:
match = "arrays in `prominence_data` must have the same shape"
with raises(ValueError, match=match):
peak_widths(x, peak, prominence_data=prominence_data)
@pytest.mark.filterwarnings("ignore:some peaks have a width of 0")
def test_intersection_rules(self):
"""Test if x == eval_height counts as an intersection."""
# Flatt peak with two possible intersection points if evaluated at 1
x = [0, 1, 2, 1, 3, 3, 3, 1, 2, 1, 0]
# relative height is 0 -> width is 0 as well, raises warning
assert_allclose(peak_widths(x, peaks=[5], rel_height=0),
[(0.,), (3.,), (5.,), (5.,)])
# width_height == x counts as intersection -> nearest 1 is chosen
assert_allclose(peak_widths(x, peaks=[5], rel_height=2/3),
[(4.,), (1.,), (3.,), (7.,)])
def test_unpack_condition_args():
"""
Verify parsing of condition arguments for `scipy.signal.find_peaks` function.
"""
x = np.arange(10)
amin_true = x
amax_true = amin_true + 10
peaks = amin_true[1::2]
# Test unpacking with None or interval
assert_((None, None) == _unpack_condition_args((None, None), x, peaks))
assert_((1, None) == _unpack_condition_args(1, x, peaks))
assert_((1, None) == _unpack_condition_args((1, None), x, peaks))
assert_((None, 2) == _unpack_condition_args((None, 2), x, peaks))
assert_((3., 4.5) == _unpack_condition_args((3., 4.5), x, peaks))
# Test if borders are correctly reduced with `peaks`
amin_calc, amax_calc = _unpack_condition_args((amin_true, amax_true), x, peaks)
assert_equal(amin_calc, amin_true[peaks])
assert_equal(amax_calc, amax_true[peaks])
# Test raises if array borders don't match x
with raises(ValueError, match="array size of lower"):
_unpack_condition_args(amin_true, np.arange(11), peaks)
with raises(ValueError, match="array size of upper"):
_unpack_condition_args((None, amin_true), np.arange(11), peaks)
class TestFindPeaks(object):
# Keys of optionally returned properties
property_keys = {'peak_heights', 'left_thresholds', 'right_thresholds',
'prominences', 'left_bases', 'right_bases', 'widths',
'width_heights', 'left_ips', 'right_ips'}
def test_constant(self):
"""
Test behavior for signal without local maxima.
"""
open_interval = (None, None)
peaks, props = find_peaks(np.ones(10),
height=open_interval, threshold=open_interval,
prominence=open_interval, width=open_interval)
assert_(peaks.size == 0)
for key in self.property_keys:
assert_(props[key].size == 0)
def test_plateau_size(self):
"""
Test plateau size condition for peaks.
"""
# Prepare signal with peaks with peak_height == plateau_size
plateau_sizes = np.array([1, 2, 3, 4, 8, 20, 111])
x = np.zeros(plateau_sizes.size * 2 + 1)
x[1::2] = plateau_sizes
repeats = np.ones(x.size, dtype=int)
repeats[1::2] = x[1::2]
x = np.repeat(x, repeats)
# Test full output
peaks, props = find_peaks(x, plateau_size=(None, None))
assert_equal(peaks, [1, 3, 7, 11, 18, 33, 100])
assert_equal(props["plateau_sizes"], plateau_sizes)
assert_equal(props["left_edges"], peaks - (plateau_sizes - 1) // 2)
assert_equal(props["right_edges"], peaks + plateau_sizes // 2)
# Test conditions
assert_equal(find_peaks(x, plateau_size=4)[0], [11, 18, 33, 100])
assert_equal(find_peaks(x, plateau_size=(None, 3.5))[0], [1, 3, 7])
assert_equal(find_peaks(x, plateau_size=(5, 50))[0], [18, 33])
def test_height_condition(self):
"""
Test height condition for peaks.
"""
x = (0., 1/3, 0., 2.5, 0, 4., 0)
peaks, props = find_peaks(x, height=(None, None))
assert_equal(peaks, np.array([1, 3, 5]))
assert_equal(props['peak_heights'], np.array([1/3, 2.5, 4.]))
assert_equal(find_peaks(x, height=0.5)[0], np.array([3, 5]))
assert_equal(find_peaks(x, height=(None, 3))[0], np.array([1, 3]))
assert_equal(find_peaks(x, height=(2, 3))[0], np.array([3]))
def test_threshold_condition(self):
"""
Test threshold condition for peaks.
"""
x = (0, 2, 1, 4, -1)
peaks, props = find_peaks(x, threshold=(None, None))
assert_equal(peaks, np.array([1, 3]))
assert_equal(props['left_thresholds'], np.array([2, 3]))
assert_equal(props['right_thresholds'], np.array([1, 5]))
assert_equal(find_peaks(x, threshold=2)[0], np.array([3]))
assert_equal(find_peaks(x, threshold=3.5)[0], np.array([]))
assert_equal(find_peaks(x, threshold=(None, 5))[0], np.array([1, 3]))
assert_equal(find_peaks(x, threshold=(None, 4))[0], np.array([1]))
assert_equal(find_peaks(x, threshold=(2, 4))[0], np.array([]))
def test_distance_condition(self):
"""
Test distance condition for peaks.
"""
# Peaks of different height with constant distance 3
peaks_all = np.arange(1, 21, 3)
x = np.zeros(21)
x[peaks_all] += np.linspace(1, 2, peaks_all.size)
# Test if peaks with "minimal" distance are still selected (distance = 3)
assert_equal(find_peaks(x, distance=3)[0], peaks_all)
# Select every second peak (distance > 3)
peaks_subset = find_peaks(x, distance=3.0001)[0]
# Test if peaks_subset is subset of peaks_all
assert_(
np.setdiff1d(peaks_subset, peaks_all, assume_unique=True).size == 0
)
# Test if every second peak was removed
assert_equal(np.diff(peaks_subset), 6)
# Test priority of peak removal
x = [-2, 1, -1, 0, -3]
peaks_subset = find_peaks(x, distance=10)[0] # use distance > x size
assert_(peaks_subset.size == 1 and peaks_subset[0] == 1)
def test_prominence_condition(self):
"""
Test prominence condition for peaks.
"""
x = np.linspace(0, 10, 100)
peaks_true = np.arange(1, 99, 2)
offset = np.linspace(1, 10, peaks_true.size)
x[peaks_true] += offset
prominences = x[peaks_true] - x[peaks_true + 1]
interval = (3, 9)
keep = np.nonzero(
(interval[0] <= prominences) & (prominences <= interval[1]))
peaks_calc, properties = find_peaks(x, prominence=interval)
assert_equal(peaks_calc, peaks_true[keep])
assert_equal(properties['prominences'], prominences[keep])
assert_equal(properties['left_bases'], 0)
assert_equal(properties['right_bases'], peaks_true[keep] + 1)
def test_width_condition(self):
"""
Test width condition for peaks.
"""
x = np.array([1, 0, 1, 2, 1, 0, -1, 4, 0])
peaks, props = find_peaks(x, width=(None, 2), rel_height=0.75)
assert_equal(peaks.size, 1)
assert_equal(peaks, 7)
assert_allclose(props['widths'], 1.35)
assert_allclose(props['width_heights'], 1.)
assert_allclose(props['left_ips'], 6.4)
assert_allclose(props['right_ips'], 7.75)
def test_properties(self):
"""
Test returned properties.
"""
open_interval = (None, None)
x = [0, 1, 0, 2, 1.5, 0, 3, 0, 5, 9]
peaks, props = find_peaks(x,
height=open_interval, threshold=open_interval,
prominence=open_interval, width=open_interval)
assert_(len(props) == len(self.property_keys))
for key in self.property_keys:
assert_(peaks.size == props[key].size)
def test_raises(self):
"""
Test exceptions raised by function.
"""
with raises(ValueError, match="1-D array"):
find_peaks(np.array(1))
with raises(ValueError, match="1-D array"):
find_peaks(np.ones((2, 2)))
with raises(ValueError, match="distance"):
find_peaks(np.arange(10), distance=-1)
@pytest.mark.filterwarnings("ignore:some peaks have a prominence of 0",
"ignore:some peaks have a width of 0")
def test_wlen_smaller_plateau(self):
"""
Test behavior of prominence and width calculation if the given window
length is smaller than a peak's plateau size.
Regression test for gh-9110.
"""
peaks, props = find_peaks([0, 1, 1, 1, 0], prominence=(None, None),
width=(None, None), wlen=2)
assert_equal(peaks, 2)
assert_equal(props["prominences"], 0)
assert_equal(props["widths"], 0)
assert_equal(props["width_heights"], 1)
for key in ("left_bases", "right_bases", "left_ips", "right_ips"):
assert_equal(props[key], peaks)
class TestFindPeaksCwt(object):
def test_find_peaks_exact(self):
"""
Generate a series of gaussians and attempt to find the peak locations.
"""
sigmas = [5.0, 3.0, 10.0, 20.0, 10.0, 50.0]
num_points = 500
test_data, act_locs = _gen_gaussians_even(sigmas, num_points)
widths = np.arange(0.1, max(sigmas))
found_locs = find_peaks_cwt(test_data, widths, gap_thresh=2, min_snr=0,
min_length=None)
np.testing.assert_array_equal(found_locs, act_locs,
"Found maximum locations did not equal those expected")
def test_find_peaks_withnoise(self):
"""
Verify that peak locations are (approximately) found
for a series of gaussians with added noise.
"""
sigmas = [5.0, 3.0, 10.0, 20.0, 10.0, 50.0]
num_points = 500
test_data, act_locs = _gen_gaussians_even(sigmas, num_points)
widths = np.arange(0.1, max(sigmas))
noise_amp = 0.07
np.random.seed(18181911)
test_data += (np.random.rand(num_points) - 0.5)*(2*noise_amp)
found_locs = find_peaks_cwt(test_data, widths, min_length=15,
gap_thresh=1, min_snr=noise_amp / 5)
np.testing.assert_equal(len(found_locs), len(act_locs), 'Different number' +
'of peaks found than expected')
diffs = np.abs(found_locs - act_locs)
max_diffs = np.array(sigmas) / 5
np.testing.assert_array_less(diffs, max_diffs, 'Maximum location differed' +
'by more than %s' % (max_diffs))
def test_find_peaks_nopeak(self):
"""
Verify that no peak is found in
data that's just noise.
"""
noise_amp = 1.0
num_points = 100
np.random.seed(181819141)
test_data = (np.random.rand(num_points) - 0.5)*(2*noise_amp)
widths = np.arange(10, 50)
found_locs = find_peaks_cwt(test_data, widths, min_snr=5, noise_perc=30)
np.testing.assert_equal(len(found_locs), 0)
def test_find_peaks_window_size(self):
"""
Verify that window_size is passed correctly to private function and
affects the result.
"""
sigmas = [2.0, 2.0]
num_points = 1000
test_data, act_locs = _gen_gaussians_even(sigmas, num_points)
widths = np.arange(0.1, max(sigmas), 0.2)
noise_amp = 0.05
np.random.seed(18181911)
test_data += (np.random.rand(num_points) - 0.5)*(2*noise_amp)
# Possibly contrived negative region to throw off peak finding
# when window_size is too large
test_data[250:320] -= 1
found_locs = find_peaks_cwt(test_data, widths, gap_thresh=2, min_snr=3,
min_length=None, window_size=None)
with pytest.raises(AssertionError):
assert found_locs.size == act_locs.size
found_locs = find_peaks_cwt(test_data, widths, gap_thresh=2, min_snr=3,
min_length=None, window_size=20)
assert found_locs.size == act_locs.size

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import numpy as np
from numpy.testing import (assert_allclose, assert_equal,
assert_almost_equal, assert_array_equal,
assert_array_almost_equal)
from scipy.ndimage import convolve1d
from scipy.signal import savgol_coeffs, savgol_filter
from scipy.signal._savitzky_golay import _polyder
def check_polyder(p, m, expected):
dp = _polyder(p, m)
assert_array_equal(dp, expected)
def test_polyder():
cases = [
([5], 0, [5]),
([5], 1, [0]),
([3, 2, 1], 0, [3, 2, 1]),
([3, 2, 1], 1, [6, 2]),
([3, 2, 1], 2, [6]),
([3, 2, 1], 3, [0]),
([[3, 2, 1], [5, 6, 7]], 0, [[3, 2, 1], [5, 6, 7]]),
([[3, 2, 1], [5, 6, 7]], 1, [[6, 2], [10, 6]]),
([[3, 2, 1], [5, 6, 7]], 2, [[6], [10]]),
([[3, 2, 1], [5, 6, 7]], 3, [[0], [0]]),
]
for p, m, expected in cases:
check_polyder(np.array(p).T, m, np.array(expected).T)
#--------------------------------------------------------------------
# savgol_coeffs tests
#--------------------------------------------------------------------
def alt_sg_coeffs(window_length, polyorder, pos):
"""This is an alternative implementation of the SG coefficients.
It uses numpy.polyfit and numpy.polyval. The results should be
equivalent to those of savgol_coeffs(), but this implementation
is slower.
window_length should be odd.
"""
if pos is None:
pos = window_length // 2
t = np.arange(window_length)
unit = (t == pos).astype(int)
h = np.polyval(np.polyfit(t, unit, polyorder), t)
return h
def test_sg_coeffs_trivial():
# Test a trivial case of savgol_coeffs: polyorder = window_length - 1
h = savgol_coeffs(1, 0)
assert_allclose(h, [1])
h = savgol_coeffs(3, 2)
assert_allclose(h, [0, 1, 0], atol=1e-10)
h = savgol_coeffs(5, 4)
assert_allclose(h, [0, 0, 1, 0, 0], atol=1e-10)
h = savgol_coeffs(5, 4, pos=1)
assert_allclose(h, [0, 0, 0, 1, 0], atol=1e-10)
h = savgol_coeffs(5, 4, pos=1, use='dot')
assert_allclose(h, [0, 1, 0, 0, 0], atol=1e-10)
def compare_coeffs_to_alt(window_length, order):
# For the given window_length and order, compare the results
# of savgol_coeffs and alt_sg_coeffs for pos from 0 to window_length - 1.
# Also include pos=None.
for pos in [None] + list(range(window_length)):
h1 = savgol_coeffs(window_length, order, pos=pos, use='dot')
h2 = alt_sg_coeffs(window_length, order, pos=pos)
assert_allclose(h1, h2, atol=1e-10,
err_msg=("window_length = %d, order = %d, pos = %s" %
(window_length, order, pos)))
def test_sg_coeffs_compare():
# Compare savgol_coeffs() to alt_sg_coeffs().
for window_length in range(1, 8, 2):
for order in range(window_length):
compare_coeffs_to_alt(window_length, order)
def test_sg_coeffs_exact():
polyorder = 4
window_length = 9
halflen = window_length // 2
x = np.linspace(0, 21, 43)
delta = x[1] - x[0]
# The data is a cubic polynomial. We'll use an order 4
# SG filter, so the filtered values should equal the input data
# (except within half window_length of the edges).
y = 0.5 * x ** 3 - x
h = savgol_coeffs(window_length, polyorder)
y0 = convolve1d(y, h)
assert_allclose(y0[halflen:-halflen], y[halflen:-halflen])
# Check the same input, but use deriv=1. dy is the exact result.
dy = 1.5 * x ** 2 - 1
h = savgol_coeffs(window_length, polyorder, deriv=1, delta=delta)
y1 = convolve1d(y, h)
assert_allclose(y1[halflen:-halflen], dy[halflen:-halflen])
# Check the same input, but use deriv=2. d2y is the exact result.
d2y = 3.0 * x
h = savgol_coeffs(window_length, polyorder, deriv=2, delta=delta)
y2 = convolve1d(y, h)
assert_allclose(y2[halflen:-halflen], d2y[halflen:-halflen])
def test_sg_coeffs_deriv():
# The data in `x` is a sampled parabola, so using savgol_coeffs with an
# order 2 or higher polynomial should give exact results.
i = np.array([-2.0, 0.0, 2.0, 4.0, 6.0])
x = i ** 2 / 4
dx = i / 2
d2x = np.full_like(i, 0.5)
for pos in range(x.size):
coeffs0 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot')
assert_allclose(coeffs0.dot(x), x[pos], atol=1e-10)
coeffs1 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot', deriv=1)
assert_allclose(coeffs1.dot(x), dx[pos], atol=1e-10)
coeffs2 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot', deriv=2)
assert_allclose(coeffs2.dot(x), d2x[pos], atol=1e-10)
def test_sg_coeffs_deriv_gt_polyorder():
"""
If deriv > polyorder, the coefficients should be all 0.
This is a regression test for a bug where, e.g.,
savgol_coeffs(5, polyorder=1, deriv=2)
raised an error.
"""
coeffs = savgol_coeffs(5, polyorder=1, deriv=2)
assert_array_equal(coeffs, np.zeros(5))
coeffs = savgol_coeffs(7, polyorder=4, deriv=6)
assert_array_equal(coeffs, np.zeros(7))
def test_sg_coeffs_large():
# Test that for large values of window_length and polyorder the array of
# coefficients returned is symmetric. The aim is to ensure that
# no potential numeric overflow occurs.
coeffs0 = savgol_coeffs(31, 9)
assert_array_almost_equal(coeffs0, coeffs0[::-1])
coeffs1 = savgol_coeffs(31, 9, deriv=1)
assert_array_almost_equal(coeffs1, -coeffs1[::-1])
#--------------------------------------------------------------------
# savgol_filter tests
#--------------------------------------------------------------------
def test_sg_filter_trivial():
""" Test some trivial edge cases for savgol_filter()."""
x = np.array([1.0])
y = savgol_filter(x, 1, 0)
assert_equal(y, [1.0])
# Input is a single value. With a window length of 3 and polyorder 1,
# the value in y is from the straight-line fit of (-1,0), (0,3) and
# (1, 0) at 0. This is just the average of the three values, hence 1.0.
x = np.array([3.0])
y = savgol_filter(x, 3, 1, mode='constant')
assert_almost_equal(y, [1.0], decimal=15)
x = np.array([3.0])
y = savgol_filter(x, 3, 1, mode='nearest')
assert_almost_equal(y, [3.0], decimal=15)
x = np.array([1.0] * 3)
y = savgol_filter(x, 3, 1, mode='wrap')
assert_almost_equal(y, [1.0, 1.0, 1.0], decimal=15)
def test_sg_filter_basic():
# Some basic test cases for savgol_filter().
x = np.array([1.0, 2.0, 1.0])
y = savgol_filter(x, 3, 1, mode='constant')
assert_allclose(y, [1.0, 4.0 / 3, 1.0])
y = savgol_filter(x, 3, 1, mode='mirror')
assert_allclose(y, [5.0 / 3, 4.0 / 3, 5.0 / 3])
y = savgol_filter(x, 3, 1, mode='wrap')
assert_allclose(y, [4.0 / 3, 4.0 / 3, 4.0 / 3])
def test_sg_filter_2d():
x = np.array([[1.0, 2.0, 1.0],
[2.0, 4.0, 2.0]])
expected = np.array([[1.0, 4.0 / 3, 1.0],
[2.0, 8.0 / 3, 2.0]])
y = savgol_filter(x, 3, 1, mode='constant')
assert_allclose(y, expected)
y = savgol_filter(x.T, 3, 1, mode='constant', axis=0)
assert_allclose(y, expected.T)
def test_sg_filter_interp_edges():
# Another test with low degree polynomial data, for which we can easily
# give the exact results. In this test, we use mode='interp', so
# savgol_filter should match the exact solution for the entire data set,
# including the edges.
t = np.linspace(-5, 5, 21)
delta = t[1] - t[0]
# Polynomial test data.
x = np.array([t,
3 * t ** 2,
t ** 3 - t])
dx = np.array([np.ones_like(t),
6 * t,
3 * t ** 2 - 1.0])
d2x = np.array([np.zeros_like(t),
np.full_like(t, 6),
6 * t])
window_length = 7
y = savgol_filter(x, window_length, 3, axis=-1, mode='interp')
assert_allclose(y, x, atol=1e-12)
y1 = savgol_filter(x, window_length, 3, axis=-1, mode='interp',
deriv=1, delta=delta)
assert_allclose(y1, dx, atol=1e-12)
y2 = savgol_filter(x, window_length, 3, axis=-1, mode='interp',
deriv=2, delta=delta)
assert_allclose(y2, d2x, atol=1e-12)
# Transpose everything, and test again with axis=0.
x = x.T
dx = dx.T
d2x = d2x.T
y = savgol_filter(x, window_length, 3, axis=0, mode='interp')
assert_allclose(y, x, atol=1e-12)
y1 = savgol_filter(x, window_length, 3, axis=0, mode='interp',
deriv=1, delta=delta)
assert_allclose(y1, dx, atol=1e-12)
y2 = savgol_filter(x, window_length, 3, axis=0, mode='interp',
deriv=2, delta=delta)
assert_allclose(y2, d2x, atol=1e-12)
def test_sg_filter_interp_edges_3d():
# Test mode='interp' with a 3-D array.
t = np.linspace(-5, 5, 21)
delta = t[1] - t[0]
x1 = np.array([t, -t])
x2 = np.array([t ** 2, 3 * t ** 2 + 5])
x3 = np.array([t ** 3, 2 * t ** 3 + t ** 2 - 0.5 * t])
dx1 = np.array([np.ones_like(t), -np.ones_like(t)])
dx2 = np.array([2 * t, 6 * t])
dx3 = np.array([3 * t ** 2, 6 * t ** 2 + 2 * t - 0.5])
# z has shape (3, 2, 21)
z = np.array([x1, x2, x3])
dz = np.array([dx1, dx2, dx3])
y = savgol_filter(z, 7, 3, axis=-1, mode='interp', delta=delta)
assert_allclose(y, z, atol=1e-10)
dy = savgol_filter(z, 7, 3, axis=-1, mode='interp', deriv=1, delta=delta)
assert_allclose(dy, dz, atol=1e-10)
# z has shape (3, 21, 2)
z = np.array([x1.T, x2.T, x3.T])
dz = np.array([dx1.T, dx2.T, dx3.T])
y = savgol_filter(z, 7, 3, axis=1, mode='interp', delta=delta)
assert_allclose(y, z, atol=1e-10)
dy = savgol_filter(z, 7, 3, axis=1, mode='interp', deriv=1, delta=delta)
assert_allclose(dy, dz, atol=1e-10)
# z has shape (21, 3, 2)
z = z.swapaxes(0, 1).copy()
dz = dz.swapaxes(0, 1).copy()
y = savgol_filter(z, 7, 3, axis=0, mode='interp', delta=delta)
assert_allclose(y, z, atol=1e-10)
dy = savgol_filter(z, 7, 3, axis=0, mode='interp', deriv=1, delta=delta)
assert_allclose(dy, dz, atol=1e-10)

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# Code adapted from "upfirdn" python library with permission:
#
# Copyright (c) 2009, Motorola, Inc
#
# All Rights Reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are
# met:
#
# * Redistributions of source code must retain the above copyright notice,
# this list of conditions and the following disclaimer.
#
# * Redistributions in binary form must reproduce the above copyright
# notice, this list of conditions and the following disclaimer in the
# documentation and/or other materials provided with the distribution.
#
# * Neither the name of Motorola nor the names of its contributors may be
# used to endorse or promote products derived from this software without
# specific prior written permission.
#
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
# IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO,
# THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
# PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
# CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
# EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
# PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
# PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
# LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
# NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
# SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
import numpy as np
from itertools import product
from numpy.testing import assert_equal, assert_allclose
from pytest import raises as assert_raises
import pytest
from scipy.signal import upfirdn, firwin
from scipy.signal._upfirdn import _output_len, _upfirdn_modes
from scipy.signal._upfirdn_apply import _pad_test
def upfirdn_naive(x, h, up=1, down=1):
"""Naive upfirdn processing in Python.
Note: arg order (x, h) differs to facilitate apply_along_axis use.
"""
h = np.asarray(h)
out = np.zeros(len(x) * up, x.dtype)
out[::up] = x
out = np.convolve(h, out)[::down][:_output_len(len(h), len(x), up, down)]
return out
class UpFIRDnCase(object):
"""Test _UpFIRDn object"""
def __init__(self, up, down, h, x_dtype):
self.up = up
self.down = down
self.h = np.atleast_1d(h)
self.x_dtype = x_dtype
self.rng = np.random.RandomState(17)
def __call__(self):
# tiny signal
self.scrub(np.ones(1, self.x_dtype))
# ones
self.scrub(np.ones(10, self.x_dtype)) # ones
# randn
x = self.rng.randn(10).astype(self.x_dtype)
if self.x_dtype in (np.complex64, np.complex128):
x += 1j * self.rng.randn(10)
self.scrub(x)
# ramp
self.scrub(np.arange(10).astype(self.x_dtype))
# 3D, random
size = (2, 3, 5)
x = self.rng.randn(*size).astype(self.x_dtype)
if self.x_dtype in (np.complex64, np.complex128):
x += 1j * self.rng.randn(*size)
for axis in range(len(size)):
self.scrub(x, axis=axis)
x = x[:, ::2, 1::3].T
for axis in range(len(size)):
self.scrub(x, axis=axis)
def scrub(self, x, axis=-1):
yr = np.apply_along_axis(upfirdn_naive, axis, x,
self.h, self.up, self.down)
want_len = _output_len(len(self.h), x.shape[axis], self.up, self.down)
assert yr.shape[axis] == want_len
y = upfirdn(self.h, x, self.up, self.down, axis=axis)
assert y.shape[axis] == want_len
assert y.shape == yr.shape
dtypes = (self.h.dtype, x.dtype)
if all(d == np.complex64 for d in dtypes):
assert_equal(y.dtype, np.complex64)
elif np.complex64 in dtypes and np.float32 in dtypes:
assert_equal(y.dtype, np.complex64)
elif all(d == np.float32 for d in dtypes):
assert_equal(y.dtype, np.float32)
elif np.complex128 in dtypes or np.complex64 in dtypes:
assert_equal(y.dtype, np.complex128)
else:
assert_equal(y.dtype, np.float64)
assert_allclose(yr, y)
_UPFIRDN_TYPES = (int, np.float32, np.complex64, float, complex)
class TestUpfirdn(object):
def test_valid_input(self):
assert_raises(ValueError, upfirdn, [1], [1], 1, 0) # up or down < 1
assert_raises(ValueError, upfirdn, [], [1], 1, 1) # h.ndim != 1
assert_raises(ValueError, upfirdn, [[1]], [1], 1, 1)
@pytest.mark.parametrize('len_h', [1, 2, 3, 4, 5])
@pytest.mark.parametrize('len_x', [1, 2, 3, 4, 5])
def test_singleton(self, len_h, len_x):
# gh-9844: lengths producing expected outputs
h = np.zeros(len_h)
h[len_h // 2] = 1. # make h a delta
x = np.ones(len_x)
y = upfirdn(h, x, 1, 1)
want = np.pad(x, (len_h // 2, (len_h - 1) // 2), 'constant')
assert_allclose(y, want)
def test_shift_x(self):
# gh-9844: shifted x can change values?
y = upfirdn([1, 1], [1.], 1, 1)
assert_allclose(y, [1, 1]) # was [0, 1] in the issue
y = upfirdn([1, 1], [0., 1.], 1, 1)
assert_allclose(y, [0, 1, 1])
# A bunch of lengths/factors chosen because they exposed differences
# between the "old way" and new way of computing length, and then
# got `expected` from MATLAB
@pytest.mark.parametrize('len_h, len_x, up, down, expected', [
(2, 2, 5, 2, [1, 0, 0, 0]),
(2, 3, 6, 3, [1, 0, 1, 0, 1]),
(2, 4, 4, 3, [1, 0, 0, 0, 1]),
(3, 2, 6, 2, [1, 0, 0, 1, 0]),
(4, 11, 3, 5, [1, 0, 0, 1, 0, 0, 1]),
])
def test_length_factors(self, len_h, len_x, up, down, expected):
# gh-9844: weird factors
h = np.zeros(len_h)
h[0] = 1.
x = np.ones(len_x)
y = upfirdn(h, x, up, down)
assert_allclose(y, expected)
@pytest.mark.parametrize('down, want_len', [ # lengths from MATLAB
(2, 5015),
(11, 912),
(79, 127),
])
def test_vs_convolve(self, down, want_len):
# Check that up=1.0 gives same answer as convolve + slicing
random_state = np.random.RandomState(17)
try_types = (int, np.float32, np.complex64, float, complex)
size = 10000
for dtype in try_types:
x = random_state.randn(size).astype(dtype)
if dtype in (np.complex64, np.complex128):
x += 1j * random_state.randn(size)
h = firwin(31, 1. / down, window='hamming')
yl = upfirdn_naive(x, h, 1, down)
y = upfirdn(h, x, up=1, down=down)
assert y.shape == (want_len,)
assert yl.shape[0] == y.shape[0]
assert_allclose(yl, y, atol=1e-7, rtol=1e-7)
@pytest.mark.parametrize('x_dtype', _UPFIRDN_TYPES)
@pytest.mark.parametrize('h', (1., 1j))
@pytest.mark.parametrize('up, down', [(1, 1), (2, 2), (3, 2), (2, 3)])
def test_vs_naive_delta(self, x_dtype, h, up, down):
UpFIRDnCase(up, down, h, x_dtype)()
@pytest.mark.parametrize('x_dtype', _UPFIRDN_TYPES)
@pytest.mark.parametrize('h_dtype', _UPFIRDN_TYPES)
@pytest.mark.parametrize('p_max, q_max',
list(product((10, 100), (10, 100))))
def test_vs_naive(self, x_dtype, h_dtype, p_max, q_max):
tests = self._random_factors(p_max, q_max, h_dtype, x_dtype)
for test in tests:
test()
def _random_factors(self, p_max, q_max, h_dtype, x_dtype):
n_rep = 3
longest_h = 25
random_state = np.random.RandomState(17)
tests = []
for _ in range(n_rep):
# Randomize the up/down factors somewhat
p_add = q_max if p_max > q_max else 1
q_add = p_max if q_max > p_max else 1
p = random_state.randint(p_max) + p_add
q = random_state.randint(q_max) + q_add
# Generate random FIR coefficients
len_h = random_state.randint(longest_h) + 1
h = np.atleast_1d(random_state.randint(len_h))
h = h.astype(h_dtype)
if h_dtype == complex:
h += 1j * random_state.randint(len_h)
tests.append(UpFIRDnCase(p, q, h, x_dtype))
return tests
@pytest.mark.parametrize('mode', _upfirdn_modes)
def test_extensions(self, mode):
"""Test vs. manually computed results for modes not in numpy's pad."""
x = np.array([1, 2, 3, 1], dtype=float)
npre, npost = 6, 6
y = _pad_test(x, npre=npre, npost=npost, mode=mode)
if mode == 'antisymmetric':
y_expected = np.asarray(
[3, 1, -1, -3, -2, -1, 1, 2, 3, 1, -1, -3, -2, -1, 1, 2])
elif mode == 'antireflect':
y_expected = np.asarray(
[1, 2, 3, 1, -1, 0, 1, 2, 3, 1, -1, 0, 1, 2, 3, 1])
elif mode == 'smooth':
y_expected = np.asarray(
[-5, -4, -3, -2, -1, 0, 1, 2, 3, 1, -1, -3, -5, -7, -9, -11])
elif mode == "line":
lin_slope = (x[-1] - x[0]) / (len(x) - 1)
left = x[0] + np.arange(-npre, 0, 1) * lin_slope
right = x[-1] + np.arange(1, npost + 1) * lin_slope
y_expected = np.concatenate((left, x, right))
else:
y_expected = np.pad(x, (npre, npost), mode=mode)
assert_allclose(y, y_expected)
@pytest.mark.parametrize(
'size, h_len, mode, dtype',
product(
[8],
[4, 5, 26], # include cases with h_len > 2*size
_upfirdn_modes,
[np.float32, np.float64, np.complex64, np.complex128],
)
)
def test_modes(self, size, h_len, mode, dtype):
random_state = np.random.RandomState(5)
x = random_state.randn(size).astype(dtype)
if dtype in (np.complex64, np.complex128):
x += 1j * random_state.randn(size)
h = np.arange(1, 1 + h_len, dtype=x.real.dtype)
y = upfirdn(h, x, up=1, down=1, mode=mode)
# expected result: pad the input, filter with zero padding, then crop
npad = h_len - 1
if mode in ['antisymmetric', 'antireflect', 'smooth', 'line']:
# use _pad_test test function for modes not supported by np.pad.
xpad = _pad_test(x, npre=npad, npost=npad, mode=mode)
else:
xpad = np.pad(x, npad, mode=mode)
ypad = upfirdn(h, xpad, up=1, down=1, mode='constant')
y_expected = ypad[npad:-npad]
atol = rtol = np.finfo(dtype).eps * 1e2
assert_allclose(y, y_expected, atol=atol, rtol=rtol)

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@ -0,0 +1,351 @@
import numpy as np
from numpy.testing import (assert_almost_equal, assert_equal,
assert_, assert_allclose, assert_array_equal)
from pytest import raises as assert_raises
import scipy.signal.waveforms as waveforms
# These chirp_* functions are the instantaneous frequencies of the signals
# returned by chirp().
def chirp_linear(t, f0, f1, t1):
f = f0 + (f1 - f0) * t / t1
return f
def chirp_quadratic(t, f0, f1, t1, vertex_zero=True):
if vertex_zero:
f = f0 + (f1 - f0) * t**2 / t1**2
else:
f = f1 - (f1 - f0) * (t1 - t)**2 / t1**2
return f
def chirp_geometric(t, f0, f1, t1):
f = f0 * (f1/f0)**(t/t1)
return f
def chirp_hyperbolic(t, f0, f1, t1):
f = f0*f1*t1 / ((f0 - f1)*t + f1*t1)
return f
def compute_frequency(t, theta):
"""
Compute theta'(t)/(2*pi), where theta'(t) is the derivative of theta(t).
"""
# Assume theta and t are 1-D NumPy arrays.
# Assume that t is uniformly spaced.
dt = t[1] - t[0]
f = np.diff(theta)/(2*np.pi) / dt
tf = 0.5*(t[1:] + t[:-1])
return tf, f
class TestChirp(object):
def test_linear_at_zero(self):
w = waveforms.chirp(t=0, f0=1.0, f1=2.0, t1=1.0, method='linear')
assert_almost_equal(w, 1.0)
def test_linear_freq_01(self):
method = 'linear'
f0 = 1.0
f1 = 2.0
t1 = 1.0
t = np.linspace(0, t1, 100)
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
abserr = np.max(np.abs(f - chirp_linear(tf, f0, f1, t1)))
assert_(abserr < 1e-6)
def test_linear_freq_02(self):
method = 'linear'
f0 = 200.0
f1 = 100.0
t1 = 10.0
t = np.linspace(0, t1, 100)
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
abserr = np.max(np.abs(f - chirp_linear(tf, f0, f1, t1)))
assert_(abserr < 1e-6)
def test_quadratic_at_zero(self):
w = waveforms.chirp(t=0, f0=1.0, f1=2.0, t1=1.0, method='quadratic')
assert_almost_equal(w, 1.0)
def test_quadratic_at_zero2(self):
w = waveforms.chirp(t=0, f0=1.0, f1=2.0, t1=1.0, method='quadratic',
vertex_zero=False)
assert_almost_equal(w, 1.0)
def test_quadratic_freq_01(self):
method = 'quadratic'
f0 = 1.0
f1 = 2.0
t1 = 1.0
t = np.linspace(0, t1, 2000)
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
abserr = np.max(np.abs(f - chirp_quadratic(tf, f0, f1, t1)))
assert_(abserr < 1e-6)
def test_quadratic_freq_02(self):
method = 'quadratic'
f0 = 20.0
f1 = 10.0
t1 = 10.0
t = np.linspace(0, t1, 2000)
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
abserr = np.max(np.abs(f - chirp_quadratic(tf, f0, f1, t1)))
assert_(abserr < 1e-6)
def test_logarithmic_at_zero(self):
w = waveforms.chirp(t=0, f0=1.0, f1=2.0, t1=1.0, method='logarithmic')
assert_almost_equal(w, 1.0)
def test_logarithmic_freq_01(self):
method = 'logarithmic'
f0 = 1.0
f1 = 2.0
t1 = 1.0
t = np.linspace(0, t1, 10000)
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
abserr = np.max(np.abs(f - chirp_geometric(tf, f0, f1, t1)))
assert_(abserr < 1e-6)
def test_logarithmic_freq_02(self):
method = 'logarithmic'
f0 = 200.0
f1 = 100.0
t1 = 10.0
t = np.linspace(0, t1, 10000)
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
abserr = np.max(np.abs(f - chirp_geometric(tf, f0, f1, t1)))
assert_(abserr < 1e-6)
def test_logarithmic_freq_03(self):
method = 'logarithmic'
f0 = 100.0
f1 = 100.0
t1 = 10.0
t = np.linspace(0, t1, 10000)
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
abserr = np.max(np.abs(f - chirp_geometric(tf, f0, f1, t1)))
assert_(abserr < 1e-6)
def test_hyperbolic_at_zero(self):
w = waveforms.chirp(t=0, f0=10.0, f1=1.0, t1=1.0, method='hyperbolic')
assert_almost_equal(w, 1.0)
def test_hyperbolic_freq_01(self):
method = 'hyperbolic'
t1 = 1.0
t = np.linspace(0, t1, 10000)
# f0 f1
cases = [[10.0, 1.0],
[1.0, 10.0],
[-10.0, -1.0],
[-1.0, -10.0]]
for f0, f1 in cases:
phase = waveforms._chirp_phase(t, f0, t1, f1, method)
tf, f = compute_frequency(t, phase)
expected = chirp_hyperbolic(tf, f0, f1, t1)
assert_allclose(f, expected)
def test_hyperbolic_zero_freq(self):
# f0=0 or f1=0 must raise a ValueError.
method = 'hyperbolic'
t1 = 1.0
t = np.linspace(0, t1, 5)
assert_raises(ValueError, waveforms.chirp, t, 0, t1, 1, method)
assert_raises(ValueError, waveforms.chirp, t, 1, t1, 0, method)
def test_unknown_method(self):
method = "foo"
f0 = 10.0
f1 = 20.0
t1 = 1.0
t = np.linspace(0, t1, 10)
assert_raises(ValueError, waveforms.chirp, t, f0, t1, f1, method)
def test_integer_t1(self):
f0 = 10.0
f1 = 20.0
t = np.linspace(-1, 1, 11)
t1 = 3.0
float_result = waveforms.chirp(t, f0, t1, f1)
t1 = 3
int_result = waveforms.chirp(t, f0, t1, f1)
err_msg = "Integer input 't1=3' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
def test_integer_f0(self):
f1 = 20.0
t1 = 3.0
t = np.linspace(-1, 1, 11)
f0 = 10.0
float_result = waveforms.chirp(t, f0, t1, f1)
f0 = 10
int_result = waveforms.chirp(t, f0, t1, f1)
err_msg = "Integer input 'f0=10' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
def test_integer_f1(self):
f0 = 10.0
t1 = 3.0
t = np.linspace(-1, 1, 11)
f1 = 20.0
float_result = waveforms.chirp(t, f0, t1, f1)
f1 = 20
int_result = waveforms.chirp(t, f0, t1, f1)
err_msg = "Integer input 'f1=20' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
def test_integer_all(self):
f0 = 10
t1 = 3
f1 = 20
t = np.linspace(-1, 1, 11)
float_result = waveforms.chirp(t, float(f0), float(t1), float(f1))
int_result = waveforms.chirp(t, f0, t1, f1)
err_msg = "Integer input 'f0=10, t1=3, f1=20' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
class TestSweepPoly(object):
def test_sweep_poly_quad1(self):
p = np.poly1d([1.0, 0.0, 1.0])
t = np.linspace(0, 3.0, 10000)
phase = waveforms._sweep_poly_phase(t, p)
tf, f = compute_frequency(t, phase)
expected = p(tf)
abserr = np.max(np.abs(f - expected))
assert_(abserr < 1e-6)
def test_sweep_poly_const(self):
p = np.poly1d(2.0)
t = np.linspace(0, 3.0, 10000)
phase = waveforms._sweep_poly_phase(t, p)
tf, f = compute_frequency(t, phase)
expected = p(tf)
abserr = np.max(np.abs(f - expected))
assert_(abserr < 1e-6)
def test_sweep_poly_linear(self):
p = np.poly1d([-1.0, 10.0])
t = np.linspace(0, 3.0, 10000)
phase = waveforms._sweep_poly_phase(t, p)
tf, f = compute_frequency(t, phase)
expected = p(tf)
abserr = np.max(np.abs(f - expected))
assert_(abserr < 1e-6)
def test_sweep_poly_quad2(self):
p = np.poly1d([1.0, 0.0, -2.0])
t = np.linspace(0, 3.0, 10000)
phase = waveforms._sweep_poly_phase(t, p)
tf, f = compute_frequency(t, phase)
expected = p(tf)
abserr = np.max(np.abs(f - expected))
assert_(abserr < 1e-6)
def test_sweep_poly_cubic(self):
p = np.poly1d([2.0, 1.0, 0.0, -2.0])
t = np.linspace(0, 2.0, 10000)
phase = waveforms._sweep_poly_phase(t, p)
tf, f = compute_frequency(t, phase)
expected = p(tf)
abserr = np.max(np.abs(f - expected))
assert_(abserr < 1e-6)
def test_sweep_poly_cubic2(self):
"""Use an array of coefficients instead of a poly1d."""
p = np.array([2.0, 1.0, 0.0, -2.0])
t = np.linspace(0, 2.0, 10000)
phase = waveforms._sweep_poly_phase(t, p)
tf, f = compute_frequency(t, phase)
expected = np.poly1d(p)(tf)
abserr = np.max(np.abs(f - expected))
assert_(abserr < 1e-6)
def test_sweep_poly_cubic3(self):
"""Use a list of coefficients instead of a poly1d."""
p = [2.0, 1.0, 0.0, -2.0]
t = np.linspace(0, 2.0, 10000)
phase = waveforms._sweep_poly_phase(t, p)
tf, f = compute_frequency(t, phase)
expected = np.poly1d(p)(tf)
abserr = np.max(np.abs(f - expected))
assert_(abserr < 1e-6)
class TestGaussPulse(object):
def test_integer_fc(self):
float_result = waveforms.gausspulse('cutoff', fc=1000.0)
int_result = waveforms.gausspulse('cutoff', fc=1000)
err_msg = "Integer input 'fc=1000' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
def test_integer_bw(self):
float_result = waveforms.gausspulse('cutoff', bw=1.0)
int_result = waveforms.gausspulse('cutoff', bw=1)
err_msg = "Integer input 'bw=1' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
def test_integer_bwr(self):
float_result = waveforms.gausspulse('cutoff', bwr=-6.0)
int_result = waveforms.gausspulse('cutoff', bwr=-6)
err_msg = "Integer input 'bwr=-6' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
def test_integer_tpr(self):
float_result = waveforms.gausspulse('cutoff', tpr=-60.0)
int_result = waveforms.gausspulse('cutoff', tpr=-60)
err_msg = "Integer input 'tpr=-60' gives wrong result"
assert_equal(int_result, float_result, err_msg=err_msg)
class TestUnitImpulse(object):
def test_no_index(self):
assert_array_equal(waveforms.unit_impulse(7), [1, 0, 0, 0, 0, 0, 0])
assert_array_equal(waveforms.unit_impulse((3, 3)),
[[1, 0, 0], [0, 0, 0], [0, 0, 0]])
def test_index(self):
assert_array_equal(waveforms.unit_impulse(10, 3),
[0, 0, 0, 1, 0, 0, 0, 0, 0, 0])
assert_array_equal(waveforms.unit_impulse((3, 3), (1, 1)),
[[0, 0, 0], [0, 1, 0], [0, 0, 0]])
# Broadcasting
imp = waveforms.unit_impulse((4, 4), 2)
assert_array_equal(imp, np.array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 1, 0],
[0, 0, 0, 0]]))
def test_mid(self):
assert_array_equal(waveforms.unit_impulse((3, 3), 'mid'),
[[0, 0, 0], [0, 1, 0], [0, 0, 0]])
assert_array_equal(waveforms.unit_impulse(9, 'mid'),
[0, 0, 0, 0, 1, 0, 0, 0, 0])
def test_dtype(self):
imp = waveforms.unit_impulse(7)
assert_(np.issubdtype(imp.dtype, np.floating))
imp = waveforms.unit_impulse(5, 3, dtype=int)
assert_(np.issubdtype(imp.dtype, np.integer))
imp = waveforms.unit_impulse((5, 2), (3, 1), dtype=complex)
assert_(np.issubdtype(imp.dtype, np.complexfloating))

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import numpy as np
from numpy.testing import assert_equal, \
assert_array_equal, assert_array_almost_equal, assert_array_less, assert_
from scipy.signal import wavelets
class TestWavelets(object):
def test_qmf(self):
assert_array_equal(wavelets.qmf([1, 1]), [1, -1])
def test_daub(self):
for i in range(1, 15):
assert_equal(len(wavelets.daub(i)), i * 2)
def test_cascade(self):
for J in range(1, 7):
for i in range(1, 5):
lpcoef = wavelets.daub(i)
k = len(lpcoef)
x, phi, psi = wavelets.cascade(lpcoef, J)
assert_(len(x) == len(phi) == len(psi))
assert_equal(len(x), (k - 1) * 2 ** J)
def test_morlet(self):
x = wavelets.morlet(50, 4.1, complete=True)
y = wavelets.morlet(50, 4.1, complete=False)
# Test if complete and incomplete wavelet have same lengths:
assert_equal(len(x), len(y))
# Test if complete wavelet is less than incomplete wavelet:
assert_array_less(x, y)
x = wavelets.morlet(10, 50, complete=False)
y = wavelets.morlet(10, 50, complete=True)
# For large widths complete and incomplete wavelets should be
# identical within numerical precision:
assert_equal(x, y)
# miscellaneous tests:
x = np.array([1.73752399e-09 + 9.84327394e-25j,
6.49471756e-01 + 0.00000000e+00j,
1.73752399e-09 - 9.84327394e-25j])
y = wavelets.morlet(3, w=2, complete=True)
assert_array_almost_equal(x, y)
x = np.array([2.00947715e-09 + 9.84327394e-25j,
7.51125544e-01 + 0.00000000e+00j,
2.00947715e-09 - 9.84327394e-25j])
y = wavelets.morlet(3, w=2, complete=False)
assert_array_almost_equal(x, y, decimal=2)
x = wavelets.morlet(10000, s=4, complete=True)
y = wavelets.morlet(20000, s=8, complete=True)[5000:15000]
assert_array_almost_equal(x, y, decimal=2)
x = wavelets.morlet(10000, s=4, complete=False)
assert_array_almost_equal(y, x, decimal=2)
y = wavelets.morlet(20000, s=8, complete=False)[5000:15000]
assert_array_almost_equal(x, y, decimal=2)
x = wavelets.morlet(10000, w=3, s=5, complete=True)
y = wavelets.morlet(20000, w=3, s=10, complete=True)[5000:15000]
assert_array_almost_equal(x, y, decimal=2)
x = wavelets.morlet(10000, w=3, s=5, complete=False)
assert_array_almost_equal(y, x, decimal=2)
y = wavelets.morlet(20000, w=3, s=10, complete=False)[5000:15000]
assert_array_almost_equal(x, y, decimal=2)
x = wavelets.morlet(10000, w=7, s=10, complete=True)
y = wavelets.morlet(20000, w=7, s=20, complete=True)[5000:15000]
assert_array_almost_equal(x, y, decimal=2)
x = wavelets.morlet(10000, w=7, s=10, complete=False)
assert_array_almost_equal(x, y, decimal=2)
y = wavelets.morlet(20000, w=7, s=20, complete=False)[5000:15000]
assert_array_almost_equal(x, y, decimal=2)
def test_morlet2(self):
w = wavelets.morlet2(1.0, 0.5)
expected = (np.pi**(-0.25) * np.sqrt(1/0.5)).astype(complex)
assert_array_equal(w, expected)
lengths = [5, 11, 15, 51, 101]
for length in lengths:
w = wavelets.morlet2(length, 1.0)
assert_(len(w) == length)
max_loc = np.argmax(w)
assert_(max_loc == (length // 2))
points = 100
w = abs(wavelets.morlet2(points, 2.0))
half_vec = np.arange(0, points // 2)
assert_array_almost_equal(w[half_vec], w[-(half_vec + 1)])
x = np.array([5.03701224e-09 + 2.46742437e-24j,
1.88279253e+00 + 0.00000000e+00j,
5.03701224e-09 - 2.46742437e-24j])
y = wavelets.morlet2(3, s=1/(2*np.pi), w=2)
assert_array_almost_equal(x, y)
def test_ricker(self):
w = wavelets.ricker(1.0, 1)
expected = 2 / (np.sqrt(3 * 1.0) * (np.pi ** 0.25))
assert_array_equal(w, expected)
lengths = [5, 11, 15, 51, 101]
for length in lengths:
w = wavelets.ricker(length, 1.0)
assert_(len(w) == length)
max_loc = np.argmax(w)
assert_(max_loc == (length // 2))
points = 100
w = wavelets.ricker(points, 2.0)
half_vec = np.arange(0, points // 2)
#Wavelet should be symmetric
assert_array_almost_equal(w[half_vec], w[-(half_vec + 1)])
#Check zeros
aas = [5, 10, 15, 20, 30]
points = 99
for a in aas:
w = wavelets.ricker(points, a)
vec = np.arange(0, points) - (points - 1.0) / 2
exp_zero1 = np.argmin(np.abs(vec - a))
exp_zero2 = np.argmin(np.abs(vec + a))
assert_array_almost_equal(w[exp_zero1], 0)
assert_array_almost_equal(w[exp_zero2], 0)
def test_cwt(self):
widths = [1.0]
delta_wavelet = lambda s, t: np.array([1])
len_data = 100
test_data = np.sin(np.pi * np.arange(0, len_data) / 10.0)
#Test delta function input gives same data as output
cwt_dat = wavelets.cwt(test_data, delta_wavelet, widths)
assert_(cwt_dat.shape == (len(widths), len_data))
assert_array_almost_equal(test_data, cwt_dat.flatten())
#Check proper shape on output
widths = [1, 3, 4, 5, 10]
cwt_dat = wavelets.cwt(test_data, wavelets.ricker, widths)
assert_(cwt_dat.shape == (len(widths), len_data))
widths = [len_data * 10]
#Note: this wavelet isn't defined quite right, but is fine for this test
flat_wavelet = lambda l, w: np.full(w, 1 / w)
cwt_dat = wavelets.cwt(test_data, flat_wavelet, widths)
assert_array_almost_equal(cwt_dat, np.mean(test_data))

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# Author: Travis Oliphant
# 2003
#
# Feb. 2010: Updated by Warren Weckesser:
# Rewrote much of chirp()
# Added sweep_poly()
import numpy as np
from numpy import asarray, zeros, place, nan, mod, pi, extract, log, sqrt, \
exp, cos, sin, polyval, polyint
__all__ = ['sawtooth', 'square', 'gausspulse', 'chirp', 'sweep_poly',
'unit_impulse']
def sawtooth(t, width=1):
"""
Return a periodic sawtooth or triangle waveform.
The sawtooth waveform has a period ``2*pi``, rises from -1 to 1 on the
interval 0 to ``width*2*pi``, then drops from 1 to -1 on the interval
``width*2*pi`` to ``2*pi``. `width` must be in the interval [0, 1].
Note that this is not band-limited. It produces an infinite number
of harmonics, which are aliased back and forth across the frequency
spectrum.
Parameters
----------
t : array_like
Time.
width : array_like, optional
Width of the rising ramp as a proportion of the total cycle.
Default is 1, producing a rising ramp, while 0 produces a falling
ramp. `width` = 0.5 produces a triangle wave.
If an array, causes wave shape to change over time, and must be the
same length as t.
Returns
-------
y : ndarray
Output array containing the sawtooth waveform.
Examples
--------
A 5 Hz waveform sampled at 500 Hz for 1 second:
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t = np.linspace(0, 1, 500)
>>> plt.plot(t, signal.sawtooth(2 * np.pi * 5 * t))
"""
t, w = asarray(t), asarray(width)
w = asarray(w + (t - t))
t = asarray(t + (w - w))
if t.dtype.char in ['fFdD']:
ytype = t.dtype.char
else:
ytype = 'd'
y = zeros(t.shape, ytype)
# width must be between 0 and 1 inclusive
mask1 = (w > 1) | (w < 0)
place(y, mask1, nan)
# take t modulo 2*pi
tmod = mod(t, 2 * pi)
# on the interval 0 to width*2*pi function is
# tmod / (pi*w) - 1
mask2 = (1 - mask1) & (tmod < w * 2 * pi)
tsub = extract(mask2, tmod)
wsub = extract(mask2, w)
place(y, mask2, tsub / (pi * wsub) - 1)
# on the interval width*2*pi to 2*pi function is
# (pi*(w+1)-tmod) / (pi*(1-w))
mask3 = (1 - mask1) & (1 - mask2)
tsub = extract(mask3, tmod)
wsub = extract(mask3, w)
place(y, mask3, (pi * (wsub + 1) - tsub) / (pi * (1 - wsub)))
return y
def square(t, duty=0.5):
"""
Return a periodic square-wave waveform.
The square wave has a period ``2*pi``, has value +1 from 0 to
``2*pi*duty`` and -1 from ``2*pi*duty`` to ``2*pi``. `duty` must be in
the interval [0,1].
Note that this is not band-limited. It produces an infinite number
of harmonics, which are aliased back and forth across the frequency
spectrum.
Parameters
----------
t : array_like
The input time array.
duty : array_like, optional
Duty cycle. Default is 0.5 (50% duty cycle).
If an array, causes wave shape to change over time, and must be the
same length as t.
Returns
-------
y : ndarray
Output array containing the square waveform.
Examples
--------
A 5 Hz waveform sampled at 500 Hz for 1 second:
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t = np.linspace(0, 1, 500, endpoint=False)
>>> plt.plot(t, signal.square(2 * np.pi * 5 * t))
>>> plt.ylim(-2, 2)
A pulse-width modulated sine wave:
>>> plt.figure()
>>> sig = np.sin(2 * np.pi * t)
>>> pwm = signal.square(2 * np.pi * 30 * t, duty=(sig + 1)/2)
>>> plt.subplot(2, 1, 1)
>>> plt.plot(t, sig)
>>> plt.subplot(2, 1, 2)
>>> plt.plot(t, pwm)
>>> plt.ylim(-1.5, 1.5)
"""
t, w = asarray(t), asarray(duty)
w = asarray(w + (t - t))
t = asarray(t + (w - w))
if t.dtype.char in ['fFdD']:
ytype = t.dtype.char
else:
ytype = 'd'
y = zeros(t.shape, ytype)
# width must be between 0 and 1 inclusive
mask1 = (w > 1) | (w < 0)
place(y, mask1, nan)
# on the interval 0 to duty*2*pi function is 1
tmod = mod(t, 2 * pi)
mask2 = (1 - mask1) & (tmod < w * 2 * pi)
place(y, mask2, 1)
# on the interval duty*2*pi to 2*pi function is
# (pi*(w+1)-tmod) / (pi*(1-w))
mask3 = (1 - mask1) & (1 - mask2)
place(y, mask3, -1)
return y
def gausspulse(t, fc=1000, bw=0.5, bwr=-6, tpr=-60, retquad=False,
retenv=False):
"""
Return a Gaussian modulated sinusoid:
``exp(-a t^2) exp(1j*2*pi*fc*t).``
If `retquad` is True, then return the real and imaginary parts
(in-phase and quadrature).
If `retenv` is True, then return the envelope (unmodulated signal).
Otherwise, return the real part of the modulated sinusoid.
Parameters
----------
t : ndarray or the string 'cutoff'
Input array.
fc : float, optional
Center frequency (e.g. Hz). Default is 1000.
bw : float, optional
Fractional bandwidth in frequency domain of pulse (e.g. Hz).
Default is 0.5.
bwr : float, optional
Reference level at which fractional bandwidth is calculated (dB).
Default is -6.
tpr : float, optional
If `t` is 'cutoff', then the function returns the cutoff
time for when the pulse amplitude falls below `tpr` (in dB).
Default is -60.
retquad : bool, optional
If True, return the quadrature (imaginary) as well as the real part
of the signal. Default is False.
retenv : bool, optional
If True, return the envelope of the signal. Default is False.
Returns
-------
yI : ndarray
Real part of signal. Always returned.
yQ : ndarray
Imaginary part of signal. Only returned if `retquad` is True.
yenv : ndarray
Envelope of signal. Only returned if `retenv` is True.
See Also
--------
scipy.signal.morlet
Examples
--------
Plot real component, imaginary component, and envelope for a 5 Hz pulse,
sampled at 100 Hz for 2 seconds:
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t = np.linspace(-1, 1, 2 * 100, endpoint=False)
>>> i, q, e = signal.gausspulse(t, fc=5, retquad=True, retenv=True)
>>> plt.plot(t, i, t, q, t, e, '--')
"""
if fc < 0:
raise ValueError("Center frequency (fc=%.2f) must be >=0." % fc)
if bw <= 0:
raise ValueError("Fractional bandwidth (bw=%.2f) must be > 0." % bw)
if bwr >= 0:
raise ValueError("Reference level for bandwidth (bwr=%.2f) must "
"be < 0 dB" % bwr)
# exp(-a t^2) <-> sqrt(pi/a) exp(-pi^2/a * f^2) = g(f)
ref = pow(10.0, bwr / 20.0)
# fdel = fc*bw/2: g(fdel) = ref --- solve this for a
#
# pi^2/a * fc^2 * bw^2 /4=-log(ref)
a = -(pi * fc * bw) ** 2 / (4.0 * log(ref))
if isinstance(t, str):
if t == 'cutoff': # compute cut_off point
# Solve exp(-a tc**2) = tref for tc
# tc = sqrt(-log(tref) / a) where tref = 10^(tpr/20)
if tpr >= 0:
raise ValueError("Reference level for time cutoff must "
"be < 0 dB")
tref = pow(10.0, tpr / 20.0)
return sqrt(-log(tref) / a)
else:
raise ValueError("If `t` is a string, it must be 'cutoff'")
yenv = exp(-a * t * t)
yI = yenv * cos(2 * pi * fc * t)
yQ = yenv * sin(2 * pi * fc * t)
if not retquad and not retenv:
return yI
if not retquad and retenv:
return yI, yenv
if retquad and not retenv:
return yI, yQ
if retquad and retenv:
return yI, yQ, yenv
def chirp(t, f0, t1, f1, method='linear', phi=0, vertex_zero=True):
"""Frequency-swept cosine generator.
In the following, 'Hz' should be interpreted as 'cycles per unit';
there is no requirement here that the unit is one second. The
important distinction is that the units of rotation are cycles, not
radians. Likewise, `t` could be a measurement of space instead of time.
Parameters
----------
t : array_like
Times at which to evaluate the waveform.
f0 : float
Frequency (e.g. Hz) at time t=0.
t1 : float
Time at which `f1` is specified.
f1 : float
Frequency (e.g. Hz) of the waveform at time `t1`.
method : {'linear', 'quadratic', 'logarithmic', 'hyperbolic'}, optional
Kind of frequency sweep. If not given, `linear` is assumed. See
Notes below for more details.
phi : float, optional
Phase offset, in degrees. Default is 0.
vertex_zero : bool, optional
This parameter is only used when `method` is 'quadratic'.
It determines whether the vertex of the parabola that is the graph
of the frequency is at t=0 or t=t1.
Returns
-------
y : ndarray
A numpy array containing the signal evaluated at `t` with the
requested time-varying frequency. More precisely, the function
returns ``cos(phase + (pi/180)*phi)`` where `phase` is the integral
(from 0 to `t`) of ``2*pi*f(t)``. ``f(t)`` is defined below.
See Also
--------
sweep_poly
Notes
-----
There are four options for the `method`. The following formulas give
the instantaneous frequency (in Hz) of the signal generated by
`chirp()`. For convenience, the shorter names shown below may also be
used.
linear, lin, li:
``f(t) = f0 + (f1 - f0) * t / t1``
quadratic, quad, q:
The graph of the frequency f(t) is a parabola through (0, f0) and
(t1, f1). By default, the vertex of the parabola is at (0, f0).
If `vertex_zero` is False, then the vertex is at (t1, f1). The
formula is:
if vertex_zero is True:
``f(t) = f0 + (f1 - f0) * t**2 / t1**2``
else:
``f(t) = f1 - (f1 - f0) * (t1 - t)**2 / t1**2``
To use a more general quadratic function, or an arbitrary
polynomial, use the function `scipy.signal.sweep_poly`.
logarithmic, log, lo:
``f(t) = f0 * (f1/f0)**(t/t1)``
f0 and f1 must be nonzero and have the same sign.
This signal is also known as a geometric or exponential chirp.
hyperbolic, hyp:
``f(t) = f0*f1*t1 / ((f0 - f1)*t + f1*t1)``
f0 and f1 must be nonzero.
Examples
--------
The following will be used in the examples:
>>> from scipy.signal import chirp, spectrogram
>>> import matplotlib.pyplot as plt
For the first example, we'll plot the waveform for a linear chirp
from 6 Hz to 1 Hz over 10 seconds:
>>> t = np.linspace(0, 10, 1500)
>>> w = chirp(t, f0=6, f1=1, t1=10, method='linear')
>>> plt.plot(t, w)
>>> plt.title("Linear Chirp, f(0)=6, f(10)=1")
>>> plt.xlabel('t (sec)')
>>> plt.show()
For the remaining examples, we'll use higher frequency ranges,
and demonstrate the result using `scipy.signal.spectrogram`.
We'll use a 4 second interval sampled at 7200 Hz.
>>> fs = 7200
>>> T = 4
>>> t = np.arange(0, int(T*fs)) / fs
We'll use this function to plot the spectrogram in each example.
>>> def plot_spectrogram(title, w, fs):
... ff, tt, Sxx = spectrogram(w, fs=fs, nperseg=256, nfft=576)
... plt.pcolormesh(tt, ff[:145], Sxx[:145], cmap='gray_r', shading='gouraud')
... plt.title(title)
... plt.xlabel('t (sec)')
... plt.ylabel('Frequency (Hz)')
... plt.grid()
...
Quadratic chirp from 1500 Hz to 250 Hz
(vertex of the parabolic curve of the frequency is at t=0):
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='quadratic')
>>> plot_spectrogram(f'Quadratic Chirp, f(0)=1500, f({T})=250', w, fs)
>>> plt.show()
Quadratic chirp from 1500 Hz to 250 Hz
(vertex of the parabolic curve of the frequency is at t=T):
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='quadratic',
... vertex_zero=False)
>>> plot_spectrogram(f'Quadratic Chirp, f(0)=1500, f({T})=250\\n' +
... '(vertex_zero=False)', w, fs)
>>> plt.show()
Logarithmic chirp from 1500 Hz to 250 Hz:
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='logarithmic')
>>> plot_spectrogram(f'Logarithmic Chirp, f(0)=1500, f({T})=250', w, fs)
>>> plt.show()
Hyperbolic chirp from 1500 Hz to 250 Hz:
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='hyperbolic')
>>> plot_spectrogram(f'Hyperbolic Chirp, f(0)=1500, f({T})=250', w, fs)
>>> plt.show()
"""
# 'phase' is computed in _chirp_phase, to make testing easier.
phase = _chirp_phase(t, f0, t1, f1, method, vertex_zero)
# Convert phi to radians.
phi *= pi / 180
return cos(phase + phi)
def _chirp_phase(t, f0, t1, f1, method='linear', vertex_zero=True):
"""
Calculate the phase used by `chirp` to generate its output.
See `chirp` for a description of the arguments.
"""
t = asarray(t)
f0 = float(f0)
t1 = float(t1)
f1 = float(f1)
if method in ['linear', 'lin', 'li']:
beta = (f1 - f0) / t1
phase = 2 * pi * (f0 * t + 0.5 * beta * t * t)
elif method in ['quadratic', 'quad', 'q']:
beta = (f1 - f0) / (t1 ** 2)
if vertex_zero:
phase = 2 * pi * (f0 * t + beta * t ** 3 / 3)
else:
phase = 2 * pi * (f1 * t + beta * ((t1 - t) ** 3 - t1 ** 3) / 3)
elif method in ['logarithmic', 'log', 'lo']:
if f0 * f1 <= 0.0:
raise ValueError("For a logarithmic chirp, f0 and f1 must be "
"nonzero and have the same sign.")
if f0 == f1:
phase = 2 * pi * f0 * t
else:
beta = t1 / log(f1 / f0)
phase = 2 * pi * beta * f0 * (pow(f1 / f0, t / t1) - 1.0)
elif method in ['hyperbolic', 'hyp']:
if f0 == 0 or f1 == 0:
raise ValueError("For a hyperbolic chirp, f0 and f1 must be "
"nonzero.")
if f0 == f1:
# Degenerate case: constant frequency.
phase = 2 * pi * f0 * t
else:
# Singular point: the instantaneous frequency blows up
# when t == sing.
sing = -f1 * t1 / (f0 - f1)
phase = 2 * pi * (-sing * f0) * log(np.abs(1 - t/sing))
else:
raise ValueError("method must be 'linear', 'quadratic', 'logarithmic',"
" or 'hyperbolic', but a value of %r was given."
% method)
return phase
def sweep_poly(t, poly, phi=0):
"""
Frequency-swept cosine generator, with a time-dependent frequency.
This function generates a sinusoidal function whose instantaneous
frequency varies with time. The frequency at time `t` is given by
the polynomial `poly`.
Parameters
----------
t : ndarray
Times at which to evaluate the waveform.
poly : 1-D array_like or instance of numpy.poly1d
The desired frequency expressed as a polynomial. If `poly` is
a list or ndarray of length n, then the elements of `poly` are
the coefficients of the polynomial, and the instantaneous
frequency is
``f(t) = poly[0]*t**(n-1) + poly[1]*t**(n-2) + ... + poly[n-1]``
If `poly` is an instance of numpy.poly1d, then the
instantaneous frequency is
``f(t) = poly(t)``
phi : float, optional
Phase offset, in degrees, Default: 0.
Returns
-------
sweep_poly : ndarray
A numpy array containing the signal evaluated at `t` with the
requested time-varying frequency. More precisely, the function
returns ``cos(phase + (pi/180)*phi)``, where `phase` is the integral
(from 0 to t) of ``2 * pi * f(t)``; ``f(t)`` is defined above.
See Also
--------
chirp
Notes
-----
.. versionadded:: 0.8.0
If `poly` is a list or ndarray of length `n`, then the elements of
`poly` are the coefficients of the polynomial, and the instantaneous
frequency is:
``f(t) = poly[0]*t**(n-1) + poly[1]*t**(n-2) + ... + poly[n-1]``
If `poly` is an instance of `numpy.poly1d`, then the instantaneous
frequency is:
``f(t) = poly(t)``
Finally, the output `s` is:
``cos(phase + (pi/180)*phi)``
where `phase` is the integral from 0 to `t` of ``2 * pi * f(t)``,
``f(t)`` as defined above.
Examples
--------
Compute the waveform with instantaneous frequency::
f(t) = 0.025*t**3 - 0.36*t**2 + 1.25*t + 2
over the interval 0 <= t <= 10.
>>> from scipy.signal import sweep_poly
>>> p = np.poly1d([0.025, -0.36, 1.25, 2.0])
>>> t = np.linspace(0, 10, 5001)
>>> w = sweep_poly(t, p)
Plot it:
>>> import matplotlib.pyplot as plt
>>> plt.subplot(2, 1, 1)
>>> plt.plot(t, w)
>>> plt.title("Sweep Poly\\nwith frequency " +
... "$f(t) = 0.025t^3 - 0.36t^2 + 1.25t + 2$")
>>> plt.subplot(2, 1, 2)
>>> plt.plot(t, p(t), 'r', label='f(t)')
>>> plt.legend()
>>> plt.xlabel('t')
>>> plt.tight_layout()
>>> plt.show()
"""
# 'phase' is computed in _sweep_poly_phase, to make testing easier.
phase = _sweep_poly_phase(t, poly)
# Convert to radians.
phi *= pi / 180
return cos(phase + phi)
def _sweep_poly_phase(t, poly):
"""
Calculate the phase used by sweep_poly to generate its output.
See `sweep_poly` for a description of the arguments.
"""
# polyint handles lists, ndarrays and instances of poly1d automatically.
intpoly = polyint(poly)
phase = 2 * pi * polyval(intpoly, t)
return phase
def unit_impulse(shape, idx=None, dtype=float):
"""
Unit impulse signal (discrete delta function) or unit basis vector.
Parameters
----------
shape : int or tuple of int
Number of samples in the output (1-D), or a tuple that represents the
shape of the output (N-D).
idx : None or int or tuple of int or 'mid', optional
Index at which the value is 1. If None, defaults to the 0th element.
If ``idx='mid'``, the impulse will be centered at ``shape // 2`` in
all dimensions. If an int, the impulse will be at `idx` in all
dimensions.
dtype : data-type, optional
The desired data-type for the array, e.g., ``numpy.int8``. Default is
``numpy.float64``.
Returns
-------
y : ndarray
Output array containing an impulse signal.
Notes
-----
The 1D case is also known as the Kronecker delta.
.. versionadded:: 0.19.0
Examples
--------
An impulse at the 0th element (:math:`\\delta[n]`):
>>> from scipy import signal
>>> signal.unit_impulse(8)
array([ 1., 0., 0., 0., 0., 0., 0., 0.])
Impulse offset by 2 samples (:math:`\\delta[n-2]`):
>>> signal.unit_impulse(7, 2)
array([ 0., 0., 1., 0., 0., 0., 0.])
2-dimensional impulse, centered:
>>> signal.unit_impulse((3, 3), 'mid')
array([[ 0., 0., 0.],
[ 0., 1., 0.],
[ 0., 0., 0.]])
Impulse at (2, 2), using broadcasting:
>>> signal.unit_impulse((4, 4), 2)
array([[ 0., 0., 0., 0.],
[ 0., 0., 0., 0.],
[ 0., 0., 1., 0.],
[ 0., 0., 0., 0.]])
Plot the impulse response of a 4th-order Butterworth lowpass filter:
>>> imp = signal.unit_impulse(100, 'mid')
>>> b, a = signal.butter(4, 0.2)
>>> response = signal.lfilter(b, a, imp)
>>> import matplotlib.pyplot as plt
>>> plt.plot(np.arange(-50, 50), imp)
>>> plt.plot(np.arange(-50, 50), response)
>>> plt.margins(0.1, 0.1)
>>> plt.xlabel('Time [samples]')
>>> plt.ylabel('Amplitude')
>>> plt.grid(True)
>>> plt.show()
"""
out = zeros(shape, dtype)
shape = np.atleast_1d(shape)
if idx is None:
idx = (0,) * len(shape)
elif idx == 'mid':
idx = tuple(shape // 2)
elif not hasattr(idx, "__iter__"):
idx = (idx,) * len(shape)
out[idx] = 1
return out

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import numpy as np
from scipy.linalg import eig
from scipy.special import comb
from scipy.signal import convolve
__all__ = ['daub', 'qmf', 'cascade', 'morlet', 'ricker', 'morlet2', 'cwt']
def daub(p):
"""
The coefficients for the FIR low-pass filter producing Daubechies wavelets.
p>=1 gives the order of the zero at f=1/2.
There are 2p filter coefficients.
Parameters
----------
p : int
Order of the zero at f=1/2, can have values from 1 to 34.
Returns
-------
daub : ndarray
Return
"""
sqrt = np.sqrt
if p < 1:
raise ValueError("p must be at least 1.")
if p == 1:
c = 1 / sqrt(2)
return np.array([c, c])
elif p == 2:
f = sqrt(2) / 8
c = sqrt(3)
return f * np.array([1 + c, 3 + c, 3 - c, 1 - c])
elif p == 3:
tmp = 12 * sqrt(10)
z1 = 1.5 + sqrt(15 + tmp) / 6 - 1j * (sqrt(15) + sqrt(tmp - 15)) / 6
z1c = np.conj(z1)
f = sqrt(2) / 8
d0 = np.real((1 - z1) * (1 - z1c))
a0 = np.real(z1 * z1c)
a1 = 2 * np.real(z1)
return f / d0 * np.array([a0, 3 * a0 - a1, 3 * a0 - 3 * a1 + 1,
a0 - 3 * a1 + 3, 3 - a1, 1])
elif p < 35:
# construct polynomial and factor it
if p < 35:
P = [comb(p - 1 + k, k, exact=1) for k in range(p)][::-1]
yj = np.roots(P)
else: # try different polynomial --- needs work
P = [comb(p - 1 + k, k, exact=1) / 4.0**k
for k in range(p)][::-1]
yj = np.roots(P) / 4
# for each root, compute two z roots, select the one with |z|>1
# Build up final polynomial
c = np.poly1d([1, 1])**p
q = np.poly1d([1])
for k in range(p - 1):
yval = yj[k]
part = 2 * sqrt(yval * (yval - 1))
const = 1 - 2 * yval
z1 = const + part
if (abs(z1)) < 1:
z1 = const - part
q = q * [1, -z1]
q = c * np.real(q)
# Normalize result
q = q / np.sum(q) * sqrt(2)
return q.c[::-1]
else:
raise ValueError("Polynomial factorization does not work "
"well for p too large.")
def qmf(hk):
"""
Return high-pass qmf filter from low-pass
Parameters
----------
hk : array_like
Coefficients of high-pass filter.
"""
N = len(hk) - 1
asgn = [{0: 1, 1: -1}[k % 2] for k in range(N + 1)]
return hk[::-1] * np.array(asgn)
def cascade(hk, J=7):
"""
Return (x, phi, psi) at dyadic points ``K/2**J`` from filter coefficients.
Parameters
----------
hk : array_like
Coefficients of low-pass filter.
J : int, optional
Values will be computed at grid points ``K/2**J``. Default is 7.
Returns
-------
x : ndarray
The dyadic points ``K/2**J`` for ``K=0...N * (2**J)-1`` where
``len(hk) = len(gk) = N+1``.
phi : ndarray
The scaling function ``phi(x)`` at `x`:
``phi(x) = sum(hk * phi(2x-k))``, where k is from 0 to N.
psi : ndarray, optional
The wavelet function ``psi(x)`` at `x`:
``phi(x) = sum(gk * phi(2x-k))``, where k is from 0 to N.
`psi` is only returned if `gk` is not None.
Notes
-----
The algorithm uses the vector cascade algorithm described by Strang and
Nguyen in "Wavelets and Filter Banks". It builds a dictionary of values
and slices for quick reuse. Then inserts vectors into final vector at the
end.
"""
N = len(hk) - 1
if (J > 30 - np.log2(N + 1)):
raise ValueError("Too many levels.")
if (J < 1):
raise ValueError("Too few levels.")
# construct matrices needed
nn, kk = np.ogrid[:N, :N]
s2 = np.sqrt(2)
# append a zero so that take works
thk = np.r_[hk, 0]
gk = qmf(hk)
tgk = np.r_[gk, 0]
indx1 = np.clip(2 * nn - kk, -1, N + 1)
indx2 = np.clip(2 * nn - kk + 1, -1, N + 1)
m = np.zeros((2, 2, N, N), 'd')
m[0, 0] = np.take(thk, indx1, 0)
m[0, 1] = np.take(thk, indx2, 0)
m[1, 0] = np.take(tgk, indx1, 0)
m[1, 1] = np.take(tgk, indx2, 0)
m *= s2
# construct the grid of points
x = np.arange(0, N * (1 << J), dtype=float) / (1 << J)
phi = 0 * x
psi = 0 * x
# find phi0, and phi1
lam, v = eig(m[0, 0])
ind = np.argmin(np.absolute(lam - 1))
# a dictionary with a binary representation of the
# evaluation points x < 1 -- i.e. position is 0.xxxx
v = np.real(v[:, ind])
# need scaling function to integrate to 1 so find
# eigenvector normalized to sum(v,axis=0)=1
sm = np.sum(v)
if sm < 0: # need scaling function to integrate to 1
v = -v
sm = -sm
bitdic = {'0': v / sm}
bitdic['1'] = np.dot(m[0, 1], bitdic['0'])
step = 1 << J
phi[::step] = bitdic['0']
phi[(1 << (J - 1))::step] = bitdic['1']
psi[::step] = np.dot(m[1, 0], bitdic['0'])
psi[(1 << (J - 1))::step] = np.dot(m[1, 1], bitdic['0'])
# descend down the levels inserting more and more values
# into bitdic -- store the values in the correct location once we
# have computed them -- stored in the dictionary
# for quicker use later.
prevkeys = ['1']
for level in range(2, J + 1):
newkeys = ['%d%s' % (xx, yy) for xx in [0, 1] for yy in prevkeys]
fac = 1 << (J - level)
for key in newkeys:
# convert key to number
num = 0
for pos in range(level):
if key[pos] == '1':
num += (1 << (level - 1 - pos))
pastphi = bitdic[key[1:]]
ii = int(key[0])
temp = np.dot(m[0, ii], pastphi)
bitdic[key] = temp
phi[num * fac::step] = temp
psi[num * fac::step] = np.dot(m[1, ii], pastphi)
prevkeys = newkeys
return x, phi, psi
def morlet(M, w=5.0, s=1.0, complete=True):
"""
Complex Morlet wavelet.
Parameters
----------
M : int
Length of the wavelet.
w : float, optional
Omega0. Default is 5
s : float, optional
Scaling factor, windowed from ``-s*2*pi`` to ``+s*2*pi``. Default is 1.
complete : bool, optional
Whether to use the complete or the standard version.
Returns
-------
morlet : (M,) ndarray
See Also
--------
morlet2 : Implementation of Morlet wavelet, compatible with `cwt`.
scipy.signal.gausspulse
Notes
-----
The standard version::
pi**-0.25 * exp(1j*w*x) * exp(-0.5*(x**2))
This commonly used wavelet is often referred to simply as the
Morlet wavelet. Note that this simplified version can cause
admissibility problems at low values of `w`.
The complete version::
pi**-0.25 * (exp(1j*w*x) - exp(-0.5*(w**2))) * exp(-0.5*(x**2))
This version has a correction
term to improve admissibility. For `w` greater than 5, the
correction term is negligible.
Note that the energy of the return wavelet is not normalised
according to `s`.
The fundamental frequency of this wavelet in Hz is given
by ``f = 2*s*w*r / M`` where `r` is the sampling rate.
Note: This function was created before `cwt` and is not compatible
with it.
"""
x = np.linspace(-s * 2 * np.pi, s * 2 * np.pi, M)
output = np.exp(1j * w * x)
if complete:
output -= np.exp(-0.5 * (w**2))
output *= np.exp(-0.5 * (x**2)) * np.pi**(-0.25)
return output
def ricker(points, a):
"""
Return a Ricker wavelet, also known as the "Mexican hat wavelet".
It models the function:
``A * (1 - (x/a)**2) * exp(-0.5*(x/a)**2)``,
where ``A = 2/(sqrt(3*a)*(pi**0.25))``.
Parameters
----------
points : int
Number of points in `vector`.
Will be centered around 0.
a : scalar
Width parameter of the wavelet.
Returns
-------
vector : (N,) ndarray
Array of length `points` in shape of ricker curve.
Examples
--------
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> points = 100
>>> a = 4.0
>>> vec2 = signal.ricker(points, a)
>>> print(len(vec2))
100
>>> plt.plot(vec2)
>>> plt.show()
"""
A = 2 / (np.sqrt(3 * a) * (np.pi**0.25))
wsq = a**2
vec = np.arange(0, points) - (points - 1.0) / 2
xsq = vec**2
mod = (1 - xsq / wsq)
gauss = np.exp(-xsq / (2 * wsq))
total = A * mod * gauss
return total
def morlet2(M, s, w=5):
"""
Complex Morlet wavelet, designed to work with `cwt`.
Returns the complete version of morlet wavelet, normalised
according to `s`::
exp(1j*w*x/s) * exp(-0.5*(x/s)**2) * pi**(-0.25) * sqrt(1/s)
Parameters
----------
M : int
Length of the wavelet.
s : float
Width parameter of the wavelet.
w : float, optional
Omega0. Default is 5
Returns
-------
morlet : (M,) ndarray
See Also
--------
morlet : Implementation of Morlet wavelet, incompatible with `cwt`
Notes
-----
.. versionadded:: 1.4.0
This function was designed to work with `cwt`. Because `morlet2`
returns an array of complex numbers, the `dtype` argument of `cwt`
should be set to `complex128` for best results.
Note the difference in implementation with `morlet`.
The fundamental frequency of this wavelet in Hz is given by::
f = w*fs / (2*s*np.pi)
where ``fs`` is the sampling rate and `s` is the wavelet width parameter.
Similarly we can get the wavelet width parameter at ``f``::
s = w*fs / (2*f*np.pi)
Examples
--------
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> M = 100
>>> s = 4.0
>>> w = 2.0
>>> wavelet = signal.morlet2(M, s, w)
>>> plt.plot(abs(wavelet))
>>> plt.show()
This example shows basic use of `morlet2` with `cwt` in time-frequency
analysis:
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t, dt = np.linspace(0, 1, 200, retstep=True)
>>> fs = 1/dt
>>> w = 6.
>>> sig = np.cos(2*np.pi*(50 + 10*t)*t) + np.sin(40*np.pi*t)
>>> freq = np.linspace(1, fs/2, 100)
>>> widths = w*fs / (2*freq*np.pi)
>>> cwtm = signal.cwt(sig, signal.morlet2, widths, w=w)
>>> plt.pcolormesh(t, freq, np.abs(cwtm), cmap='viridis', shading='gouraud')
>>> plt.show()
"""
x = np.arange(0, M) - (M - 1.0) / 2
x = x / s
wavelet = np.exp(1j * w * x) * np.exp(-0.5 * x**2) * np.pi**(-0.25)
output = np.sqrt(1/s) * wavelet
return output
def cwt(data, wavelet, widths, dtype=None, **kwargs):
"""
Continuous wavelet transform.
Performs a continuous wavelet transform on `data`,
using the `wavelet` function. A CWT performs a convolution
with `data` using the `wavelet` function, which is characterized
by a width parameter and length parameter. The `wavelet` function
is allowed to be complex.
Parameters
----------
data : (N,) ndarray
data on which to perform the transform.
wavelet : function
Wavelet function, which should take 2 arguments.
The first argument is the number of points that the returned vector
will have (len(wavelet(length,width)) == length).
The second is a width parameter, defining the size of the wavelet
(e.g. standard deviation of a gaussian). See `ricker`, which
satisfies these requirements.
widths : (M,) sequence
Widths to use for transform.
dtype : data-type, optional
The desired data type of output. Defaults to ``float64`` if the
output of `wavelet` is real and ``complex128`` if it is complex.
.. versionadded:: 1.4.0
kwargs
Keyword arguments passed to wavelet function.
.. versionadded:: 1.4.0
Returns
-------
cwt: (M, N) ndarray
Will have shape of (len(widths), len(data)).
Notes
-----
.. versionadded:: 1.4.0
For non-symmetric, complex-valued wavelets, the input signal is convolved
with the time-reversed complex-conjugate of the wavelet data [1].
::
length = min(10 * width[ii], len(data))
cwt[ii,:] = signal.convolve(data, np.conj(wavelet(length, width[ii],
**kwargs))[::-1], mode='same')
References
----------
.. [1] S. Mallat, "A Wavelet Tour of Signal Processing (3rd Edition)",
Academic Press, 2009.
Examples
--------
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t = np.linspace(-1, 1, 200, endpoint=False)
>>> sig = np.cos(2 * np.pi * 7 * t) + signal.gausspulse(t - 0.4, fc=2)
>>> widths = np.arange(1, 31)
>>> cwtmatr = signal.cwt(sig, signal.ricker, widths)
>>> plt.imshow(cwtmatr, extent=[-1, 1, 1, 31], cmap='PRGn', aspect='auto',
... vmax=abs(cwtmatr).max(), vmin=-abs(cwtmatr).max())
>>> plt.show()
"""
if wavelet == ricker:
window_size = kwargs.pop('window_size', None)
# Determine output type
if dtype is None:
if np.asarray(wavelet(1, widths[0], **kwargs)).dtype.char in 'FDG':
dtype = np.complex128
else:
dtype = np.float64
output = np.zeros((len(widths), len(data)), dtype=dtype)
for ind, width in enumerate(widths):
N = np.min([10 * width, len(data)])
# the conditional block below and the window_size
# kwarg pop above may be removed eventually; these
# are shims for 32-bit arch + NumPy <= 1.14.5 to
# address gh-11095
if wavelet == ricker and window_size is None:
ceil = np.ceil(N)
if ceil != N:
N = int(N)
wavelet_data = np.conj(wavelet(N, width, **kwargs)[::-1])
output[ind] = convolve(data, wavelet_data, mode='same')
return output

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"""
Window functions (:mod:`scipy.signal.windows`)
==============================================
The suite of window functions for filtering and spectral estimation.
.. currentmodule:: scipy.signal.windows
.. autosummary::
:toctree: generated/
get_window -- Return a window of a given length and type.
barthann -- Bartlett-Hann window
bartlett -- Bartlett window
blackman -- Blackman window
blackmanharris -- Minimum 4-term Blackman-Harris window
bohman -- Bohman window
boxcar -- Boxcar window
chebwin -- Dolph-Chebyshev window
cosine -- Cosine window
dpss -- Discrete prolate spheroidal sequences
exponential -- Exponential window
flattop -- Flat top window
gaussian -- Gaussian window
general_cosine -- Generalized Cosine window
general_gaussian -- Generalized Gaussian window
general_hamming -- Generalized Hamming window
hamming -- Hamming window
hann -- Hann window
hanning -- Hann window
kaiser -- Kaiser window
nuttall -- Nuttall's minimum 4-term Blackman-Harris window
parzen -- Parzen window
slepian -- Slepian window
triang -- Triangular window
tukey -- Tukey window
"""
from .windows import *
__all__ = ['boxcar', 'triang', 'parzen', 'bohman', 'blackman', 'nuttall',
'blackmanharris', 'flattop', 'bartlett', 'hanning', 'barthann',
'hamming', 'kaiser', 'gaussian', 'general_gaussian', 'general_cosine',
'general_hamming', 'chebwin', 'slepian', 'cosine', 'hann',
'exponential', 'tukey', 'get_window', 'dpss']

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def configuration(parent_package='', top_path=None):
from numpy.distutils.misc_util import Configuration
config = Configuration('windows', parent_package, top_path)
config.add_data_dir('tests')
return config

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