hsignal-0.2.3: lib/Numeric/Signal.hs
{-# LANGUAGE TypeFamilies #-}
{-# LANGUAGE FlexibleContexts #-}
-----------------------------------------------------------------------------
-- |
-- Module : Numeric.Signal
-- Copyright : (c) Alexander Vivian Hugh McPhail 2010
-- License : GPL-style
--
-- Maintainer : haskell.vivian.mcphail <at> gmail <dot> com
-- Stability : provisional
-- Portability : uses FFI
--
-- Signal processing functions
--
-----------------------------------------------------------------------------
module Numeric.Signal (
S.Convolvable(..),
S.Filterable(),
-- * Filtering
hamming,
pwelch,
fir,standard_fir,broadband_fir,
freqzF,freqzN,
filter,broadband_filter,
-- * Analytic Signal
analytic_signal,analytic_power,analytic_phase,
unwrap,
-- * Statistics
cross_covariance,cross_correlation,
auto_covariance,auto_correlation,
-- * Preprocessing
detrend,
resize,
downsample,
deriv,
) where
-----------------------------------------------------------------------------
import qualified Numeric.Signal.Internal as S
import Numeric.GSL.Fitting.Linear
import Data.Complex
import Foreign.Storable()
--import Data.Function.Unicode
import qualified Data.List as L
--import Data.Packed.Vector
--import Data.Packed(Container(..))
import Numeric.LinearAlgebra
import qualified Numeric.GSL.Fourier as F
import Prelude hiding(filter)
-----------------------------------------------------------------------------
-- | filters the signal
filter :: (S.Filterable a)
=> Vector a -- ^ zero coefficients
-> Vector a -- ^ pole coefficients
-> Int -- ^ sampling rate
-> Vector a -- ^ input signal
-> Vector a -- ^ output signal
filter b a s v = let len = dim v
w = min s len
start = (negate . fromList . reverse . toList . subVector 0 w) v
finish = (negate . fromList . reverse . toList . subVector (len-w) w) v
v' = join [start,v,finish]
in subVector s len $ S.filter_ b a v'
-----------------------------------------------------------------------------
-- | Welch (1967) power spectrum density using periodogram/FFT method
pwelch :: Int -- ^ sampling rate
-> Int -- ^ window size
-> Vector Double -- ^ input signal
-> (Vector Double,Vector Double) -- ^ (frequency index,power density)
pwelch s w v = let w' = max s w -- make window at least sampling rate
r = S.pwelch w' v
sd = (fromIntegral s)/2
-- scale for sampling rate
r' = scale (recip sd) r
f = linspace ((w `div` 2) + 1) (0,sd)
in (f,r')
-----------------------------------------------------------------------------
-- | a broadband FIR
broadband_fir :: (S.Filterable a, Double ~ DoubleOf a, Container Vector (Complex a), Convert (Complex a)) =>
Int -- ^ sampling rate
-> (Int,Int) -- ^ (lower,upper) frequency cutoff
-> Vector a -- ^ filter coefficients
broadband_fir s (l,h) = let o = 501
ny = (fromIntegral s) / 2.0
fl = (fromIntegral l) / ny
fh = (fromIntegral h) / ny
f = [0, fl*0.95, fl, fh, fh*1.05, 1]
m = [0,0,1,1,0,0]
be = zip f m
in standard_fir o be
-- | a broadband filter
broadband_filter :: (S.Filterable a, Double ~ DoubleOf a, Container Vector (Complex a), Convert (Complex a))
=> Int -- ^ sampling rate
-> (Int,Int) -- ^ (lower,upper) frequency cutoff
-> Vector a -- ^ input signal
-> Vector a -- ^ output signal
broadband_filter s f v = let b = S.fromDouble $ broadband_fir s f
in filter b (scalar 1.0) s v
-----------------------------------------------------------------------------
-- | standard FIR filter
-- | FIR filter with grid a power of 2 greater than the order, ramp = grid/16, hamming window
standard_fir :: (S.Filterable a, Double ~ DoubleOf a, Container Vector (Complex a), Convert (Complex a)) =>
Int -> [(a,a)] -> Vector a
standard_fir o be = let grid = calc_grid o
trans = grid `div` 16
in fir o be grid trans $ S.hamming_ (o+1)
calc_grid :: Int -> Int
calc_grid o = let next_power = ceiling (((log $ fromIntegral o) :: Double) / (log 2.0)) :: Int
in floor $ 2.0 ** ((fromIntegral next_power) :: Double)
-- | produce an FIR filter
fir :: (S.Filterable a
, Container Vector (Complex a), Convert (Complex a), Double ~ DoubleOf a) =>
Int -- ^ order (one less than the length of the filter)
-> [(a,a)] -- ^ band edge frequency, nondecreasing, [0, f1, ..., f(n-1), 1]
-- ^ band edge magnitude
-> Int -- ^ grid spacing
-> Int -- ^ transition width
-> Vector a -- ^ smoothing window (size is order + 1)
-> Vector a -- ^ the filter coefficients
fir o be gn tn w = let mid = o `div` 2
(f,m) = unzip be
f' = diff (((fromIntegral gn))/((fromIntegral tn))/2.0) f
m' = interpolate f m f'
grid = interpolate f' m' $ map (\x -> (fromIntegral x)/(fromIntegral gn)) [0..(gn-1)]
grid' = map (\x -> x :+ 0) grid
b = S.fromDouble $ fst $ fromComplex $ F.ifft $ double $ fromList $ grid' ++ (reverse (drop 1 grid'))
b' = join [subVector ((dim b)-mid-1) (mid+1) b, subVector 1 (mid+1) b]
in b' * w
floor_zero x
| x < 0.0 = 0.0
| otherwise = x
ceil_one x
| x > 1.0 = 1.0
| otherwise = x
diff :: S.Filterable a => a -> [a] -> [a]
diff _ [] = []
diff _ [x] = [x]
diff inc (x1:x2:xs)
| x1 == x2 = (floor_zero $ x1-inc):x1:(ceil_one $ x1+inc):(diff inc (L.filter (/= x2) xs))
| otherwise = x1:(diff inc (x2:xs))
interpolate :: S.Filterable a => [a] -> [a] -> [a] -> [a]
interpolate _ _ [] = []
interpolate x y (xp:xs) = if xp == 1.0
then ((interpolate'' ((length x)-1) x y xp):(interpolate x y xs))
else ((interpolate' x y xp):(interpolate x y xs))
interpolate' :: S.Filterable a => [a] -> [a] -> a -> a
interpolate' x y xp = let Just j = L.findIndex (> xp) x
in (interpolate'' j x y xp)
interpolate'' :: S.Filterable a => Int -> [a] -> [a] -> a -> a
interpolate'' j x y xp = let x0 = x !! (j-1)
y0 = y !! (j-1)
x1 = x !! j
y1 = y !! j
in y0 + (xp - x0) * ((y1 - y0)/(x1-x0))
-----------------------------------------------------------------------------
-- | determine the frequency response of a filter, given a vector of frequencies
freqzF :: (S.Filterable a, Double ~ DoubleOf a, S.Filterable (DoubleOf a)) =>
Vector a -- ^ zero coefficients
-> Vector a -- ^ pole coefficients
-> Int -- ^ sampling rate
-> Vector a -- ^ frequencies
-> Vector a -- ^ frequency response
freqzF b a s f = S.freqz b a ((2*pi/(fromIntegral s)) * f)
-- | determine the frequency response of a filter, given a number of points and sampling rate
freqzN :: (S.Filterable a, Enum a, Double ~ DoubleOf a) =>
Vector a -- ^ zero coefficients
-> Vector a -- ^ pole coefficients
-> Int -- ^ sampling rate
-> Int -- ^ number of points
-> (Vector a,Vector a) -- ^ (frequencies,response)
freqzN b a s n = let w' = linspace n (0,((fromIntegral n)-1)/(fromIntegral (2*n)))
r = S.freqz b a ((2*pi)*w')
in ((fromIntegral s)*w',r)
-----------------------------------------------------------------------------
-- | an analytic signal is the original signal with Hilbert-transformed signal as imaginary component
analytic_signal :: Vector Double -> Vector (Complex Double)
analytic_signal = S.hilbert
-- | the power (amplitude^2 = v * (conj c)) of an analytic signal
analytic_power :: S.Filterable a => Vector (Complex Double) -> Vector a
analytic_power = S.complex_power_
-- | the phase of an analytic signal
analytic_phase :: (S.Filterable a, Container Vector a
,Double ~ DoubleOf a) =>
Vector (Complex a) -> Vector a
analytic_phase = (uncurry arctan2) . fromComplex
-----------------------------------------------------------------------------
-- | remove a linear trend from data
detrend :: Int -- ^ window size
-> Vector Double -- ^ data to be detrended
-> Vector Double -- ^ detrended data
detrend w v = let windows = dim v `div` w
re = dim v - (windows * w)
re' = if re == 0 then [] else [re]
ws = takesV ((replicate windows w) ++ re') v
ds = map detrend' ws
windows' = (dim v - (w `div` 2)) `div` w
ws' = takesV (((w `div` 2):(replicate windows' w)) ++ [dim v - (w `div` 2) - (windows' * w)]) v
ds' = map detrend' ws'
in (join ds + join ds') / 2
where detrend' x = let ln = dim x
t = linspace ln (1.0,fromIntegral ln)
(c0,c1,_,_,_,_) = linear t x
in x - (scale c1 t + scalar c0)
-----------------------------------------------------------------------------
-- | resize the vector to length n by resampling
resize :: S.Filterable a => Int -> Vector a -> Vector a
resize n v = S.downsample_ (dim v `div` n) v
-----------------------------------------------------------------------------
-- | cross covariance of two signals
-- the cross correlation is computed by dividing the result
-- by the product of the two standard deviations
cross_covariance :: S.Filterable a =>
Int -- ^ maximum delay
-> Vector a -- ^ time series
-> Vector a -- ^ time series
-> (a,a,Vector a) -- ^ (sd_x,sd_y,cov_xy)
cross_covariance = S.cross_covariance_
-- | cross correlation of two signals
cross_correlation :: S.Filterable a =>
Int -- ^ maximum delay
-> Vector a -- ^ time series
-> Vector a -- ^ time series
-> Vector a -- ^ result
cross_correlation l x y = let (sx,sy,r) = S.cross_covariance_ l x y
in mapVector (/ (sx*sy)) r
-- | auto covariance of two signals
-- the auto correlation is computed by dividing the result
-- by the variance
auto_covariance :: S.Filterable a =>
Int -- ^ maximum delay
-> Vector a -- ^ time series
-> (a,Vector a) -- ^ (var,cov_xx)
auto_covariance l v = let (sd,_,r) = cross_covariance l v v
in (sd*sd,r)
-- | auto correlation of two signals
auto_correlation :: S.Filterable a =>
Int -- ^ maximum delay
-> Vector a -- ^ time series
-> Vector a -- ^ result
auto_correlation l v = let (var,r) = auto_covariance l v
in mapVector (/ var) r
-----------------------------------------------------------------------------
-- | coefficients of a Hamming window
hamming :: S.Filterable a =>
Int -- ^ length
-> Vector a -- ^ the Hamming coeffficents
hamming = S.hamming_
-- | resample, take one sample every n samples in the original
downsample :: S.Filterable a => Int -> Vector a -> Vector a
downsample = S.downsample_
-- | the difference between consecutive elements of a vector
deriv :: S.Filterable a => Vector a -> Vector a
deriv = S.deriv_
-- | unwrap the phase of signal (input expected to be within (-pi,pi)
unwrap :: S.Filterable a => Vector a -> Vector a
unwrap = S.unwrap_
-----------------------------------------------------------------------------