Home > NoiseTools > nt_yulewalk_whiten.m

nt_yulewalk_whiten

PURPOSE ^

[y,B,A]=nt_yulewalk_whiten(x,order,freqs) - whiten spectrally

SYNOPSIS ^

function [x,B,A]=nt_yulewalk_whiten(x,order,freqs)

DESCRIPTION ^

[y,B,A]=nt_yulewalk_whiten(x,order,freqs) - whiten spectrally

  y: whitened data
  B,A: filter coeffs

  x: data to whiten
  order: order of Yule-Walker filter
  freqs: target frequencies (1 = Nyquist)

  If freqs is not specified, distribute in intervals of equal power

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function [x,B,A]=nt_yulewalk_whiten(x,order,freqs)
0002 %[y,B,A]=nt_yulewalk_whiten(x,order,freqs) - whiten spectrally
0003 %
0004 %  y: whitened data
0005 %  B,A: filter coeffs
0006 %
0007 %  x: data to whiten
0008 %  order: order of Yule-Walker filter
0009 %  freqs: target frequencies (1 = Nyquist)
0010 %
0011 %  If freqs is not specified, distribute in intervals of equal power
0012 
0013 NFFT=1024;
0014 
0015 % estimate power spectrum
0016 [s,f]=nt_spect_plot(x,NFFT,[],[],1);  
0017 
0018 f=linspace(0,1,numel(f))'; % make frequency array start at 0
0019 
0020 % whitening filter
0021 [B,A]=yulewalk(order,f,1./sqrt(s));
0022 x=filter(B,A,x);
0023

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