peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/signal
/_signaltools.py
# Author: Travis Oliphant | |
# 1999 -- 2002 | |
import operator | |
import math | |
from math import prod as _prod | |
import timeit | |
import warnings | |
from scipy.spatial import cKDTree | |
from . import _sigtools | |
from ._ltisys import dlti | |
from ._upfirdn import upfirdn, _output_len, _upfirdn_modes | |
from scipy import linalg, fft as sp_fft | |
from scipy import ndimage | |
from scipy.fft._helper import _init_nd_shape_and_axes | |
import numpy as np | |
from scipy.special import lambertw | |
from .windows import get_window | |
from ._arraytools import axis_slice, axis_reverse, odd_ext, even_ext, const_ext | |
from ._filter_design import cheby1, _validate_sos, zpk2sos | |
from ._fir_filter_design import firwin | |
from ._sosfilt import _sosfilt | |
__all__ = ['correlate', 'correlation_lags', 'correlate2d', | |
'convolve', 'convolve2d', 'fftconvolve', 'oaconvolve', | |
'order_filter', 'medfilt', 'medfilt2d', 'wiener', 'lfilter', | |
'lfiltic', 'sosfilt', 'deconvolve', 'hilbert', 'hilbert2', | |
'cmplx_sort', 'unique_roots', 'invres', 'invresz', 'residue', | |
'residuez', 'resample', 'resample_poly', 'detrend', | |
'lfilter_zi', 'sosfilt_zi', 'sosfiltfilt', 'choose_conv_method', | |
'filtfilt', 'decimate', 'vectorstrength'] | |
_modedict = {'valid': 0, 'same': 1, 'full': 2} | |
_boundarydict = {'fill': 0, 'pad': 0, 'wrap': 2, 'circular': 2, 'symm': 1, | |
'symmetric': 1, 'reflect': 4} | |
def _valfrommode(mode): | |
try: | |
return _modedict[mode] | |
except KeyError as e: | |
raise ValueError("Acceptable mode flags are 'valid'," | |
" 'same', or 'full'.") from e | |
def _bvalfromboundary(boundary): | |
try: | |
return _boundarydict[boundary] << 2 | |
except KeyError as e: | |
raise ValueError("Acceptable boundary flags are 'fill', 'circular' " | |
"(or 'wrap'), and 'symmetric' (or 'symm').") from e | |
def _inputs_swap_needed(mode, shape1, shape2, axes=None): | |
"""Determine if inputs arrays need to be swapped in `"valid"` mode. | |
If in `"valid"` mode, returns whether or not the input arrays need to be | |
swapped depending on whether `shape1` is at least as large as `shape2` in | |
every calculated dimension. | |
This is important for some of the correlation and convolution | |
implementations in this module, where the larger array input needs to come | |
before the smaller array input when operating in this mode. | |
Note that if the mode provided is not 'valid', False is immediately | |
returned. | |
""" | |
if mode != 'valid': | |
return False | |
if not shape1: | |
return False | |
if axes is None: | |
axes = range(len(shape1)) | |
ok1 = all(shape1[i] >= shape2[i] for i in axes) | |
ok2 = all(shape2[i] >= shape1[i] for i in axes) | |
if not (ok1 or ok2): | |
raise ValueError("For 'valid' mode, one must be at least " | |
"as large as the other in every dimension") | |
return not ok1 | |
def correlate(in1, in2, mode='full', method='auto'): | |
r""" | |
Cross-correlate two N-dimensional arrays. | |
Cross-correlate `in1` and `in2`, with the output size determined by the | |
`mode` argument. | |
Parameters | |
---------- | |
in1 : array_like | |
First input. | |
in2 : array_like | |
Second input. Should have the same number of dimensions as `in1`. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output: | |
``full`` | |
The output is the full discrete linear cross-correlation | |
of the inputs. (Default) | |
``valid`` | |
The output consists only of those elements that do not | |
rely on the zero-padding. In 'valid' mode, either `in1` or `in2` | |
must be at least as large as the other in every dimension. | |
``same`` | |
The output is the same size as `in1`, centered | |
with respect to the 'full' output. | |
method : str {'auto', 'direct', 'fft'}, optional | |
A string indicating which method to use to calculate the correlation. | |
``direct`` | |
The correlation is determined directly from sums, the definition of | |
correlation. | |
``fft`` | |
The Fast Fourier Transform is used to perform the correlation more | |
quickly (only available for numerical arrays.) | |
``auto`` | |
Automatically chooses direct or Fourier method based on an estimate | |
of which is faster (default). See `convolve` Notes for more detail. | |
.. versionadded:: 0.19.0 | |
Returns | |
------- | |
correlate : array | |
An N-dimensional array containing a subset of the discrete linear | |
cross-correlation of `in1` with `in2`. | |
See Also | |
-------- | |
choose_conv_method : contains more documentation on `method`. | |
correlation_lags : calculates the lag / displacement indices array for 1D | |
cross-correlation. | |
Notes | |
----- | |
The correlation z of two d-dimensional arrays x and y is defined as:: | |
z[...,k,...] = sum[..., i_l, ...] x[..., i_l,...] * conj(y[..., i_l - k,...]) | |
This way, if x and y are 1-D arrays and ``z = correlate(x, y, 'full')`` | |
then | |
.. math:: | |
z[k] = (x * y)(k - N + 1) | |
= \sum_{l=0}^{||x||-1}x_l y_{l-k+N-1}^{*} | |
for :math:`k = 0, 1, ..., ||x|| + ||y|| - 2` | |
where :math:`||x||` is the length of ``x``, :math:`N = \max(||x||,||y||)`, | |
and :math:`y_m` is 0 when m is outside the range of y. | |
``method='fft'`` only works for numerical arrays as it relies on | |
`fftconvolve`. In certain cases (i.e., arrays of objects or when | |
rounding integers can lose precision), ``method='direct'`` is always used. | |
When using "same" mode with even-length inputs, the outputs of `correlate` | |
and `correlate2d` differ: There is a 1-index offset between them. | |
Examples | |
-------- | |
Implement a matched filter using cross-correlation, to recover a signal | |
that has passed through a noisy channel. | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
>>> sig = np.repeat([0., 1., 1., 0., 1., 0., 0., 1.], 128) | |
>>> sig_noise = sig + rng.standard_normal(len(sig)) | |
>>> corr = signal.correlate(sig_noise, np.ones(128), mode='same') / 128 | |
>>> clock = np.arange(64, len(sig), 128) | |
>>> fig, (ax_orig, ax_noise, ax_corr) = plt.subplots(3, 1, sharex=True) | |
>>> ax_orig.plot(sig) | |
>>> ax_orig.plot(clock, sig[clock], 'ro') | |
>>> ax_orig.set_title('Original signal') | |
>>> ax_noise.plot(sig_noise) | |
>>> ax_noise.set_title('Signal with noise') | |
>>> ax_corr.plot(corr) | |
>>> ax_corr.plot(clock, corr[clock], 'ro') | |
>>> ax_corr.axhline(0.5, ls=':') | |
>>> ax_corr.set_title('Cross-correlated with rectangular pulse') | |
>>> ax_orig.margins(0, 0.1) | |
>>> fig.tight_layout() | |
>>> plt.show() | |
Compute the cross-correlation of a noisy signal with the original signal. | |
>>> x = np.arange(128) / 128 | |
>>> sig = np.sin(2 * np.pi * x) | |
>>> sig_noise = sig + rng.standard_normal(len(sig)) | |
>>> corr = signal.correlate(sig_noise, sig) | |
>>> lags = signal.correlation_lags(len(sig), len(sig_noise)) | |
>>> corr /= np.max(corr) | |
>>> fig, (ax_orig, ax_noise, ax_corr) = plt.subplots(3, 1, figsize=(4.8, 4.8)) | |
>>> ax_orig.plot(sig) | |
>>> ax_orig.set_title('Original signal') | |
>>> ax_orig.set_xlabel('Sample Number') | |
>>> ax_noise.plot(sig_noise) | |
>>> ax_noise.set_title('Signal with noise') | |
>>> ax_noise.set_xlabel('Sample Number') | |
>>> ax_corr.plot(lags, corr) | |
>>> ax_corr.set_title('Cross-correlated signal') | |
>>> ax_corr.set_xlabel('Lag') | |
>>> ax_orig.margins(0, 0.1) | |
>>> ax_noise.margins(0, 0.1) | |
>>> ax_corr.margins(0, 0.1) | |
>>> fig.tight_layout() | |
>>> plt.show() | |
""" | |
in1 = np.asarray(in1) | |
in2 = np.asarray(in2) | |
if in1.ndim == in2.ndim == 0: | |
return in1 * in2.conj() | |
elif in1.ndim != in2.ndim: | |
raise ValueError("in1 and in2 should have the same dimensionality") | |
# Don't use _valfrommode, since correlate should not accept numeric modes | |
try: | |
val = _modedict[mode] | |
except KeyError as e: | |
raise ValueError("Acceptable mode flags are 'valid'," | |
" 'same', or 'full'.") from e | |
# this either calls fftconvolve or this function with method=='direct' | |
if method in ('fft', 'auto'): | |
return convolve(in1, _reverse_and_conj(in2), mode, method) | |
elif method == 'direct': | |
# fastpath to faster numpy.correlate for 1d inputs when possible | |
if _np_conv_ok(in1, in2, mode): | |
return np.correlate(in1, in2, mode) | |
# _correlateND is far slower when in2.size > in1.size, so swap them | |
# and then undo the effect afterward if mode == 'full'. Also, it fails | |
# with 'valid' mode if in2 is larger than in1, so swap those, too. | |
# Don't swap inputs for 'same' mode, since shape of in1 matters. | |
swapped_inputs = ((mode == 'full') and (in2.size > in1.size) or | |
_inputs_swap_needed(mode, in1.shape, in2.shape)) | |
if swapped_inputs: | |
in1, in2 = in2, in1 | |
if mode == 'valid': | |
ps = [i - j + 1 for i, j in zip(in1.shape, in2.shape)] | |
out = np.empty(ps, in1.dtype) | |
z = _sigtools._correlateND(in1, in2, out, val) | |
else: | |
ps = [i + j - 1 for i, j in zip(in1.shape, in2.shape)] | |
# zero pad input | |
in1zpadded = np.zeros(ps, in1.dtype) | |
sc = tuple(slice(0, i) for i in in1.shape) | |
in1zpadded[sc] = in1.copy() | |
if mode == 'full': | |
out = np.empty(ps, in1.dtype) | |
elif mode == 'same': | |
out = np.empty(in1.shape, in1.dtype) | |
z = _sigtools._correlateND(in1zpadded, in2, out, val) | |
if swapped_inputs: | |
# Reverse and conjugate to undo the effect of swapping inputs | |
z = _reverse_and_conj(z) | |
return z | |
else: | |
raise ValueError("Acceptable method flags are 'auto'," | |
" 'direct', or 'fft'.") | |
def correlation_lags(in1_len, in2_len, mode='full'): | |
r""" | |
Calculates the lag / displacement indices array for 1D cross-correlation. | |
Parameters | |
---------- | |
in1_len : int | |
First input size. | |
in2_len : int | |
Second input size. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output. | |
See the documentation `correlate` for more information. | |
Returns | |
------- | |
lags : array | |
Returns an array containing cross-correlation lag/displacement indices. | |
Indices can be indexed with the np.argmax of the correlation to return | |
the lag/displacement. | |
See Also | |
-------- | |
correlate : Compute the N-dimensional cross-correlation. | |
Notes | |
----- | |
Cross-correlation for continuous functions :math:`f` and :math:`g` is | |
defined as: | |
.. math:: | |
\left ( f\star g \right )\left ( \tau \right ) | |
\triangleq \int_{t_0}^{t_0 +T} | |
\overline{f\left ( t \right )}g\left ( t+\tau \right )dt | |
Where :math:`\tau` is defined as the displacement, also known as the lag. | |
Cross correlation for discrete functions :math:`f` and :math:`g` is | |
defined as: | |
.. math:: | |
\left ( f\star g \right )\left [ n \right ] | |
\triangleq \sum_{-\infty}^{\infty} | |
\overline{f\left [ m \right ]}g\left [ m+n \right ] | |
Where :math:`n` is the lag. | |
Examples | |
-------- | |
Cross-correlation of a signal with its time-delayed self. | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> rng = np.random.default_rng() | |
>>> x = rng.standard_normal(1000) | |
>>> y = np.concatenate([rng.standard_normal(100), x]) | |
>>> correlation = signal.correlate(x, y, mode="full") | |
>>> lags = signal.correlation_lags(x.size, y.size, mode="full") | |
>>> lag = lags[np.argmax(correlation)] | |
""" | |
# calculate lag ranges in different modes of operation | |
if mode == "full": | |
# the output is the full discrete linear convolution | |
# of the inputs. (Default) | |
lags = np.arange(-in2_len + 1, in1_len) | |
elif mode == "same": | |
# the output is the same size as `in1`, centered | |
# with respect to the 'full' output. | |
# calculate the full output | |
lags = np.arange(-in2_len + 1, in1_len) | |
# determine the midpoint in the full output | |
mid = lags.size // 2 | |
# determine lag_bound to be used with respect | |
# to the midpoint | |
lag_bound = in1_len // 2 | |
# calculate lag ranges for even and odd scenarios | |
if in1_len % 2 == 0: | |
lags = lags[(mid-lag_bound):(mid+lag_bound)] | |
else: | |
lags = lags[(mid-lag_bound):(mid+lag_bound)+1] | |
elif mode == "valid": | |
# the output consists only of those elements that do not | |
# rely on the zero-padding. In 'valid' mode, either `in1` or `in2` | |
# must be at least as large as the other in every dimension. | |
# the lag_bound will be either negative or positive | |
# this let's us infer how to present the lag range | |
lag_bound = in1_len - in2_len | |
if lag_bound >= 0: | |
lags = np.arange(lag_bound + 1) | |
else: | |
lags = np.arange(lag_bound, 1) | |
return lags | |
def _centered(arr, newshape): | |
# Return the center newshape portion of the array. | |
newshape = np.asarray(newshape) | |
currshape = np.array(arr.shape) | |
startind = (currshape - newshape) // 2 | |
endind = startind + newshape | |
myslice = [slice(startind[k], endind[k]) for k in range(len(endind))] | |
return arr[tuple(myslice)] | |
def _init_freq_conv_axes(in1, in2, mode, axes, sorted_axes=False): | |
"""Handle the axes argument for frequency-domain convolution. | |
Returns the inputs and axes in a standard form, eliminating redundant axes, | |
swapping the inputs if necessary, and checking for various potential | |
errors. | |
Parameters | |
---------- | |
in1 : array | |
First input. | |
in2 : array | |
Second input. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output. | |
See the documentation `fftconvolve` for more information. | |
axes : list of ints | |
Axes over which to compute the FFTs. | |
sorted_axes : bool, optional | |
If `True`, sort the axes. | |
Default is `False`, do not sort. | |
Returns | |
------- | |
in1 : array | |
The first input, possible swapped with the second input. | |
in2 : array | |
The second input, possible swapped with the first input. | |
axes : list of ints | |
Axes over which to compute the FFTs. | |
""" | |
s1 = in1.shape | |
s2 = in2.shape | |
noaxes = axes is None | |
_, axes = _init_nd_shape_and_axes(in1, shape=None, axes=axes) | |
if not noaxes and not len(axes): | |
raise ValueError("when provided, axes cannot be empty") | |
# Axes of length 1 can rely on broadcasting rules for multiply, | |
# no fft needed. | |
axes = [a for a in axes if s1[a] != 1 and s2[a] != 1] | |
if sorted_axes: | |
axes.sort() | |
if not all(s1[a] == s2[a] or s1[a] == 1 or s2[a] == 1 | |
for a in range(in1.ndim) if a not in axes): | |
raise ValueError("incompatible shapes for in1 and in2:" | |
f" {s1} and {s2}") | |
# Check that input sizes are compatible with 'valid' mode. | |
if _inputs_swap_needed(mode, s1, s2, axes=axes): | |
# Convolution is commutative; order doesn't have any effect on output. | |
in1, in2 = in2, in1 | |
return in1, in2, axes | |
def _freq_domain_conv(in1, in2, axes, shape, calc_fast_len=False): | |
"""Convolve two arrays in the frequency domain. | |
This function implements only base the FFT-related operations. | |
Specifically, it converts the signals to the frequency domain, multiplies | |
them, then converts them back to the time domain. Calculations of axes, | |
shapes, convolution mode, etc. are implemented in higher level-functions, | |
such as `fftconvolve` and `oaconvolve`. Those functions should be used | |
instead of this one. | |
Parameters | |
---------- | |
in1 : array_like | |
First input. | |
in2 : array_like | |
Second input. Should have the same number of dimensions as `in1`. | |
axes : array_like of ints | |
Axes over which to compute the FFTs. | |
shape : array_like of ints | |
The sizes of the FFTs. | |
calc_fast_len : bool, optional | |
If `True`, set each value of `shape` to the next fast FFT length. | |
Default is `False`, use `axes` as-is. | |
Returns | |
------- | |
out : array | |
An N-dimensional array containing the discrete linear convolution of | |
`in1` with `in2`. | |
""" | |
if not len(axes): | |
return in1 * in2 | |
complex_result = (in1.dtype.kind == 'c' or in2.dtype.kind == 'c') | |
if calc_fast_len: | |
# Speed up FFT by padding to optimal size. | |
fshape = [ | |
sp_fft.next_fast_len(shape[a], not complex_result) for a in axes] | |
else: | |
fshape = shape | |
if not complex_result: | |
fft, ifft = sp_fft.rfftn, sp_fft.irfftn | |
else: | |
fft, ifft = sp_fft.fftn, sp_fft.ifftn | |
sp1 = fft(in1, fshape, axes=axes) | |
sp2 = fft(in2, fshape, axes=axes) | |
ret = ifft(sp1 * sp2, fshape, axes=axes) | |
if calc_fast_len: | |
fslice = tuple([slice(sz) for sz in shape]) | |
ret = ret[fslice] | |
return ret | |
def _apply_conv_mode(ret, s1, s2, mode, axes): | |
"""Calculate the convolution result shape based on the `mode` argument. | |
Returns the result sliced to the correct size for the given mode. | |
Parameters | |
---------- | |
ret : array | |
The result array, with the appropriate shape for the 'full' mode. | |
s1 : list of int | |
The shape of the first input. | |
s2 : list of int | |
The shape of the second input. | |
mode : str {'full', 'valid', 'same'} | |
A string indicating the size of the output. | |
See the documentation `fftconvolve` for more information. | |
axes : list of ints | |
Axes over which to compute the convolution. | |
Returns | |
------- | |
ret : array | |
A copy of `res`, sliced to the correct size for the given `mode`. | |
""" | |
if mode == "full": | |
return ret.copy() | |
elif mode == "same": | |
return _centered(ret, s1).copy() | |
elif mode == "valid": | |
shape_valid = [ret.shape[a] if a not in axes else s1[a] - s2[a] + 1 | |
for a in range(ret.ndim)] | |
return _centered(ret, shape_valid).copy() | |
else: | |
raise ValueError("acceptable mode flags are 'valid'," | |
" 'same', or 'full'") | |
def fftconvolve(in1, in2, mode="full", axes=None): | |
"""Convolve two N-dimensional arrays using FFT. | |
Convolve `in1` and `in2` using the fast Fourier transform method, with | |
the output size determined by the `mode` argument. | |
This is generally much faster than `convolve` for large arrays (n > ~500), | |
but can be slower when only a few output values are needed, and can only | |
output float arrays (int or object array inputs will be cast to float). | |
As of v0.19, `convolve` automatically chooses this method or the direct | |
method based on an estimation of which is faster. | |
Parameters | |
---------- | |
in1 : array_like | |
First input. | |
in2 : array_like | |
Second input. Should have the same number of dimensions as `in1`. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output: | |
``full`` | |
The output is the full discrete linear convolution | |
of the inputs. (Default) | |
``valid`` | |
The output consists only of those elements that do not | |
rely on the zero-padding. In 'valid' mode, either `in1` or `in2` | |
must be at least as large as the other in every dimension. | |
``same`` | |
The output is the same size as `in1`, centered | |
with respect to the 'full' output. | |
axes : int or array_like of ints or None, optional | |
Axes over which to compute the convolution. | |
The default is over all axes. | |
Returns | |
------- | |
out : array | |
An N-dimensional array containing a subset of the discrete linear | |
convolution of `in1` with `in2`. | |
See Also | |
-------- | |
convolve : Uses the direct convolution or FFT convolution algorithm | |
depending on which is faster. | |
oaconvolve : Uses the overlap-add method to do convolution, which is | |
generally faster when the input arrays are large and | |
significantly different in size. | |
Examples | |
-------- | |
Autocorrelation of white noise is an impulse. | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> rng = np.random.default_rng() | |
>>> sig = rng.standard_normal(1000) | |
>>> autocorr = signal.fftconvolve(sig, sig[::-1], mode='full') | |
>>> import matplotlib.pyplot as plt | |
>>> fig, (ax_orig, ax_mag) = plt.subplots(2, 1) | |
>>> ax_orig.plot(sig) | |
>>> ax_orig.set_title('White noise') | |
>>> ax_mag.plot(np.arange(-len(sig)+1,len(sig)), autocorr) | |
>>> ax_mag.set_title('Autocorrelation') | |
>>> fig.tight_layout() | |
>>> fig.show() | |
Gaussian blur implemented using FFT convolution. Notice the dark borders | |
around the image, due to the zero-padding beyond its boundaries. | |
The `convolve2d` function allows for other types of image boundaries, | |
but is far slower. | |
>>> from scipy import datasets | |
>>> face = datasets.face(gray=True) | |
>>> kernel = np.outer(signal.windows.gaussian(70, 8), | |
... signal.windows.gaussian(70, 8)) | |
>>> blurred = signal.fftconvolve(face, kernel, mode='same') | |
>>> fig, (ax_orig, ax_kernel, ax_blurred) = plt.subplots(3, 1, | |
... figsize=(6, 15)) | |
>>> ax_orig.imshow(face, cmap='gray') | |
>>> ax_orig.set_title('Original') | |
>>> ax_orig.set_axis_off() | |
>>> ax_kernel.imshow(kernel, cmap='gray') | |
>>> ax_kernel.set_title('Gaussian kernel') | |
>>> ax_kernel.set_axis_off() | |
>>> ax_blurred.imshow(blurred, cmap='gray') | |
>>> ax_blurred.set_title('Blurred') | |
>>> ax_blurred.set_axis_off() | |
>>> fig.show() | |
""" | |
in1 = np.asarray(in1) | |
in2 = np.asarray(in2) | |
if in1.ndim == in2.ndim == 0: # scalar inputs | |
return in1 * in2 | |
elif in1.ndim != in2.ndim: | |
raise ValueError("in1 and in2 should have the same dimensionality") | |
elif in1.size == 0 or in2.size == 0: # empty arrays | |
return np.array([]) | |
in1, in2, axes = _init_freq_conv_axes(in1, in2, mode, axes, | |
sorted_axes=False) | |
s1 = in1.shape | |
s2 = in2.shape | |
shape = [max((s1[i], s2[i])) if i not in axes else s1[i] + s2[i] - 1 | |
for i in range(in1.ndim)] | |
ret = _freq_domain_conv(in1, in2, axes, shape, calc_fast_len=True) | |
return _apply_conv_mode(ret, s1, s2, mode, axes) | |
def _calc_oa_lens(s1, s2): | |
"""Calculate the optimal FFT lengths for overlapp-add convolution. | |
The calculation is done for a single dimension. | |
Parameters | |
---------- | |
s1 : int | |
Size of the dimension for the first array. | |
s2 : int | |
Size of the dimension for the second array. | |
Returns | |
------- | |
block_size : int | |
The size of the FFT blocks. | |
overlap : int | |
The amount of overlap between two blocks. | |
in1_step : int | |
The size of each step for the first array. | |
in2_step : int | |
The size of each step for the first array. | |
""" | |
# Set up the arguments for the conventional FFT approach. | |
fallback = (s1+s2-1, None, s1, s2) | |
# Use conventional FFT convolve if sizes are same. | |
if s1 == s2 or s1 == 1 or s2 == 1: | |
return fallback | |
if s2 > s1: | |
s1, s2 = s2, s1 | |
swapped = True | |
else: | |
swapped = False | |
# There cannot be a useful block size if s2 is more than half of s1. | |
if s2 >= s1/2: | |
return fallback | |
# Derivation of optimal block length | |
# For original formula see: | |
# https://en.wikipedia.org/wiki/Overlap-add_method | |
# | |
# Formula: | |
# K = overlap = s2-1 | |
# N = block_size | |
# C = complexity | |
# e = exponential, exp(1) | |
# | |
# C = (N*(log2(N)+1))/(N-K) | |
# C = (N*log2(2N))/(N-K) | |
# C = N/(N-K) * log2(2N) | |
# C1 = N/(N-K) | |
# C2 = log2(2N) = ln(2N)/ln(2) | |
# | |
# dC1/dN = (1*(N-K)-N)/(N-K)^2 = -K/(N-K)^2 | |
# dC2/dN = 2/(2*N*ln(2)) = 1/(N*ln(2)) | |
# | |
# dC/dN = dC1/dN*C2 + dC2/dN*C1 | |
# dC/dN = -K*ln(2N)/(ln(2)*(N-K)^2) + N/(N*ln(2)*(N-K)) | |
# dC/dN = -K*ln(2N)/(ln(2)*(N-K)^2) + 1/(ln(2)*(N-K)) | |
# dC/dN = -K*ln(2N)/(ln(2)*(N-K)^2) + (N-K)/(ln(2)*(N-K)^2) | |
# dC/dN = (-K*ln(2N) + (N-K)/(ln(2)*(N-K)^2) | |
# dC/dN = (N - K*ln(2N) - K)/(ln(2)*(N-K)^2) | |
# | |
# Solve for minimum, where dC/dN = 0 | |
# 0 = (N - K*ln(2N) - K)/(ln(2)*(N-K)^2) | |
# 0 * ln(2)*(N-K)^2 = N - K*ln(2N) - K | |
# 0 = N - K*ln(2N) - K | |
# 0 = N - K*(ln(2N) + 1) | |
# 0 = N - K*ln(2Ne) | |
# N = K*ln(2Ne) | |
# N/K = ln(2Ne) | |
# | |
# e^(N/K) = e^ln(2Ne) | |
# e^(N/K) = 2Ne | |
# 1/e^(N/K) = 1/(2*N*e) | |
# e^(N/-K) = 1/(2*N*e) | |
# e^(N/-K) = K/N*1/(2*K*e) | |
# N/K*e^(N/-K) = 1/(2*e*K) | |
# N/-K*e^(N/-K) = -1/(2*e*K) | |
# | |
# Using Lambert W function | |
# https://en.wikipedia.org/wiki/Lambert_W_function | |
# x = W(y) It is the solution to y = x*e^x | |
# x = N/-K | |
# y = -1/(2*e*K) | |
# | |
# N/-K = W(-1/(2*e*K)) | |
# | |
# N = -K*W(-1/(2*e*K)) | |
overlap = s2-1 | |
opt_size = -overlap*lambertw(-1/(2*math.e*overlap), k=-1).real | |
block_size = sp_fft.next_fast_len(math.ceil(opt_size)) | |
# Use conventional FFT convolve if there is only going to be one block. | |
if block_size >= s1: | |
return fallback | |
if not swapped: | |
in1_step = block_size-s2+1 | |
in2_step = s2 | |
else: | |
in1_step = s2 | |
in2_step = block_size-s2+1 | |
return block_size, overlap, in1_step, in2_step | |
def oaconvolve(in1, in2, mode="full", axes=None): | |
"""Convolve two N-dimensional arrays using the overlap-add method. | |
Convolve `in1` and `in2` using the overlap-add method, with | |
the output size determined by the `mode` argument. | |
This is generally much faster than `convolve` for large arrays (n > ~500), | |
and generally much faster than `fftconvolve` when one array is much | |
larger than the other, but can be slower when only a few output values are | |
needed or when the arrays are very similar in shape, and can only | |
output float arrays (int or object array inputs will be cast to float). | |
Parameters | |
---------- | |
in1 : array_like | |
First input. | |
in2 : array_like | |
Second input. Should have the same number of dimensions as `in1`. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output: | |
``full`` | |
The output is the full discrete linear convolution | |
of the inputs. (Default) | |
``valid`` | |
The output consists only of those elements that do not | |
rely on the zero-padding. In 'valid' mode, either `in1` or `in2` | |
must be at least as large as the other in every dimension. | |
``same`` | |
The output is the same size as `in1`, centered | |
with respect to the 'full' output. | |
axes : int or array_like of ints or None, optional | |
Axes over which to compute the convolution. | |
The default is over all axes. | |
Returns | |
------- | |
out : array | |
An N-dimensional array containing a subset of the discrete linear | |
convolution of `in1` with `in2`. | |
See Also | |
-------- | |
convolve : Uses the direct convolution or FFT convolution algorithm | |
depending on which is faster. | |
fftconvolve : An implementation of convolution using FFT. | |
Notes | |
----- | |
.. versionadded:: 1.4.0 | |
References | |
---------- | |
.. [1] Wikipedia, "Overlap-add_method". | |
https://en.wikipedia.org/wiki/Overlap-add_method | |
.. [2] Richard G. Lyons. Understanding Digital Signal Processing, | |
Third Edition, 2011. Chapter 13.10. | |
ISBN 13: 978-0137-02741-5 | |
Examples | |
-------- | |
Convolve a 100,000 sample signal with a 512-sample filter. | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> rng = np.random.default_rng() | |
>>> sig = rng.standard_normal(100000) | |
>>> filt = signal.firwin(512, 0.01) | |
>>> fsig = signal.oaconvolve(sig, filt) | |
>>> import matplotlib.pyplot as plt | |
>>> fig, (ax_orig, ax_mag) = plt.subplots(2, 1) | |
>>> ax_orig.plot(sig) | |
>>> ax_orig.set_title('White noise') | |
>>> ax_mag.plot(fsig) | |
>>> ax_mag.set_title('Filtered noise') | |
>>> fig.tight_layout() | |
>>> fig.show() | |
""" | |
in1 = np.asarray(in1) | |
in2 = np.asarray(in2) | |
if in1.ndim == in2.ndim == 0: # scalar inputs | |
return in1 * in2 | |
elif in1.ndim != in2.ndim: | |
raise ValueError("in1 and in2 should have the same dimensionality") | |
elif in1.size == 0 or in2.size == 0: # empty arrays | |
return np.array([]) | |
elif in1.shape == in2.shape: # Equivalent to fftconvolve | |
return fftconvolve(in1, in2, mode=mode, axes=axes) | |
in1, in2, axes = _init_freq_conv_axes(in1, in2, mode, axes, | |
sorted_axes=True) | |
s1 = in1.shape | |
s2 = in2.shape | |
if not axes: | |
ret = in1 * in2 | |
return _apply_conv_mode(ret, s1, s2, mode, axes) | |
# Calculate this now since in1 is changed later | |
shape_final = [None if i not in axes else | |
s1[i] + s2[i] - 1 for i in range(in1.ndim)] | |
# Calculate the block sizes for the output, steps, first and second inputs. | |
# It is simpler to calculate them all together than doing them in separate | |
# loops due to all the special cases that need to be handled. | |
optimal_sizes = ((-1, -1, s1[i], s2[i]) if i not in axes else | |
_calc_oa_lens(s1[i], s2[i]) for i in range(in1.ndim)) | |
block_size, overlaps, \ | |
in1_step, in2_step = zip(*optimal_sizes) | |
# Fall back to fftconvolve if there is only one block in every dimension. | |
if in1_step == s1 and in2_step == s2: | |
return fftconvolve(in1, in2, mode=mode, axes=axes) | |
# Figure out the number of steps and padding. | |
# This would get too complicated in a list comprehension. | |
nsteps1 = [] | |
nsteps2 = [] | |
pad_size1 = [] | |
pad_size2 = [] | |
for i in range(in1.ndim): | |
if i not in axes: | |
pad_size1 += [(0, 0)] | |
pad_size2 += [(0, 0)] | |
continue | |
if s1[i] > in1_step[i]: | |
curnstep1 = math.ceil((s1[i]+1)/in1_step[i]) | |
if (block_size[i] - overlaps[i])*curnstep1 < shape_final[i]: | |
curnstep1 += 1 | |
curpad1 = curnstep1*in1_step[i] - s1[i] | |
else: | |
curnstep1 = 1 | |
curpad1 = 0 | |
if s2[i] > in2_step[i]: | |
curnstep2 = math.ceil((s2[i]+1)/in2_step[i]) | |
if (block_size[i] - overlaps[i])*curnstep2 < shape_final[i]: | |
curnstep2 += 1 | |
curpad2 = curnstep2*in2_step[i] - s2[i] | |
else: | |
curnstep2 = 1 | |
curpad2 = 0 | |
nsteps1 += [curnstep1] | |
nsteps2 += [curnstep2] | |
pad_size1 += [(0, curpad1)] | |
pad_size2 += [(0, curpad2)] | |
# Pad the array to a size that can be reshaped to the desired shape | |
# if necessary. | |
if not all(curpad == (0, 0) for curpad in pad_size1): | |
in1 = np.pad(in1, pad_size1, mode='constant', constant_values=0) | |
if not all(curpad == (0, 0) for curpad in pad_size2): | |
in2 = np.pad(in2, pad_size2, mode='constant', constant_values=0) | |
# Reshape the overlap-add parts to input block sizes. | |
split_axes = [iax+i for i, iax in enumerate(axes)] | |
fft_axes = [iax+1 for iax in split_axes] | |
# We need to put each new dimension before the corresponding dimension | |
# being reshaped in order to get the data in the right layout at the end. | |
reshape_size1 = list(in1_step) | |
reshape_size2 = list(in2_step) | |
for i, iax in enumerate(split_axes): | |
reshape_size1.insert(iax, nsteps1[i]) | |
reshape_size2.insert(iax, nsteps2[i]) | |
in1 = in1.reshape(*reshape_size1) | |
in2 = in2.reshape(*reshape_size2) | |
# Do the convolution. | |
fft_shape = [block_size[i] for i in axes] | |
ret = _freq_domain_conv(in1, in2, fft_axes, fft_shape, calc_fast_len=False) | |
# Do the overlap-add. | |
for ax, ax_fft, ax_split in zip(axes, fft_axes, split_axes): | |
overlap = overlaps[ax] | |
if overlap is None: | |
continue | |
ret, overpart = np.split(ret, [-overlap], ax_fft) | |
overpart = np.split(overpart, [-1], ax_split)[0] | |
ret_overpart = np.split(ret, [overlap], ax_fft)[0] | |
ret_overpart = np.split(ret_overpart, [1], ax_split)[1] | |
ret_overpart += overpart | |
# Reshape back to the correct dimensionality. | |
shape_ret = [ret.shape[i] if i not in fft_axes else | |
ret.shape[i]*ret.shape[i-1] | |
for i in range(ret.ndim) if i not in split_axes] | |
ret = ret.reshape(*shape_ret) | |
# Slice to the correct size. | |
slice_final = tuple([slice(islice) for islice in shape_final]) | |
ret = ret[slice_final] | |
return _apply_conv_mode(ret, s1, s2, mode, axes) | |
def _numeric_arrays(arrays, kinds='buifc'): | |
""" | |
See if a list of arrays are all numeric. | |
Parameters | |
---------- | |
arrays : array or list of arrays | |
arrays to check if numeric. | |
kinds : string-like | |
The dtypes of the arrays to be checked. If the dtype.kind of | |
the ndarrays are not in this string the function returns False and | |
otherwise returns True. | |
""" | |
if type(arrays) == np.ndarray: | |
return arrays.dtype.kind in kinds | |
for array_ in arrays: | |
if array_.dtype.kind not in kinds: | |
return False | |
return True | |
def _conv_ops(x_shape, h_shape, mode): | |
""" | |
Find the number of operations required for direct/fft methods of | |
convolution. The direct operations were recorded by making a dummy class to | |
record the number of operations by overriding ``__mul__`` and ``__add__``. | |
The FFT operations rely on the (well-known) computational complexity of the | |
FFT (and the implementation of ``_freq_domain_conv``). | |
""" | |
if mode == "full": | |
out_shape = [n + k - 1 for n, k in zip(x_shape, h_shape)] | |
elif mode == "valid": | |
out_shape = [abs(n - k) + 1 for n, k in zip(x_shape, h_shape)] | |
elif mode == "same": | |
out_shape = x_shape | |
else: | |
raise ValueError("Acceptable mode flags are 'valid'," | |
f" 'same', or 'full', not mode={mode}") | |
s1, s2 = x_shape, h_shape | |
if len(x_shape) == 1: | |
s1, s2 = s1[0], s2[0] | |
if mode == "full": | |
direct_ops = s1 * s2 | |
elif mode == "valid": | |
direct_ops = (s2 - s1 + 1) * s1 if s2 >= s1 else (s1 - s2 + 1) * s2 | |
elif mode == "same": | |
direct_ops = (s1 * s2 if s1 < s2 else | |
s1 * s2 - (s2 // 2) * ((s2 + 1) // 2)) | |
else: | |
if mode == "full": | |
direct_ops = min(_prod(s1), _prod(s2)) * _prod(out_shape) | |
elif mode == "valid": | |
direct_ops = min(_prod(s1), _prod(s2)) * _prod(out_shape) | |
elif mode == "same": | |
direct_ops = _prod(s1) * _prod(s2) | |
full_out_shape = [n + k - 1 for n, k in zip(x_shape, h_shape)] | |
N = _prod(full_out_shape) | |
fft_ops = 3 * N * np.log(N) # 3 separate FFTs of size full_out_shape | |
return fft_ops, direct_ops | |
def _fftconv_faster(x, h, mode): | |
""" | |
See if using fftconvolve or convolve is faster. | |
Parameters | |
---------- | |
x : np.ndarray | |
Signal | |
h : np.ndarray | |
Kernel | |
mode : str | |
Mode passed to convolve | |
Returns | |
------- | |
fft_faster : bool | |
Notes | |
----- | |
See docstring of `choose_conv_method` for details on tuning hardware. | |
See pull request 11031 for more detail: | |
https://github.com/scipy/scipy/pull/11031. | |
""" | |
fft_ops, direct_ops = _conv_ops(x.shape, h.shape, mode) | |
offset = -1e-3 if x.ndim == 1 else -1e-4 | |
constants = { | |
"valid": (1.89095737e-9, 2.1364985e-10, offset), | |
"full": (1.7649070e-9, 2.1414831e-10, offset), | |
"same": (3.2646654e-9, 2.8478277e-10, offset) | |
if h.size <= x.size | |
else (3.21635404e-9, 1.1773253e-8, -1e-5), | |
} if x.ndim == 1 else { | |
"valid": (1.85927e-9, 2.11242e-8, offset), | |
"full": (1.99817e-9, 1.66174e-8, offset), | |
"same": (2.04735e-9, 1.55367e-8, offset), | |
} | |
O_fft, O_direct, O_offset = constants[mode] | |
return O_fft * fft_ops < O_direct * direct_ops + O_offset | |
def _reverse_and_conj(x): | |
""" | |
Reverse array `x` in all dimensions and perform the complex conjugate | |
""" | |
reverse = (slice(None, None, -1),) * x.ndim | |
return x[reverse].conj() | |
def _np_conv_ok(volume, kernel, mode): | |
""" | |
See if numpy supports convolution of `volume` and `kernel` (i.e. both are | |
1D ndarrays and of the appropriate shape). NumPy's 'same' mode uses the | |
size of the larger input, while SciPy's uses the size of the first input. | |
Invalid mode strings will return False and be caught by the calling func. | |
""" | |
if volume.ndim == kernel.ndim == 1: | |
if mode in ('full', 'valid'): | |
return True | |
elif mode == 'same': | |
return volume.size >= kernel.size | |
else: | |
return False | |
def _timeit_fast(stmt="pass", setup="pass", repeat=3): | |
""" | |
Returns the time the statement/function took, in seconds. | |
Faster, less precise version of IPython's timeit. `stmt` can be a statement | |
written as a string or a callable. | |
Will do only 1 loop (like IPython's timeit) with no repetitions | |
(unlike IPython) for very slow functions. For fast functions, only does | |
enough loops to take 5 ms, which seems to produce similar results (on | |
Windows at least), and avoids doing an extraneous cycle that isn't | |
measured. | |
""" | |
timer = timeit.Timer(stmt, setup) | |
# determine number of calls per rep so total time for 1 rep >= 5 ms | |
x = 0 | |
for p in range(0, 10): | |
number = 10**p | |
x = timer.timeit(number) # seconds | |
if x >= 5e-3 / 10: # 5 ms for final test, 1/10th that for this one | |
break | |
if x > 1: # second | |
# If it's macroscopic, don't bother with repetitions | |
best = x | |
else: | |
number *= 10 | |
r = timer.repeat(repeat, number) | |
best = min(r) | |
sec = best / number | |
return sec | |
def choose_conv_method(in1, in2, mode='full', measure=False): | |
""" | |
Find the fastest convolution/correlation method. | |
This primarily exists to be called during the ``method='auto'`` option in | |
`convolve` and `correlate`. It can also be used to determine the value of | |
``method`` for many different convolutions of the same dtype/shape. | |
In addition, it supports timing the convolution to adapt the value of | |
``method`` to a particular set of inputs and/or hardware. | |
Parameters | |
---------- | |
in1 : array_like | |
The first argument passed into the convolution function. | |
in2 : array_like | |
The second argument passed into the convolution function. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output: | |
``full`` | |
The output is the full discrete linear convolution | |
of the inputs. (Default) | |
``valid`` | |
The output consists only of those elements that do not | |
rely on the zero-padding. | |
``same`` | |
The output is the same size as `in1`, centered | |
with respect to the 'full' output. | |
measure : bool, optional | |
If True, run and time the convolution of `in1` and `in2` with both | |
methods and return the fastest. If False (default), predict the fastest | |
method using precomputed values. | |
Returns | |
------- | |
method : str | |
A string indicating which convolution method is fastest, either | |
'direct' or 'fft' | |
times : dict, optional | |
A dictionary containing the times (in seconds) needed for each method. | |
This value is only returned if ``measure=True``. | |
See Also | |
-------- | |
convolve | |
correlate | |
Notes | |
----- | |
Generally, this method is 99% accurate for 2D signals and 85% accurate | |
for 1D signals for randomly chosen input sizes. For precision, use | |
``measure=True`` to find the fastest method by timing the convolution. | |
This can be used to avoid the minimal overhead of finding the fastest | |
``method`` later, or to adapt the value of ``method`` to a particular set | |
of inputs. | |
Experiments were run on an Amazon EC2 r5a.2xlarge machine to test this | |
function. These experiments measured the ratio between the time required | |
when using ``method='auto'`` and the time required for the fastest method | |
(i.e., ``ratio = time_auto / min(time_fft, time_direct)``). In these | |
experiments, we found: | |
* There is a 95% chance of this ratio being less than 1.5 for 1D signals | |
and a 99% chance of being less than 2.5 for 2D signals. | |
* The ratio was always less than 2.5/5 for 1D/2D signals respectively. | |
* This function is most inaccurate for 1D convolutions that take between 1 | |
and 10 milliseconds with ``method='direct'``. A good proxy for this | |
(at least in our experiments) is ``1e6 <= in1.size * in2.size <= 1e7``. | |
The 2D results almost certainly generalize to 3D/4D/etc because the | |
implementation is the same (the 1D implementation is different). | |
All the numbers above are specific to the EC2 machine. However, we did find | |
that this function generalizes fairly decently across hardware. The speed | |
tests were of similar quality (and even slightly better) than the same | |
tests performed on the machine to tune this function's numbers (a mid-2014 | |
15-inch MacBook Pro with 16GB RAM and a 2.5GHz Intel i7 processor). | |
There are cases when `fftconvolve` supports the inputs but this function | |
returns `direct` (e.g., to protect against floating point integer | |
precision). | |
.. versionadded:: 0.19 | |
Examples | |
-------- | |
Estimate the fastest method for a given input: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> rng = np.random.default_rng() | |
>>> img = rng.random((32, 32)) | |
>>> filter = rng.random((8, 8)) | |
>>> method = signal.choose_conv_method(img, filter, mode='same') | |
>>> method | |
'fft' | |
This can then be applied to other arrays of the same dtype and shape: | |
>>> img2 = rng.random((32, 32)) | |
>>> filter2 = rng.random((8, 8)) | |
>>> corr2 = signal.correlate(img2, filter2, mode='same', method=method) | |
>>> conv2 = signal.convolve(img2, filter2, mode='same', method=method) | |
The output of this function (``method``) works with `correlate` and | |
`convolve`. | |
""" | |
volume = np.asarray(in1) | |
kernel = np.asarray(in2) | |
if measure: | |
times = {} | |
for method in ['fft', 'direct']: | |
times[method] = _timeit_fast(lambda: convolve(volume, kernel, | |
mode=mode, method=method)) | |
chosen_method = 'fft' if times['fft'] < times['direct'] else 'direct' | |
return chosen_method, times | |
# for integer input, | |
# catch when more precision required than float provides (representing an | |
# integer as float can lose precision in fftconvolve if larger than 2**52) | |
if any([_numeric_arrays([x], kinds='ui') for x in [volume, kernel]]): | |
max_value = int(np.abs(volume).max()) * int(np.abs(kernel).max()) | |
max_value *= int(min(volume.size, kernel.size)) | |
if max_value > 2**np.finfo('float').nmant - 1: | |
return 'direct' | |
if _numeric_arrays([volume, kernel], kinds='b'): | |
return 'direct' | |
if _numeric_arrays([volume, kernel]): | |
if _fftconv_faster(volume, kernel, mode): | |
return 'fft' | |
return 'direct' | |
def convolve(in1, in2, mode='full', method='auto'): | |
""" | |
Convolve two N-dimensional arrays. | |
Convolve `in1` and `in2`, with the output size determined by the | |
`mode` argument. | |
Parameters | |
---------- | |
in1 : array_like | |
First input. | |
in2 : array_like | |
Second input. Should have the same number of dimensions as `in1`. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output: | |
``full`` | |
The output is the full discrete linear convolution | |
of the inputs. (Default) | |
``valid`` | |
The output consists only of those elements that do not | |
rely on the zero-padding. In 'valid' mode, either `in1` or `in2` | |
must be at least as large as the other in every dimension. | |
``same`` | |
The output is the same size as `in1`, centered | |
with respect to the 'full' output. | |
method : str {'auto', 'direct', 'fft'}, optional | |
A string indicating which method to use to calculate the convolution. | |
``direct`` | |
The convolution is determined directly from sums, the definition of | |
convolution. | |
``fft`` | |
The Fourier Transform is used to perform the convolution by calling | |
`fftconvolve`. | |
``auto`` | |
Automatically chooses direct or Fourier method based on an estimate | |
of which is faster (default). See Notes for more detail. | |
.. versionadded:: 0.19.0 | |
Returns | |
------- | |
convolve : array | |
An N-dimensional array containing a subset of the discrete linear | |
convolution of `in1` with `in2`. | |
Warns | |
----- | |
RuntimeWarning | |
Use of the FFT convolution on input containing NAN or INF will lead | |
to the entire output being NAN or INF. Use method='direct' when your | |
input contains NAN or INF values. | |
See Also | |
-------- | |
numpy.polymul : performs polynomial multiplication (same operation, but | |
also accepts poly1d objects) | |
choose_conv_method : chooses the fastest appropriate convolution method | |
fftconvolve : Always uses the FFT method. | |
oaconvolve : Uses the overlap-add method to do convolution, which is | |
generally faster when the input arrays are large and | |
significantly different in size. | |
Notes | |
----- | |
By default, `convolve` and `correlate` use ``method='auto'``, which calls | |
`choose_conv_method` to choose the fastest method using pre-computed | |
values (`choose_conv_method` can also measure real-world timing with a | |
keyword argument). Because `fftconvolve` relies on floating point numbers, | |
there are certain constraints that may force `method=direct` (more detail | |
in `choose_conv_method` docstring). | |
Examples | |
-------- | |
Smooth a square pulse using a Hann window: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> sig = np.repeat([0., 1., 0.], 100) | |
>>> win = signal.windows.hann(50) | |
>>> filtered = signal.convolve(sig, win, mode='same') / sum(win) | |
>>> import matplotlib.pyplot as plt | |
>>> fig, (ax_orig, ax_win, ax_filt) = plt.subplots(3, 1, sharex=True) | |
>>> ax_orig.plot(sig) | |
>>> ax_orig.set_title('Original pulse') | |
>>> ax_orig.margins(0, 0.1) | |
>>> ax_win.plot(win) | |
>>> ax_win.set_title('Filter impulse response') | |
>>> ax_win.margins(0, 0.1) | |
>>> ax_filt.plot(filtered) | |
>>> ax_filt.set_title('Filtered signal') | |
>>> ax_filt.margins(0, 0.1) | |
>>> fig.tight_layout() | |
>>> fig.show() | |
""" | |
volume = np.asarray(in1) | |
kernel = np.asarray(in2) | |
if volume.ndim == kernel.ndim == 0: | |
return volume * kernel | |
elif volume.ndim != kernel.ndim: | |
raise ValueError("volume and kernel should have the same " | |
"dimensionality") | |
if _inputs_swap_needed(mode, volume.shape, kernel.shape): | |
# Convolution is commutative; order doesn't have any effect on output | |
volume, kernel = kernel, volume | |
if method == 'auto': | |
method = choose_conv_method(volume, kernel, mode=mode) | |
if method == 'fft': | |
out = fftconvolve(volume, kernel, mode=mode) | |
result_type = np.result_type(volume, kernel) | |
if result_type.kind in {'u', 'i'}: | |
out = np.around(out) | |
if np.isnan(out.flat[0]) or np.isinf(out.flat[0]): | |
warnings.warn("Use of fft convolution on input with NAN or inf" | |
" results in NAN or inf output. Consider using" | |
" method='direct' instead.", | |
category=RuntimeWarning, stacklevel=2) | |
return out.astype(result_type) | |
elif method == 'direct': | |
# fastpath to faster numpy.convolve for 1d inputs when possible | |
if _np_conv_ok(volume, kernel, mode): | |
return np.convolve(volume, kernel, mode) | |
return correlate(volume, _reverse_and_conj(kernel), mode, 'direct') | |
else: | |
raise ValueError("Acceptable method flags are 'auto'," | |
" 'direct', or 'fft'.") | |
def order_filter(a, domain, rank): | |
""" | |
Perform an order filter on an N-D array. | |
Perform an order filter on the array in. The domain argument acts as a | |
mask centered over each pixel. The non-zero elements of domain are | |
used to select elements surrounding each input pixel which are placed | |
in a list. The list is sorted, and the output for that pixel is the | |
element corresponding to rank in the sorted list. | |
Parameters | |
---------- | |
a : ndarray | |
The N-dimensional input array. | |
domain : array_like | |
A mask array with the same number of dimensions as `a`. | |
Each dimension should have an odd number of elements. | |
rank : int | |
A non-negative integer which selects the element from the | |
sorted list (0 corresponds to the smallest element, 1 is the | |
next smallest element, etc.). | |
Returns | |
------- | |
out : ndarray | |
The results of the order filter in an array with the same | |
shape as `a`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> x = np.arange(25).reshape(5, 5) | |
>>> domain = np.identity(3) | |
>>> x | |
array([[ 0, 1, 2, 3, 4], | |
[ 5, 6, 7, 8, 9], | |
[10, 11, 12, 13, 14], | |
[15, 16, 17, 18, 19], | |
[20, 21, 22, 23, 24]]) | |
>>> signal.order_filter(x, domain, 0) | |
array([[ 0., 0., 0., 0., 0.], | |
[ 0., 0., 1., 2., 0.], | |
[ 0., 5., 6., 7., 0.], | |
[ 0., 10., 11., 12., 0.], | |
[ 0., 0., 0., 0., 0.]]) | |
>>> signal.order_filter(x, domain, 2) | |
array([[ 6., 7., 8., 9., 4.], | |
[ 11., 12., 13., 14., 9.], | |
[ 16., 17., 18., 19., 14.], | |
[ 21., 22., 23., 24., 19.], | |
[ 20., 21., 22., 23., 24.]]) | |
""" | |
domain = np.asarray(domain) | |
for dimsize in domain.shape: | |
if (dimsize % 2) != 1: | |
raise ValueError("Each dimension of domain argument " | |
"should have an odd number of elements.") | |
a = np.asarray(a) | |
if a.dtype in [object, 'float128']: | |
mesg = (f"Using order_filter with arrays of dtype {a.dtype} is " | |
f"deprecated in SciPy 1.11 and will be removed in SciPy 1.14") | |
warnings.warn(mesg, DeprecationWarning, stacklevel=2) | |
result = _sigtools._order_filterND(a, domain, rank) | |
else: | |
result = ndimage.rank_filter(a, rank, footprint=domain, mode='constant') | |
return result | |
def medfilt(volume, kernel_size=None): | |
""" | |
Perform a median filter on an N-dimensional array. | |
Apply a median filter to the input array using a local window-size | |
given by `kernel_size`. The array will automatically be zero-padded. | |
Parameters | |
---------- | |
volume : array_like | |
An N-dimensional input array. | |
kernel_size : array_like, optional | |
A scalar or an N-length list giving the size of the median filter | |
window in each dimension. Elements of `kernel_size` should be odd. | |
If `kernel_size` is a scalar, then this scalar is used as the size in | |
each dimension. Default size is 3 for each dimension. | |
Returns | |
------- | |
out : ndarray | |
An array the same size as input containing the median filtered | |
result. | |
Warns | |
----- | |
UserWarning | |
If array size is smaller than kernel size along any dimension | |
See Also | |
-------- | |
scipy.ndimage.median_filter | |
scipy.signal.medfilt2d | |
Notes | |
----- | |
The more general function `scipy.ndimage.median_filter` has a more | |
efficient implementation of a median filter and therefore runs much faster. | |
For 2-dimensional images with ``uint8``, ``float32`` or ``float64`` dtypes, | |
the specialised function `scipy.signal.medfilt2d` may be faster. | |
""" | |
volume = np.atleast_1d(volume) | |
if kernel_size is None: | |
kernel_size = [3] * volume.ndim | |
kernel_size = np.asarray(kernel_size) | |
if kernel_size.shape == (): | |
kernel_size = np.repeat(kernel_size.item(), volume.ndim) | |
for k in range(volume.ndim): | |
if (kernel_size[k] % 2) != 1: | |
raise ValueError("Each element of kernel_size should be odd.") | |
if any(k > s for k, s in zip(kernel_size, volume.shape)): | |
warnings.warn('kernel_size exceeds volume extent: the volume will be ' | |
'zero-padded.', | |
stacklevel=2) | |
domain = np.ones(kernel_size, dtype=volume.dtype) | |
numels = np.prod(kernel_size, axis=0) | |
order = numels // 2 | |
if volume.dtype in [np.bool_, np.complex64, np.complex128, np.clongdouble, | |
np.float16]: | |
raise ValueError(f"dtype={volume.dtype} is not supported by medfilt") | |
if volume.dtype.char in ['O', 'g']: | |
mesg = (f"Using medfilt with arrays of dtype {volume.dtype} is " | |
f"deprecated in SciPy 1.11 and will be removed in SciPy 1.14") | |
warnings.warn(mesg, DeprecationWarning, stacklevel=2) | |
result = _sigtools._order_filterND(volume, domain, order) | |
else: | |
size = math.prod(kernel_size) | |
result = ndimage.rank_filter(volume, size // 2, size=kernel_size, | |
mode='constant') | |
return result | |
def wiener(im, mysize=None, noise=None): | |
""" | |
Perform a Wiener filter on an N-dimensional array. | |
Apply a Wiener filter to the N-dimensional array `im`. | |
Parameters | |
---------- | |
im : ndarray | |
An N-dimensional array. | |
mysize : int or array_like, optional | |
A scalar or an N-length list giving the size of the Wiener filter | |
window in each dimension. Elements of mysize should be odd. | |
If mysize is a scalar, then this scalar is used as the size | |
in each dimension. | |
noise : float, optional | |
The noise-power to use. If None, then noise is estimated as the | |
average of the local variance of the input. | |
Returns | |
------- | |
out : ndarray | |
Wiener filtered result with the same shape as `im`. | |
Notes | |
----- | |
This implementation is similar to wiener2 in Matlab/Octave. | |
For more details see [1]_ | |
References | |
---------- | |
.. [1] Lim, Jae S., Two-Dimensional Signal and Image Processing, | |
Englewood Cliffs, NJ, Prentice Hall, 1990, p. 548. | |
Examples | |
-------- | |
>>> from scipy.datasets import face | |
>>> from scipy.signal import wiener | |
>>> import matplotlib.pyplot as plt | |
>>> import numpy as np | |
>>> rng = np.random.default_rng() | |
>>> img = rng.random((40, 40)) #Create a random image | |
>>> filtered_img = wiener(img, (5, 5)) #Filter the image | |
>>> f, (plot1, plot2) = plt.subplots(1, 2) | |
>>> plot1.imshow(img) | |
>>> plot2.imshow(filtered_img) | |
>>> plt.show() | |
""" | |
im = np.asarray(im) | |
if mysize is None: | |
mysize = [3] * im.ndim | |
mysize = np.asarray(mysize) | |
if mysize.shape == (): | |
mysize = np.repeat(mysize.item(), im.ndim) | |
# Estimate the local mean | |
lMean = correlate(im, np.ones(mysize), 'same') / np.prod(mysize, axis=0) | |
# Estimate the local variance | |
lVar = (correlate(im ** 2, np.ones(mysize), 'same') / | |
np.prod(mysize, axis=0) - lMean ** 2) | |
# Estimate the noise power if needed. | |
if noise is None: | |
noise = np.mean(np.ravel(lVar), axis=0) | |
res = (im - lMean) | |
res *= (1 - noise / lVar) | |
res += lMean | |
out = np.where(lVar < noise, lMean, res) | |
return out | |
def convolve2d(in1, in2, mode='full', boundary='fill', fillvalue=0): | |
""" | |
Convolve two 2-dimensional arrays. | |
Convolve `in1` and `in2` with output size determined by `mode`, and | |
boundary conditions determined by `boundary` and `fillvalue`. | |
Parameters | |
---------- | |
in1 : array_like | |
First input. | |
in2 : array_like | |
Second input. Should have the same number of dimensions as `in1`. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output: | |
``full`` | |
The output is the full discrete linear convolution | |
of the inputs. (Default) | |
``valid`` | |
The output consists only of those elements that do not | |
rely on the zero-padding. In 'valid' mode, either `in1` or `in2` | |
must be at least as large as the other in every dimension. | |
``same`` | |
The output is the same size as `in1`, centered | |
with respect to the 'full' output. | |
boundary : str {'fill', 'wrap', 'symm'}, optional | |
A flag indicating how to handle boundaries: | |
``fill`` | |
pad input arrays with fillvalue. (default) | |
``wrap`` | |
circular boundary conditions. | |
``symm`` | |
symmetrical boundary conditions. | |
fillvalue : scalar, optional | |
Value to fill pad input arrays with. Default is 0. | |
Returns | |
------- | |
out : ndarray | |
A 2-dimensional array containing a subset of the discrete linear | |
convolution of `in1` with `in2`. | |
Examples | |
-------- | |
Compute the gradient of an image by 2D convolution with a complex Scharr | |
operator. (Horizontal operator is real, vertical is imaginary.) Use | |
symmetric boundary condition to avoid creating edges at the image | |
boundaries. | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy import datasets | |
>>> ascent = datasets.ascent() | |
>>> scharr = np.array([[ -3-3j, 0-10j, +3 -3j], | |
... [-10+0j, 0+ 0j, +10 +0j], | |
... [ -3+3j, 0+10j, +3 +3j]]) # Gx + j*Gy | |
>>> grad = signal.convolve2d(ascent, scharr, boundary='symm', mode='same') | |
>>> import matplotlib.pyplot as plt | |
>>> fig, (ax_orig, ax_mag, ax_ang) = plt.subplots(3, 1, figsize=(6, 15)) | |
>>> ax_orig.imshow(ascent, cmap='gray') | |
>>> ax_orig.set_title('Original') | |
>>> ax_orig.set_axis_off() | |
>>> ax_mag.imshow(np.absolute(grad), cmap='gray') | |
>>> ax_mag.set_title('Gradient magnitude') | |
>>> ax_mag.set_axis_off() | |
>>> ax_ang.imshow(np.angle(grad), cmap='hsv') # hsv is cyclic, like angles | |
>>> ax_ang.set_title('Gradient orientation') | |
>>> ax_ang.set_axis_off() | |
>>> fig.show() | |
""" | |
in1 = np.asarray(in1) | |
in2 = np.asarray(in2) | |
if not in1.ndim == in2.ndim == 2: | |
raise ValueError('convolve2d inputs must both be 2-D arrays') | |
if _inputs_swap_needed(mode, in1.shape, in2.shape): | |
in1, in2 = in2, in1 | |
val = _valfrommode(mode) | |
bval = _bvalfromboundary(boundary) | |
out = _sigtools._convolve2d(in1, in2, 1, val, bval, fillvalue) | |
return out | |
def correlate2d(in1, in2, mode='full', boundary='fill', fillvalue=0): | |
""" | |
Cross-correlate two 2-dimensional arrays. | |
Cross correlate `in1` and `in2` with output size determined by `mode`, and | |
boundary conditions determined by `boundary` and `fillvalue`. | |
Parameters | |
---------- | |
in1 : array_like | |
First input. | |
in2 : array_like | |
Second input. Should have the same number of dimensions as `in1`. | |
mode : str {'full', 'valid', 'same'}, optional | |
A string indicating the size of the output: | |
``full`` | |
The output is the full discrete linear cross-correlation | |
of the inputs. (Default) | |
``valid`` | |
The output consists only of those elements that do not | |
rely on the zero-padding. In 'valid' mode, either `in1` or `in2` | |
must be at least as large as the other in every dimension. | |
``same`` | |
The output is the same size as `in1`, centered | |
with respect to the 'full' output. | |
boundary : str {'fill', 'wrap', 'symm'}, optional | |
A flag indicating how to handle boundaries: | |
``fill`` | |
pad input arrays with fillvalue. (default) | |
``wrap`` | |
circular boundary conditions. | |
``symm`` | |
symmetrical boundary conditions. | |
fillvalue : scalar, optional | |
Value to fill pad input arrays with. Default is 0. | |
Returns | |
------- | |
correlate2d : ndarray | |
A 2-dimensional array containing a subset of the discrete linear | |
cross-correlation of `in1` with `in2`. | |
Notes | |
----- | |
When using "same" mode with even-length inputs, the outputs of `correlate` | |
and `correlate2d` differ: There is a 1-index offset between them. | |
Examples | |
-------- | |
Use 2D cross-correlation to find the location of a template in a noisy | |
image: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy import datasets | |
>>> rng = np.random.default_rng() | |
>>> face = datasets.face(gray=True) - datasets.face(gray=True).mean() | |
>>> template = np.copy(face[300:365, 670:750]) # right eye | |
>>> template -= template.mean() | |
>>> face = face + rng.standard_normal(face.shape) * 50 # add noise | |
>>> corr = signal.correlate2d(face, template, boundary='symm', mode='same') | |
>>> y, x = np.unravel_index(np.argmax(corr), corr.shape) # find the match | |
>>> import matplotlib.pyplot as plt | |
>>> fig, (ax_orig, ax_template, ax_corr) = plt.subplots(3, 1, | |
... figsize=(6, 15)) | |
>>> ax_orig.imshow(face, cmap='gray') | |
>>> ax_orig.set_title('Original') | |
>>> ax_orig.set_axis_off() | |
>>> ax_template.imshow(template, cmap='gray') | |
>>> ax_template.set_title('Template') | |
>>> ax_template.set_axis_off() | |
>>> ax_corr.imshow(corr, cmap='gray') | |
>>> ax_corr.set_title('Cross-correlation') | |
>>> ax_corr.set_axis_off() | |
>>> ax_orig.plot(x, y, 'ro') | |
>>> fig.show() | |
""" | |
in1 = np.asarray(in1) | |
in2 = np.asarray(in2) | |
if not in1.ndim == in2.ndim == 2: | |
raise ValueError('correlate2d inputs must both be 2-D arrays') | |
swapped_inputs = _inputs_swap_needed(mode, in1.shape, in2.shape) | |
if swapped_inputs: | |
in1, in2 = in2, in1 | |
val = _valfrommode(mode) | |
bval = _bvalfromboundary(boundary) | |
out = _sigtools._convolve2d(in1, in2.conj(), 0, val, bval, fillvalue) | |
if swapped_inputs: | |
out = out[::-1, ::-1] | |
return out | |
def medfilt2d(input, kernel_size=3): | |
""" | |
Median filter a 2-dimensional array. | |
Apply a median filter to the `input` array using a local window-size | |
given by `kernel_size` (must be odd). The array is zero-padded | |
automatically. | |
Parameters | |
---------- | |
input : array_like | |
A 2-dimensional input array. | |
kernel_size : array_like, optional | |
A scalar or a list of length 2, giving the size of the | |
median filter window in each dimension. Elements of | |
`kernel_size` should be odd. If `kernel_size` is a scalar, | |
then this scalar is used as the size in each dimension. | |
Default is a kernel of size (3, 3). | |
Returns | |
------- | |
out : ndarray | |
An array the same size as input containing the median filtered | |
result. | |
See Also | |
-------- | |
scipy.ndimage.median_filter | |
Notes | |
----- | |
This is faster than `medfilt` when the input dtype is ``uint8``, | |
``float32``, or ``float64``; for other types, this falls back to | |
`medfilt`. In some situations, `scipy.ndimage.median_filter` may be | |
faster than this function. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> x = np.arange(25).reshape(5, 5) | |
>>> x | |
array([[ 0, 1, 2, 3, 4], | |
[ 5, 6, 7, 8, 9], | |
[10, 11, 12, 13, 14], | |
[15, 16, 17, 18, 19], | |
[20, 21, 22, 23, 24]]) | |
# Replaces i,j with the median out of 5*5 window | |
>>> signal.medfilt2d(x, kernel_size=5) | |
array([[ 0, 0, 2, 0, 0], | |
[ 0, 3, 7, 4, 0], | |
[ 2, 8, 12, 9, 4], | |
[ 0, 8, 12, 9, 0], | |
[ 0, 0, 12, 0, 0]]) | |
# Replaces i,j with the median out of default 3*3 window | |
>>> signal.medfilt2d(x) | |
array([[ 0, 1, 2, 3, 0], | |
[ 1, 6, 7, 8, 4], | |
[ 6, 11, 12, 13, 9], | |
[11, 16, 17, 18, 14], | |
[ 0, 16, 17, 18, 0]]) | |
# Replaces i,j with the median out of default 5*3 window | |
>>> signal.medfilt2d(x, kernel_size=[5,3]) | |
array([[ 0, 1, 2, 3, 0], | |
[ 0, 6, 7, 8, 3], | |
[ 5, 11, 12, 13, 8], | |
[ 5, 11, 12, 13, 8], | |
[ 0, 11, 12, 13, 0]]) | |
# Replaces i,j with the median out of default 3*5 window | |
>>> signal.medfilt2d(x, kernel_size=[3,5]) | |
array([[ 0, 0, 2, 1, 0], | |
[ 1, 5, 7, 6, 3], | |
[ 6, 10, 12, 11, 8], | |
[11, 15, 17, 16, 13], | |
[ 0, 15, 17, 16, 0]]) | |
# As seen in the examples, | |
# kernel numbers must be odd and not exceed original array dim | |
""" | |
image = np.asarray(input) | |
# checking dtype.type, rather than just dtype, is necessary for | |
# excluding np.longdouble with MS Visual C. | |
if image.dtype.type not in (np.ubyte, np.float32, np.float64): | |
return medfilt(image, kernel_size) | |
if kernel_size is None: | |
kernel_size = [3] * 2 | |
kernel_size = np.asarray(kernel_size) | |
if kernel_size.shape == (): | |
kernel_size = np.repeat(kernel_size.item(), 2) | |
for size in kernel_size: | |
if (size % 2) != 1: | |
raise ValueError("Each element of kernel_size should be odd.") | |
return _sigtools._medfilt2d(image, kernel_size) | |
def lfilter(b, a, x, axis=-1, zi=None): | |
""" | |
Filter data along one-dimension with an IIR or FIR filter. | |
Filter a data sequence, `x`, using a digital filter. This works for many | |
fundamental data types (including Object type). The filter is a direct | |
form II transposed implementation of the standard difference equation | |
(see Notes). | |
The function `sosfilt` (and filter design using ``output='sos'``) should be | |
preferred over `lfilter` for most filtering tasks, as second-order sections | |
have fewer numerical problems. | |
Parameters | |
---------- | |
b : array_like | |
The numerator coefficient vector in a 1-D sequence. | |
a : array_like | |
The denominator coefficient vector in a 1-D sequence. If ``a[0]`` | |
is not 1, then both `a` and `b` are normalized by ``a[0]``. | |
x : array_like | |
An N-dimensional input array. | |
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. | |
zi : array_like, optional | |
Initial conditions for the filter delays. It is a vector | |
(or array of vectors for an N-dimensional input) of length | |
``max(len(a), len(b)) - 1``. If `zi` is None or is not given then | |
initial rest is assumed. See `lfiltic` for more information. | |
Returns | |
------- | |
y : array | |
The output of the digital filter. | |
zf : array, optional | |
If `zi` is None, this is not returned, otherwise, `zf` holds the | |
final filter delay values. | |
See Also | |
-------- | |
lfiltic : Construct initial conditions for `lfilter`. | |
lfilter_zi : Compute initial state (steady state of step response) for | |
`lfilter`. | |
filtfilt : A forward-backward filter, to obtain a filter with zero phase. | |
savgol_filter : A Savitzky-Golay filter. | |
sosfilt: Filter data using cascaded second-order sections. | |
sosfiltfilt: A forward-backward filter using second-order sections. | |
Notes | |
----- | |
The filter function is implemented as a direct II transposed structure. | |
This means that the filter implements:: | |
a[0]*y[n] = b[0]*x[n] + b[1]*x[n-1] + ... + b[M]*x[n-M] | |
- a[1]*y[n-1] - ... - a[N]*y[n-N] | |
where `M` is the degree of the numerator, `N` is the degree of the | |
denominator, and `n` is the sample number. It is implemented using | |
the following difference equations (assuming M = N):: | |
a[0]*y[n] = b[0] * x[n] + d[0][n-1] | |
d[0][n] = b[1] * x[n] - a[1] * y[n] + d[1][n-1] | |
d[1][n] = b[2] * x[n] - a[2] * y[n] + d[2][n-1] | |
... | |
d[N-2][n] = b[N-1]*x[n] - a[N-1]*y[n] + d[N-1][n-1] | |
d[N-1][n] = b[N] * x[n] - a[N] * y[n] | |
where `d` are the state variables. | |
The rational transfer function describing this filter in the | |
z-transform domain is:: | |
-1 -M | |
b[0] + b[1]z + ... + b[M] z | |
Y(z) = -------------------------------- X(z) | |
-1 -N | |
a[0] + a[1]z + ... + a[N] z | |
Examples | |
-------- | |
Generate a noisy signal to be filtered: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
>>> t = np.linspace(-1, 1, 201) | |
>>> x = (np.sin(2*np.pi*0.75*t*(1-t) + 2.1) + | |
... 0.1*np.sin(2*np.pi*1.25*t + 1) + | |
... 0.18*np.cos(2*np.pi*3.85*t)) | |
>>> xn = x + rng.standard_normal(len(t)) * 0.08 | |
Create an order 3 lowpass butterworth filter: | |
>>> b, a = signal.butter(3, 0.05) | |
Apply the filter to xn. Use lfilter_zi to choose the initial condition of | |
the filter: | |
>>> zi = signal.lfilter_zi(b, a) | |
>>> z, _ = signal.lfilter(b, a, xn, zi=zi*xn[0]) | |
Apply the filter again, to have a result filtered at an order the same as | |
filtfilt: | |
>>> z2, _ = signal.lfilter(b, a, z, zi=zi*z[0]) | |
Use filtfilt to apply the filter: | |
>>> y = signal.filtfilt(b, a, xn) | |
Plot the original signal and the various filtered versions: | |
>>> plt.figure | |
>>> plt.plot(t, xn, 'b', alpha=0.75) | |
>>> plt.plot(t, z, 'r--', t, z2, 'r', t, y, 'k') | |
>>> plt.legend(('noisy signal', 'lfilter, once', 'lfilter, twice', | |
... 'filtfilt'), loc='best') | |
>>> plt.grid(True) | |
>>> plt.show() | |
""" | |
b = np.atleast_1d(b) | |
a = np.atleast_1d(a) | |
if len(a) == 1: | |
# This path only supports types fdgFDGO to mirror _linear_filter below. | |
# Any of b, a, x, or zi can set the dtype, but there is no default | |
# casting of other types; instead a NotImplementedError is raised. | |
b = np.asarray(b) | |
a = np.asarray(a) | |
if b.ndim != 1 and a.ndim != 1: | |
raise ValueError('object of too small depth for desired array') | |
x = _validate_x(x) | |
inputs = [b, a, x] | |
if zi is not None: | |
# _linear_filter does not broadcast zi, but does do expansion of | |
# singleton dims. | |
zi = np.asarray(zi) | |
if zi.ndim != x.ndim: | |
raise ValueError('object of too small depth for desired array') | |
expected_shape = list(x.shape) | |
expected_shape[axis] = b.shape[0] - 1 | |
expected_shape = tuple(expected_shape) | |
# check the trivial case where zi is the right shape first | |
if zi.shape != expected_shape: | |
strides = zi.ndim * [None] | |
if axis < 0: | |
axis += zi.ndim | |
for k in range(zi.ndim): | |
if k == axis and zi.shape[k] == expected_shape[k]: | |
strides[k] = zi.strides[k] | |
elif k != axis and zi.shape[k] == expected_shape[k]: | |
strides[k] = zi.strides[k] | |
elif k != axis and zi.shape[k] == 1: | |
strides[k] = 0 | |
else: | |
raise ValueError('Unexpected shape for zi: expected ' | |
f'{expected_shape}, found {zi.shape}.') | |
zi = np.lib.stride_tricks.as_strided(zi, expected_shape, | |
strides) | |
inputs.append(zi) | |
dtype = np.result_type(*inputs) | |
if dtype.char not in 'fdgFDGO': | |
raise NotImplementedError("input type '%s' not supported" % dtype) | |
b = np.array(b, dtype=dtype) | |
a = np.asarray(a, dtype=dtype) | |
b /= a[0] | |
x = np.asarray(x, dtype=dtype) | |
out_full = np.apply_along_axis(lambda y: np.convolve(b, y), axis, x) | |
ind = out_full.ndim * [slice(None)] | |
if zi is not None: | |
ind[axis] = slice(zi.shape[axis]) | |
out_full[tuple(ind)] += zi | |
ind[axis] = slice(out_full.shape[axis] - len(b) + 1) | |
out = out_full[tuple(ind)] | |
if zi is None: | |
return out | |
else: | |
ind[axis] = slice(out_full.shape[axis] - len(b) + 1, None) | |
zf = out_full[tuple(ind)] | |
return out, zf | |
else: | |
if zi is None: | |
return _sigtools._linear_filter(b, a, x, axis) | |
else: | |
return _sigtools._linear_filter(b, a, x, axis, zi) | |
def lfiltic(b, a, y, x=None): | |
""" | |
Construct initial conditions for lfilter given input and output vectors. | |
Given a linear filter (b, a) and initial conditions on the output `y` | |
and the input `x`, return the initial conditions on the state vector zi | |
which is used by `lfilter` to generate the output given the input. | |
Parameters | |
---------- | |
b : array_like | |
Linear filter term. | |
a : array_like | |
Linear filter term. | |
y : array_like | |
Initial conditions. | |
If ``N = len(a) - 1``, then ``y = {y[-1], y[-2], ..., y[-N]}``. | |
If `y` is too short, it is padded with zeros. | |
x : array_like, optional | |
Initial conditions. | |
If ``M = len(b) - 1``, then ``x = {x[-1], x[-2], ..., x[-M]}``. | |
If `x` is not given, its initial conditions are assumed zero. | |
If `x` is too short, it is padded with zeros. | |
Returns | |
------- | |
zi : ndarray | |
The state vector ``zi = {z_0[-1], z_1[-1], ..., z_K-1[-1]}``, | |
where ``K = max(M, N)``. | |
See Also | |
-------- | |
lfilter, lfilter_zi | |
""" | |
N = np.size(a) - 1 | |
M = np.size(b) - 1 | |
K = max(M, N) | |
y = np.asarray(y) | |
if x is None: | |
result_type = np.result_type(np.asarray(b), np.asarray(a), y) | |
if result_type.kind in 'bui': | |
result_type = np.float64 | |
x = np.zeros(M, dtype=result_type) | |
else: | |
x = np.asarray(x) | |
result_type = np.result_type(np.asarray(b), np.asarray(a), y, x) | |
if result_type.kind in 'bui': | |
result_type = np.float64 | |
x = x.astype(result_type) | |
L = np.size(x) | |
if L < M: | |
x = np.r_[x, np.zeros(M - L)] | |
y = y.astype(result_type) | |
zi = np.zeros(K, result_type) | |
L = np.size(y) | |
if L < N: | |
y = np.r_[y, np.zeros(N - L)] | |
for m in range(M): | |
zi[m] = np.sum(b[m + 1:] * x[:M - m], axis=0) | |
for m in range(N): | |
zi[m] -= np.sum(a[m + 1:] * y[:N - m], axis=0) | |
return zi | |
def deconvolve(signal, divisor): | |
"""Deconvolves ``divisor`` out of ``signal`` using inverse filtering. | |
Returns the quotient and remainder such that | |
``signal = convolve(divisor, quotient) + remainder`` | |
Parameters | |
---------- | |
signal : (N,) array_like | |
Signal data, typically a recorded signal | |
divisor : (N,) array_like | |
Divisor data, typically an impulse response or filter that was | |
applied to the original signal | |
Returns | |
------- | |
quotient : ndarray | |
Quotient, typically the recovered original signal | |
remainder : ndarray | |
Remainder | |
See Also | |
-------- | |
numpy.polydiv : performs polynomial division (same operation, but | |
also accepts poly1d objects) | |
Examples | |
-------- | |
Deconvolve a signal that's been filtered: | |
>>> from scipy import signal | |
>>> original = [0, 1, 0, 0, 1, 1, 0, 0] | |
>>> impulse_response = [2, 1] | |
>>> recorded = signal.convolve(impulse_response, original) | |
>>> recorded | |
array([0, 2, 1, 0, 2, 3, 1, 0, 0]) | |
>>> recovered, remainder = signal.deconvolve(recorded, impulse_response) | |
>>> recovered | |
array([ 0., 1., 0., 0., 1., 1., 0., 0.]) | |
""" | |
num = np.atleast_1d(signal) | |
den = np.atleast_1d(divisor) | |
if num.ndim > 1: | |
raise ValueError("signal must be 1-D.") | |
if den.ndim > 1: | |
raise ValueError("divisor must be 1-D.") | |
N = len(num) | |
D = len(den) | |
if D > N: | |
quot = [] | |
rem = num | |
else: | |
input = np.zeros(N - D + 1, float) | |
input[0] = 1 | |
quot = lfilter(num, den, input) | |
rem = num - convolve(den, quot, mode='full') | |
return quot, rem | |
def hilbert(x, N=None, axis=-1): | |
""" | |
Compute the analytic signal, using the Hilbert transform. | |
The transformation is done along the last axis by default. | |
Parameters | |
---------- | |
x : array_like | |
Signal data. Must be real. | |
N : int, optional | |
Number of Fourier components. Default: ``x.shape[axis]`` | |
axis : int, optional | |
Axis along which to do the transformation. Default: -1. | |
Returns | |
------- | |
xa : ndarray | |
Analytic signal of `x`, of each 1-D array along `axis` | |
Notes | |
----- | |
The analytic signal ``x_a(t)`` of signal ``x(t)`` is: | |
.. math:: x_a = F^{-1}(F(x) 2U) = x + i y | |
where `F` is the Fourier transform, `U` the unit step function, | |
and `y` the Hilbert transform of `x`. [1]_ | |
In other words, the negative half of the frequency spectrum is zeroed | |
out, turning the real-valued signal into a complex signal. The Hilbert | |
transformed signal can be obtained from ``np.imag(hilbert(x))``, and the | |
original signal from ``np.real(hilbert(x))``. | |
References | |
---------- | |
.. [1] Wikipedia, "Analytic signal". | |
https://en.wikipedia.org/wiki/Analytic_signal | |
.. [2] Leon Cohen, "Time-Frequency Analysis", 1995. Chapter 2. | |
.. [3] Alan V. Oppenheim, Ronald W. Schafer. Discrete-Time Signal | |
Processing, Third Edition, 2009. Chapter 12. | |
ISBN 13: 978-1292-02572-8 | |
Examples | |
-------- | |
In this example we use the Hilbert transform to determine the amplitude | |
envelope and instantaneous frequency of an amplitude-modulated signal. | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> from scipy.signal import hilbert, chirp | |
>>> duration = 1.0 | |
>>> fs = 400.0 | |
>>> samples = int(fs*duration) | |
>>> t = np.arange(samples) / fs | |
We create a chirp of which the frequency increases from 20 Hz to 100 Hz and | |
apply an amplitude modulation. | |
>>> signal = chirp(t, 20.0, t[-1], 100.0) | |
>>> signal *= (1.0 + 0.5 * np.sin(2.0*np.pi*3.0*t) ) | |
The amplitude envelope is given by magnitude of the analytic signal. The | |
instantaneous frequency can be obtained by differentiating the | |
instantaneous phase in respect to time. The instantaneous phase corresponds | |
to the phase angle of the analytic signal. | |
>>> analytic_signal = hilbert(signal) | |
>>> amplitude_envelope = np.abs(analytic_signal) | |
>>> instantaneous_phase = np.unwrap(np.angle(analytic_signal)) | |
>>> instantaneous_frequency = (np.diff(instantaneous_phase) / | |
... (2.0*np.pi) * fs) | |
>>> fig, (ax0, ax1) = plt.subplots(nrows=2) | |
>>> ax0.plot(t, signal, label='signal') | |
>>> ax0.plot(t, amplitude_envelope, label='envelope') | |
>>> ax0.set_xlabel("time in seconds") | |
>>> ax0.legend() | |
>>> ax1.plot(t[1:], instantaneous_frequency) | |
>>> ax1.set_xlabel("time in seconds") | |
>>> ax1.set_ylim(0.0, 120.0) | |
>>> fig.tight_layout() | |
""" | |
x = np.asarray(x) | |
if np.iscomplexobj(x): | |
raise ValueError("x must be real.") | |
if N is None: | |
N = x.shape[axis] | |
if N <= 0: | |
raise ValueError("N must be positive.") | |
Xf = sp_fft.fft(x, N, axis=axis) | |
h = np.zeros(N, dtype=Xf.dtype) | |
if N % 2 == 0: | |
h[0] = h[N // 2] = 1 | |
h[1:N // 2] = 2 | |
else: | |
h[0] = 1 | |
h[1:(N + 1) // 2] = 2 | |
if x.ndim > 1: | |
ind = [np.newaxis] * x.ndim | |
ind[axis] = slice(None) | |
h = h[tuple(ind)] | |
x = sp_fft.ifft(Xf * h, axis=axis) | |
return x | |
def hilbert2(x, N=None): | |
""" | |
Compute the '2-D' analytic signal of `x` | |
Parameters | |
---------- | |
x : array_like | |
2-D signal data. | |
N : int or tuple of two ints, optional | |
Number of Fourier components. Default is ``x.shape`` | |
Returns | |
------- | |
xa : ndarray | |
Analytic signal of `x` taken along axes (0,1). | |
References | |
---------- | |
.. [1] Wikipedia, "Analytic signal", | |
https://en.wikipedia.org/wiki/Analytic_signal | |
""" | |
x = np.atleast_2d(x) | |
if x.ndim > 2: | |
raise ValueError("x must be 2-D.") | |
if np.iscomplexobj(x): | |
raise ValueError("x must be real.") | |
if N is None: | |
N = x.shape | |
elif isinstance(N, int): | |
if N <= 0: | |
raise ValueError("N must be positive.") | |
N = (N, N) | |
elif len(N) != 2 or np.any(np.asarray(N) <= 0): | |
raise ValueError("When given as a tuple, N must hold exactly " | |
"two positive integers") | |
Xf = sp_fft.fft2(x, N, axes=(0, 1)) | |
h1 = np.zeros(N[0], dtype=Xf.dtype) | |
h2 = np.zeros(N[1], dtype=Xf.dtype) | |
for h in (h1, h2): | |
N1 = h.shape[0] | |
if N1 % 2 == 0: | |
h[0] = h[N1 // 2] = 1 | |
h[1:N1 // 2] = 2 | |
else: | |
h[0] = 1 | |
h[1:(N1 + 1) // 2] = 2 | |
h = h1[:, np.newaxis] * h2[np.newaxis, :] | |
k = x.ndim | |
while k > 2: | |
h = h[:, np.newaxis] | |
k -= 1 | |
x = sp_fft.ifft2(Xf * h, axes=(0, 1)) | |
return x | |
_msg_cplx_sort="""cmplx_sort was deprecated in SciPy 1.12 and will be removed | |
in SciPy 1.15. The exact equivalent for a numpy array argument is | |
def cmplx_sort(p): | |
idx = np.argsort(abs(p)) | |
return np.take(p, idx, 0), idx | |
""" | |
def cmplx_sort(p): | |
warnings.warn(_msg_cplx_sort, DeprecationWarning, stacklevel=2) | |
return _cmplx_sort(p) | |
def _cmplx_sort(p): | |
"""Sort roots based on magnitude. | |
Parameters | |
---------- | |
p : array_like | |
The roots to sort, as a 1-D array. | |
Returns | |
------- | |
p_sorted : ndarray | |
Sorted roots. | |
indx : ndarray | |
Array of indices needed to sort the input `p`. | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> vals = [1, 4, 1+1.j, 3] | |
>>> p_sorted, indx = signal.cmplx_sort(vals) | |
>>> p_sorted | |
array([1.+0.j, 1.+1.j, 3.+0.j, 4.+0.j]) | |
>>> indx | |
array([0, 2, 3, 1]) | |
""" | |
p = np.asarray(p) | |
indx = np.argsort(abs(p)) | |
return np.take(p, indx, 0), indx | |
def unique_roots(p, tol=1e-3, rtype='min'): | |
"""Determine unique roots and their multiplicities from a list of roots. | |
Parameters | |
---------- | |
p : array_like | |
The list of roots. | |
tol : float, optional | |
The tolerance for two roots to be considered equal in terms of | |
the distance between them. Default is 1e-3. Refer to Notes about | |
the details on roots grouping. | |
rtype : {'max', 'maximum', 'min', 'minimum', 'avg', 'mean'}, optional | |
How to determine the returned root if multiple roots are within | |
`tol` of each other. | |
- 'max', 'maximum': pick the maximum of those roots | |
- 'min', 'minimum': pick the minimum of those roots | |
- 'avg', 'mean': take the average of those roots | |
When finding minimum or maximum among complex roots they are compared | |
first by the real part and then by the imaginary part. | |
Returns | |
------- | |
unique : ndarray | |
The list of unique roots. | |
multiplicity : ndarray | |
The multiplicity of each root. | |
Notes | |
----- | |
If we have 3 roots ``a``, ``b`` and ``c``, such that ``a`` is close to | |
``b`` and ``b`` is close to ``c`` (distance is less than `tol`), then it | |
doesn't necessarily mean that ``a`` is close to ``c``. It means that roots | |
grouping is not unique. In this function we use "greedy" grouping going | |
through the roots in the order they are given in the input `p`. | |
This utility function is not specific to roots but can be used for any | |
sequence of values for which uniqueness and multiplicity has to be | |
determined. For a more general routine, see `numpy.unique`. | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> vals = [0, 1.3, 1.31, 2.8, 1.25, 2.2, 10.3] | |
>>> uniq, mult = signal.unique_roots(vals, tol=2e-2, rtype='avg') | |
Check which roots have multiplicity larger than 1: | |
>>> uniq[mult > 1] | |
array([ 1.305]) | |
""" | |
if rtype in ['max', 'maximum']: | |
reduce = np.max | |
elif rtype in ['min', 'minimum']: | |
reduce = np.min | |
elif rtype in ['avg', 'mean']: | |
reduce = np.mean | |
else: | |
raise ValueError("`rtype` must be one of " | |
"{'max', 'maximum', 'min', 'minimum', 'avg', 'mean'}") | |
p = np.asarray(p) | |
points = np.empty((len(p), 2)) | |
points[:, 0] = np.real(p) | |
points[:, 1] = np.imag(p) | |
tree = cKDTree(points) | |
p_unique = [] | |
p_multiplicity = [] | |
used = np.zeros(len(p), dtype=bool) | |
for i in range(len(p)): | |
if used[i]: | |
continue | |
group = tree.query_ball_point(points[i], tol) | |
group = [x for x in group if not used[x]] | |
p_unique.append(reduce(p[group])) | |
p_multiplicity.append(len(group)) | |
used[group] = True | |
return np.asarray(p_unique), np.asarray(p_multiplicity) | |
def invres(r, p, k, tol=1e-3, rtype='avg'): | |
"""Compute b(s) and a(s) from partial fraction expansion. | |
If `M` is the degree of numerator `b` and `N` the degree of denominator | |
`a`:: | |
b(s) b[0] s**(M) + b[1] s**(M-1) + ... + b[M] | |
H(s) = ------ = ------------------------------------------ | |
a(s) a[0] s**(N) + a[1] s**(N-1) + ... + a[N] | |
then the partial-fraction expansion H(s) is defined as:: | |
r[0] r[1] r[-1] | |
= -------- + -------- + ... + --------- + k(s) | |
(s-p[0]) (s-p[1]) (s-p[-1]) | |
If there are any repeated roots (closer together than `tol`), then H(s) | |
has terms like:: | |
r[i] r[i+1] r[i+n-1] | |
-------- + ----------- + ... + ----------- | |
(s-p[i]) (s-p[i])**2 (s-p[i])**n | |
This function is used for polynomials in positive powers of s or z, | |
such as analog filters or digital filters in controls engineering. For | |
negative powers of z (typical for digital filters in DSP), use `invresz`. | |
Parameters | |
---------- | |
r : array_like | |
Residues corresponding to the poles. For repeated poles, the residues | |
must be ordered to correspond to ascending by power fractions. | |
p : array_like | |
Poles. Equal poles must be adjacent. | |
k : array_like | |
Coefficients of the direct polynomial term. | |
tol : float, optional | |
The tolerance for two roots to be considered equal in terms of | |
the distance between them. Default is 1e-3. See `unique_roots` | |
for further details. | |
rtype : {'avg', 'min', 'max'}, optional | |
Method for computing a root to represent a group of identical roots. | |
Default is 'avg'. See `unique_roots` for further details. | |
Returns | |
------- | |
b : ndarray | |
Numerator polynomial coefficients. | |
a : ndarray | |
Denominator polynomial coefficients. | |
See Also | |
-------- | |
residue, invresz, unique_roots | |
""" | |
r = np.atleast_1d(r) | |
p = np.atleast_1d(p) | |
k = np.trim_zeros(np.atleast_1d(k), 'f') | |
unique_poles, multiplicity = _group_poles(p, tol, rtype) | |
factors, denominator = _compute_factors(unique_poles, multiplicity, | |
include_powers=True) | |
if len(k) == 0: | |
numerator = 0 | |
else: | |
numerator = np.polymul(k, denominator) | |
for residue, factor in zip(r, factors): | |
numerator = np.polyadd(numerator, residue * factor) | |
return numerator, denominator | |
def _compute_factors(roots, multiplicity, include_powers=False): | |
"""Compute the total polynomial divided by factors for each root.""" | |
current = np.array([1]) | |
suffixes = [current] | |
for pole, mult in zip(roots[-1:0:-1], multiplicity[-1:0:-1]): | |
monomial = np.array([1, -pole]) | |
for _ in range(mult): | |
current = np.polymul(current, monomial) | |
suffixes.append(current) | |
suffixes = suffixes[::-1] | |
factors = [] | |
current = np.array([1]) | |
for pole, mult, suffix in zip(roots, multiplicity, suffixes): | |
monomial = np.array([1, -pole]) | |
block = [] | |
for i in range(mult): | |
if i == 0 or include_powers: | |
block.append(np.polymul(current, suffix)) | |
current = np.polymul(current, monomial) | |
factors.extend(reversed(block)) | |
return factors, current | |
def _compute_residues(poles, multiplicity, numerator): | |
denominator_factors, _ = _compute_factors(poles, multiplicity) | |
numerator = numerator.astype(poles.dtype) | |
residues = [] | |
for pole, mult, factor in zip(poles, multiplicity, | |
denominator_factors): | |
if mult == 1: | |
residues.append(np.polyval(numerator, pole) / | |
np.polyval(factor, pole)) | |
else: | |
numer = numerator.copy() | |
monomial = np.array([1, -pole]) | |
factor, d = np.polydiv(factor, monomial) | |
block = [] | |
for _ in range(mult): | |
numer, n = np.polydiv(numer, monomial) | |
r = n[0] / d[0] | |
numer = np.polysub(numer, r * factor) | |
block.append(r) | |
residues.extend(reversed(block)) | |
return np.asarray(residues) | |
def residue(b, a, tol=1e-3, rtype='avg'): | |
"""Compute partial-fraction expansion of b(s) / a(s). | |
If `M` is the degree of numerator `b` and `N` the degree of denominator | |
`a`:: | |
b(s) b[0] s**(M) + b[1] s**(M-1) + ... + b[M] | |
H(s) = ------ = ------------------------------------------ | |
a(s) a[0] s**(N) + a[1] s**(N-1) + ... + a[N] | |
then the partial-fraction expansion H(s) is defined as:: | |
r[0] r[1] r[-1] | |
= -------- + -------- + ... + --------- + k(s) | |
(s-p[0]) (s-p[1]) (s-p[-1]) | |
If there are any repeated roots (closer together than `tol`), then H(s) | |
has terms like:: | |
r[i] r[i+1] r[i+n-1] | |
-------- + ----------- + ... + ----------- | |
(s-p[i]) (s-p[i])**2 (s-p[i])**n | |
This function is used for polynomials in positive powers of s or z, | |
such as analog filters or digital filters in controls engineering. For | |
negative powers of z (typical for digital filters in DSP), use `residuez`. | |
See Notes for details about the algorithm. | |
Parameters | |
---------- | |
b : array_like | |
Numerator polynomial coefficients. | |
a : array_like | |
Denominator polynomial coefficients. | |
tol : float, optional | |
The tolerance for two roots to be considered equal in terms of | |
the distance between them. Default is 1e-3. See `unique_roots` | |
for further details. | |
rtype : {'avg', 'min', 'max'}, optional | |
Method for computing a root to represent a group of identical roots. | |
Default is 'avg'. See `unique_roots` for further details. | |
Returns | |
------- | |
r : ndarray | |
Residues corresponding to the poles. For repeated poles, the residues | |
are ordered to correspond to ascending by power fractions. | |
p : ndarray | |
Poles ordered by magnitude in ascending order. | |
k : ndarray | |
Coefficients of the direct polynomial term. | |
See Also | |
-------- | |
invres, residuez, numpy.poly, unique_roots | |
Notes | |
----- | |
The "deflation through subtraction" algorithm is used for | |
computations --- method 6 in [1]_. | |
The form of partial fraction expansion depends on poles multiplicity in | |
the exact mathematical sense. However there is no way to exactly | |
determine multiplicity of roots of a polynomial in numerical computing. | |
Thus you should think of the result of `residue` with given `tol` as | |
partial fraction expansion computed for the denominator composed of the | |
computed poles with empirically determined multiplicity. The choice of | |
`tol` can drastically change the result if there are close poles. | |
References | |
---------- | |
.. [1] J. F. Mahoney, B. D. Sivazlian, "Partial fractions expansion: a | |
review of computational methodology and efficiency", Journal of | |
Computational and Applied Mathematics, Vol. 9, 1983. | |
""" | |
b = np.asarray(b) | |
a = np.asarray(a) | |
if (np.issubdtype(b.dtype, np.complexfloating) | |
or np.issubdtype(a.dtype, np.complexfloating)): | |
b = b.astype(complex) | |
a = a.astype(complex) | |
else: | |
b = b.astype(float) | |
a = a.astype(float) | |
b = np.trim_zeros(np.atleast_1d(b), 'f') | |
a = np.trim_zeros(np.atleast_1d(a), 'f') | |
if a.size == 0: | |
raise ValueError("Denominator `a` is zero.") | |
poles = np.roots(a) | |
if b.size == 0: | |
return np.zeros(poles.shape), _cmplx_sort(poles)[0], np.array([]) | |
if len(b) < len(a): | |
k = np.empty(0) | |
else: | |
k, b = np.polydiv(b, a) | |
unique_poles, multiplicity = unique_roots(poles, tol=tol, rtype=rtype) | |
unique_poles, order = _cmplx_sort(unique_poles) | |
multiplicity = multiplicity[order] | |
residues = _compute_residues(unique_poles, multiplicity, b) | |
index = 0 | |
for pole, mult in zip(unique_poles, multiplicity): | |
poles[index:index + mult] = pole | |
index += mult | |
return residues / a[0], poles, k | |
def residuez(b, a, tol=1e-3, rtype='avg'): | |
"""Compute partial-fraction expansion of b(z) / a(z). | |
If `M` is the degree of numerator `b` and `N` the degree of denominator | |
`a`:: | |
b(z) b[0] + b[1] z**(-1) + ... + b[M] z**(-M) | |
H(z) = ------ = ------------------------------------------ | |
a(z) a[0] + a[1] z**(-1) + ... + a[N] z**(-N) | |
then the partial-fraction expansion H(z) is defined as:: | |
r[0] r[-1] | |
= --------------- + ... + ---------------- + k[0] + k[1]z**(-1) ... | |
(1-p[0]z**(-1)) (1-p[-1]z**(-1)) | |
If there are any repeated roots (closer than `tol`), then the partial | |
fraction expansion has terms like:: | |
r[i] r[i+1] r[i+n-1] | |
-------------- + ------------------ + ... + ------------------ | |
(1-p[i]z**(-1)) (1-p[i]z**(-1))**2 (1-p[i]z**(-1))**n | |
This function is used for polynomials in negative powers of z, | |
such as digital filters in DSP. For positive powers, use `residue`. | |
See Notes of `residue` for details about the algorithm. | |
Parameters | |
---------- | |
b : array_like | |
Numerator polynomial coefficients. | |
a : array_like | |
Denominator polynomial coefficients. | |
tol : float, optional | |
The tolerance for two roots to be considered equal in terms of | |
the distance between them. Default is 1e-3. See `unique_roots` | |
for further details. | |
rtype : {'avg', 'min', 'max'}, optional | |
Method for computing a root to represent a group of identical roots. | |
Default is 'avg'. See `unique_roots` for further details. | |
Returns | |
------- | |
r : ndarray | |
Residues corresponding to the poles. For repeated poles, the residues | |
are ordered to correspond to ascending by power fractions. | |
p : ndarray | |
Poles ordered by magnitude in ascending order. | |
k : ndarray | |
Coefficients of the direct polynomial term. | |
See Also | |
-------- | |
invresz, residue, unique_roots | |
""" | |
b = np.asarray(b) | |
a = np.asarray(a) | |
if (np.issubdtype(b.dtype, np.complexfloating) | |
or np.issubdtype(a.dtype, np.complexfloating)): | |
b = b.astype(complex) | |
a = a.astype(complex) | |
else: | |
b = b.astype(float) | |
a = a.astype(float) | |
b = np.trim_zeros(np.atleast_1d(b), 'b') | |
a = np.trim_zeros(np.atleast_1d(a), 'b') | |
if a.size == 0: | |
raise ValueError("Denominator `a` is zero.") | |
elif a[0] == 0: | |
raise ValueError("First coefficient of determinant `a` must be " | |
"non-zero.") | |
poles = np.roots(a) | |
if b.size == 0: | |
return np.zeros(poles.shape), _cmplx_sort(poles)[0], np.array([]) | |
b_rev = b[::-1] | |
a_rev = a[::-1] | |
if len(b_rev) < len(a_rev): | |
k_rev = np.empty(0) | |
else: | |
k_rev, b_rev = np.polydiv(b_rev, a_rev) | |
unique_poles, multiplicity = unique_roots(poles, tol=tol, rtype=rtype) | |
unique_poles, order = _cmplx_sort(unique_poles) | |
multiplicity = multiplicity[order] | |
residues = _compute_residues(1 / unique_poles, multiplicity, b_rev) | |
index = 0 | |
powers = np.empty(len(residues), dtype=int) | |
for pole, mult in zip(unique_poles, multiplicity): | |
poles[index:index + mult] = pole | |
powers[index:index + mult] = 1 + np.arange(mult) | |
index += mult | |
residues *= (-poles) ** powers / a_rev[0] | |
return residues, poles, k_rev[::-1] | |
def _group_poles(poles, tol, rtype): | |
if rtype in ['max', 'maximum']: | |
reduce = np.max | |
elif rtype in ['min', 'minimum']: | |
reduce = np.min | |
elif rtype in ['avg', 'mean']: | |
reduce = np.mean | |
else: | |
raise ValueError("`rtype` must be one of " | |
"{'max', 'maximum', 'min', 'minimum', 'avg', 'mean'}") | |
unique = [] | |
multiplicity = [] | |
pole = poles[0] | |
block = [pole] | |
for i in range(1, len(poles)): | |
if abs(poles[i] - pole) <= tol: | |
block.append(pole) | |
else: | |
unique.append(reduce(block)) | |
multiplicity.append(len(block)) | |
pole = poles[i] | |
block = [pole] | |
unique.append(reduce(block)) | |
multiplicity.append(len(block)) | |
return np.asarray(unique), np.asarray(multiplicity) | |
def invresz(r, p, k, tol=1e-3, rtype='avg'): | |
"""Compute b(z) and a(z) from partial fraction expansion. | |
If `M` is the degree of numerator `b` and `N` the degree of denominator | |
`a`:: | |
b(z) b[0] + b[1] z**(-1) + ... + b[M] z**(-M) | |
H(z) = ------ = ------------------------------------------ | |
a(z) a[0] + a[1] z**(-1) + ... + a[N] z**(-N) | |
then the partial-fraction expansion H(z) is defined as:: | |
r[0] r[-1] | |
= --------------- + ... + ---------------- + k[0] + k[1]z**(-1) ... | |
(1-p[0]z**(-1)) (1-p[-1]z**(-1)) | |
If there are any repeated roots (closer than `tol`), then the partial | |
fraction expansion has terms like:: | |
r[i] r[i+1] r[i+n-1] | |
-------------- + ------------------ + ... + ------------------ | |
(1-p[i]z**(-1)) (1-p[i]z**(-1))**2 (1-p[i]z**(-1))**n | |
This function is used for polynomials in negative powers of z, | |
such as digital filters in DSP. For positive powers, use `invres`. | |
Parameters | |
---------- | |
r : array_like | |
Residues corresponding to the poles. For repeated poles, the residues | |
must be ordered to correspond to ascending by power fractions. | |
p : array_like | |
Poles. Equal poles must be adjacent. | |
k : array_like | |
Coefficients of the direct polynomial term. | |
tol : float, optional | |
The tolerance for two roots to be considered equal in terms of | |
the distance between them. Default is 1e-3. See `unique_roots` | |
for further details. | |
rtype : {'avg', 'min', 'max'}, optional | |
Method for computing a root to represent a group of identical roots. | |
Default is 'avg'. See `unique_roots` for further details. | |
Returns | |
------- | |
b : ndarray | |
Numerator polynomial coefficients. | |
a : ndarray | |
Denominator polynomial coefficients. | |
See Also | |
-------- | |
residuez, unique_roots, invres | |
""" | |
r = np.atleast_1d(r) | |
p = np.atleast_1d(p) | |
k = np.trim_zeros(np.atleast_1d(k), 'b') | |
unique_poles, multiplicity = _group_poles(p, tol, rtype) | |
factors, denominator = _compute_factors(unique_poles, multiplicity, | |
include_powers=True) | |
if len(k) == 0: | |
numerator = 0 | |
else: | |
numerator = np.polymul(k[::-1], denominator[::-1]) | |
for residue, factor in zip(r, factors): | |
numerator = np.polyadd(numerator, residue * factor[::-1]) | |
return numerator[::-1], denominator | |
def resample(x, num, t=None, axis=0, window=None, domain='time'): | |
""" | |
Resample `x` to `num` samples using Fourier method along the given axis. | |
The resampled signal starts at the same value as `x` but is sampled | |
with a spacing of ``len(x) / num * (spacing of x)``. Because a | |
Fourier method is used, the signal is assumed to be periodic. | |
Parameters | |
---------- | |
x : array_like | |
The data to be resampled. | |
num : int | |
The number of samples in the resampled signal. | |
t : array_like, optional | |
If `t` is given, it is assumed to be the equally spaced sample | |
positions associated with the signal data in `x`. | |
axis : int, optional | |
The axis of `x` that is resampled. Default is 0. | |
window : array_like, callable, string, float, or tuple, optional | |
Specifies the window applied to the signal in the Fourier | |
domain. See below for details. | |
domain : string, optional | |
A string indicating the domain of the input `x`: | |
``time`` Consider the input `x` as time-domain (Default), | |
``freq`` Consider the input `x` as frequency-domain. | |
Returns | |
------- | |
resampled_x or (resampled_x, resampled_t) | |
Either the resampled array, or, if `t` was given, a tuple | |
containing the resampled array and the corresponding resampled | |
positions. | |
See Also | |
-------- | |
decimate : Downsample the signal after applying an FIR or IIR filter. | |
resample_poly : Resample using polyphase filtering and an FIR filter. | |
Notes | |
----- | |
The argument `window` controls a Fourier-domain window that tapers | |
the Fourier spectrum before zero-padding to alleviate ringing in | |
the resampled values for sampled signals you didn't intend to be | |
interpreted as band-limited. | |
If `window` is a function, then it is called with a vector of inputs | |
indicating the frequency bins (i.e. fftfreq(x.shape[axis]) ). | |
If `window` is an array of the same length as `x.shape[axis]` it is | |
assumed to be the window to be applied directly in the Fourier | |
domain (with dc and low-frequency first). | |
For any other type of `window`, the function `scipy.signal.get_window` | |
is called to generate the window. | |
The first sample of the returned vector is the same as the first | |
sample of the input vector. The spacing between samples is changed | |
from ``dx`` to ``dx * len(x) / num``. | |
If `t` is not None, then it is used solely to calculate the resampled | |
positions `resampled_t` | |
As noted, `resample` uses FFT transformations, which can be very | |
slow if the number of input or output samples is large and prime; | |
see `scipy.fft.fft`. | |
Examples | |
-------- | |
Note that the end of the resampled data rises to meet the first | |
sample of the next cycle: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> x = np.linspace(0, 10, 20, endpoint=False) | |
>>> y = np.cos(-x**2/6.0) | |
>>> f = signal.resample(y, 100) | |
>>> xnew = np.linspace(0, 10, 100, endpoint=False) | |
>>> import matplotlib.pyplot as plt | |
>>> plt.plot(x, y, 'go-', xnew, f, '.-', 10, y[0], 'ro') | |
>>> plt.legend(['data', 'resampled'], loc='best') | |
>>> plt.show() | |
""" | |
if domain not in ('time', 'freq'): | |
raise ValueError("Acceptable domain flags are 'time' or" | |
f" 'freq', not domain={domain}") | |
x = np.asarray(x) | |
Nx = x.shape[axis] | |
# Check if we can use faster real FFT | |
real_input = np.isrealobj(x) | |
if domain == 'time': | |
# Forward transform | |
if real_input: | |
X = sp_fft.rfft(x, axis=axis) | |
else: # Full complex FFT | |
X = sp_fft.fft(x, axis=axis) | |
else: # domain == 'freq' | |
X = x | |
# Apply window to spectrum | |
if window is not None: | |
if callable(window): | |
W = window(sp_fft.fftfreq(Nx)) | |
elif isinstance(window, np.ndarray): | |
if window.shape != (Nx,): | |
raise ValueError('window must have the same length as data') | |
W = window | |
else: | |
W = sp_fft.ifftshift(get_window(window, Nx)) | |
newshape_W = [1] * x.ndim | |
newshape_W[axis] = X.shape[axis] | |
if real_input: | |
# Fold the window back on itself to mimic complex behavior | |
W_real = W.copy() | |
W_real[1:] += W_real[-1:0:-1] | |
W_real[1:] *= 0.5 | |
X *= W_real[:newshape_W[axis]].reshape(newshape_W) | |
else: | |
X *= W.reshape(newshape_W) | |
# Copy each half of the original spectrum to the output spectrum, either | |
# truncating high frequencies (downsampling) or zero-padding them | |
# (upsampling) | |
# Placeholder array for output spectrum | |
newshape = list(x.shape) | |
if real_input: | |
newshape[axis] = num // 2 + 1 | |
else: | |
newshape[axis] = num | |
Y = np.zeros(newshape, X.dtype) | |
# Copy positive frequency components (and Nyquist, if present) | |
N = min(num, Nx) | |
nyq = N // 2 + 1 # Slice index that includes Nyquist if present | |
sl = [slice(None)] * x.ndim | |
sl[axis] = slice(0, nyq) | |
Y[tuple(sl)] = X[tuple(sl)] | |
if not real_input: | |
# Copy negative frequency components | |
if N > 2: # (slice expression doesn't collapse to empty array) | |
sl[axis] = slice(nyq - N, None) | |
Y[tuple(sl)] = X[tuple(sl)] | |
# Split/join Nyquist component(s) if present | |
# So far we have set Y[+N/2]=X[+N/2] | |
if N % 2 == 0: | |
if num < Nx: # downsampling | |
if real_input: | |
sl[axis] = slice(N//2, N//2 + 1) | |
Y[tuple(sl)] *= 2. | |
else: | |
# select the component of Y at frequency +N/2, | |
# add the component of X at -N/2 | |
sl[axis] = slice(-N//2, -N//2 + 1) | |
Y[tuple(sl)] += X[tuple(sl)] | |
elif Nx < num: # upsampling | |
# select the component at frequency +N/2 and halve it | |
sl[axis] = slice(N//2, N//2 + 1) | |
Y[tuple(sl)] *= 0.5 | |
if not real_input: | |
temp = Y[tuple(sl)] | |
# set the component at -N/2 equal to the component at +N/2 | |
sl[axis] = slice(num-N//2, num-N//2 + 1) | |
Y[tuple(sl)] = temp | |
# Inverse transform | |
if real_input: | |
y = sp_fft.irfft(Y, num, axis=axis) | |
else: | |
y = sp_fft.ifft(Y, axis=axis, overwrite_x=True) | |
y *= (float(num) / float(Nx)) | |
if t is None: | |
return y | |
else: | |
new_t = np.arange(0, num) * (t[1] - t[0]) * Nx / float(num) + t[0] | |
return y, new_t | |
def resample_poly(x, up, down, axis=0, window=('kaiser', 5.0), | |
padtype='constant', cval=None): | |
""" | |
Resample `x` along the given axis using polyphase filtering. | |
The signal `x` is upsampled by the factor `up`, a zero-phase low-pass | |
FIR filter is applied, and then it is downsampled by the factor `down`. | |
The resulting sample rate is ``up / down`` times the original sample | |
rate. By default, values beyond the boundary of the signal are assumed | |
to be zero during the filtering step. | |
Parameters | |
---------- | |
x : array_like | |
The data to be resampled. | |
up : int | |
The upsampling factor. | |
down : int | |
The downsampling factor. | |
axis : int, optional | |
The axis of `x` that is resampled. Default is 0. | |
window : string, tuple, or array_like, optional | |
Desired window to use to design the low-pass filter, or the FIR filter | |
coefficients to employ. See below for details. | |
padtype : string, optional | |
`constant`, `line`, `mean`, `median`, `maximum`, `minimum` or any of | |
the other signal extension modes supported by `scipy.signal.upfirdn`. | |
Changes assumptions on values beyond the boundary. If `constant`, | |
assumed to be `cval` (default zero). If `line` assumed to continue a | |
linear trend defined by the first and last points. `mean`, `median`, | |
`maximum` and `minimum` work as in `np.pad` and assume that the values | |
beyond the boundary are the mean, median, maximum or minimum | |
respectively of the array along the axis. | |
.. versionadded:: 1.4.0 | |
cval : float, optional | |
Value to use if `padtype='constant'`. Default is zero. | |
.. versionadded:: 1.4.0 | |
Returns | |
------- | |
resampled_x : array | |
The resampled array. | |
See Also | |
-------- | |
decimate : Downsample the signal after applying an FIR or IIR filter. | |
resample : Resample up or down using the FFT method. | |
Notes | |
----- | |
This polyphase method will likely be faster than the Fourier method | |
in `scipy.signal.resample` when the number of samples is large and | |
prime, or when the number of samples is large and `up` and `down` | |
share a large greatest common denominator. The length of the FIR | |
filter used will depend on ``max(up, down) // gcd(up, down)``, and | |
the number of operations during polyphase filtering will depend on | |
the filter length and `down` (see `scipy.signal.upfirdn` for details). | |
The argument `window` specifies the FIR low-pass filter design. | |
If `window` is an array_like it is assumed to be the FIR filter | |
coefficients. Note that the FIR filter is applied after the upsampling | |
step, so it should be designed to operate on a signal at a sampling | |
frequency higher than the original by a factor of `up//gcd(up, down)`. | |
This function's output will be centered with respect to this array, so it | |
is best to pass a symmetric filter with an odd number of samples if, as | |
is usually the case, a zero-phase filter is desired. | |
For any other type of `window`, the functions `scipy.signal.get_window` | |
and `scipy.signal.firwin` are called to generate the appropriate filter | |
coefficients. | |
The first sample of the returned vector is the same as the first | |
sample of the input vector. The spacing between samples is changed | |
from ``dx`` to ``dx * down / float(up)``. | |
Examples | |
-------- | |
By default, the end of the resampled data rises to meet the first | |
sample of the next cycle for the FFT method, and gets closer to zero | |
for the polyphase method: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> x = np.linspace(0, 10, 20, endpoint=False) | |
>>> y = np.cos(-x**2/6.0) | |
>>> f_fft = signal.resample(y, 100) | |
>>> f_poly = signal.resample_poly(y, 100, 20) | |
>>> xnew = np.linspace(0, 10, 100, endpoint=False) | |
>>> plt.plot(xnew, f_fft, 'b.-', xnew, f_poly, 'r.-') | |
>>> plt.plot(x, y, 'ko-') | |
>>> plt.plot(10, y[0], 'bo', 10, 0., 'ro') # boundaries | |
>>> plt.legend(['resample', 'resamp_poly', 'data'], loc='best') | |
>>> plt.show() | |
This default behaviour can be changed by using the padtype option: | |
>>> N = 5 | |
>>> x = np.linspace(0, 1, N, endpoint=False) | |
>>> y = 2 + x**2 - 1.7*np.sin(x) + .2*np.cos(11*x) | |
>>> y2 = 1 + x**3 + 0.1*np.sin(x) + .1*np.cos(11*x) | |
>>> Y = np.stack([y, y2], axis=-1) | |
>>> up = 4 | |
>>> xr = np.linspace(0, 1, N*up, endpoint=False) | |
>>> y2 = signal.resample_poly(Y, up, 1, padtype='constant') | |
>>> y3 = signal.resample_poly(Y, up, 1, padtype='mean') | |
>>> y4 = signal.resample_poly(Y, up, 1, padtype='line') | |
>>> for i in [0,1]: | |
... plt.figure() | |
... plt.plot(xr, y4[:,i], 'g.', label='line') | |
... plt.plot(xr, y3[:,i], 'y.', label='mean') | |
... plt.plot(xr, y2[:,i], 'r.', label='constant') | |
... plt.plot(x, Y[:,i], 'k-') | |
... plt.legend() | |
>>> plt.show() | |
""" | |
x = np.asarray(x) | |
if up != int(up): | |
raise ValueError("up must be an integer") | |
if down != int(down): | |
raise ValueError("down must be an integer") | |
up = int(up) | |
down = int(down) | |
if up < 1 or down < 1: | |
raise ValueError('up and down must be >= 1') | |
if cval is not None and padtype != 'constant': | |
raise ValueError('cval has no effect when padtype is ', padtype) | |
# Determine our up and down factors | |
# Use a rational approximation to save computation time on really long | |
# signals | |
g_ = math.gcd(up, down) | |
up //= g_ | |
down //= g_ | |
if up == down == 1: | |
return x.copy() | |
n_in = x.shape[axis] | |
n_out = n_in * up | |
n_out = n_out // down + bool(n_out % down) | |
if isinstance(window, (list, np.ndarray)): | |
window = np.array(window) # use array to force a copy (we modify it) | |
if window.ndim > 1: | |
raise ValueError('window must be 1-D') | |
half_len = (window.size - 1) // 2 | |
h = window | |
else: | |
# Design a linear-phase low-pass FIR filter | |
max_rate = max(up, down) | |
f_c = 1. / max_rate # cutoff of FIR filter (rel. to Nyquist) | |
half_len = 10 * max_rate # reasonable cutoff for sinc-like function | |
h = firwin(2 * half_len + 1, f_c, | |
window=window).astype(x.dtype) # match dtype of x | |
h *= up | |
# Zero-pad our filter to put the output samples at the center | |
n_pre_pad = (down - half_len % down) | |
n_post_pad = 0 | |
n_pre_remove = (half_len + n_pre_pad) // down | |
# We should rarely need to do this given our filter lengths... | |
while _output_len(len(h) + n_pre_pad + n_post_pad, n_in, | |
up, down) < n_out + n_pre_remove: | |
n_post_pad += 1 | |
h = np.concatenate((np.zeros(n_pre_pad, dtype=h.dtype), h, | |
np.zeros(n_post_pad, dtype=h.dtype))) | |
n_pre_remove_end = n_pre_remove + n_out | |
# Remove background depending on the padtype option | |
funcs = {'mean': np.mean, 'median': np.median, | |
'minimum': np.amin, 'maximum': np.amax} | |
upfirdn_kwargs = {'mode': 'constant', 'cval': 0} | |
if padtype in funcs: | |
background_values = funcs[padtype](x, axis=axis, keepdims=True) | |
elif padtype in _upfirdn_modes: | |
upfirdn_kwargs = {'mode': padtype} | |
if padtype == 'constant': | |
if cval is None: | |
cval = 0 | |
upfirdn_kwargs['cval'] = cval | |
else: | |
raise ValueError( | |
'padtype must be one of: maximum, mean, median, minimum, ' + | |
', '.join(_upfirdn_modes)) | |
if padtype in funcs: | |
x = x - background_values | |
# filter then remove excess | |
y = upfirdn(h, x, up, down, axis=axis, **upfirdn_kwargs) | |
keep = [slice(None), ]*x.ndim | |
keep[axis] = slice(n_pre_remove, n_pre_remove_end) | |
y_keep = y[tuple(keep)] | |
# Add background back | |
if padtype in funcs: | |
y_keep += background_values | |
return y_keep | |
def vectorstrength(events, period): | |
''' | |
Determine the vector strength of the events corresponding to the given | |
period. | |
The vector strength is a measure of phase synchrony, how well the | |
timing of the events is synchronized to a single period of a periodic | |
signal. | |
If multiple periods are used, calculate the vector strength of each. | |
This is called the "resonating vector strength". | |
Parameters | |
---------- | |
events : 1D array_like | |
An array of time points containing the timing of the events. | |
period : float or array_like | |
The period of the signal that the events should synchronize to. | |
The period is in the same units as `events`. It can also be an array | |
of periods, in which case the outputs are arrays of the same length. | |
Returns | |
------- | |
strength : float or 1D array | |
The strength of the synchronization. 1.0 is perfect synchronization | |
and 0.0 is no synchronization. If `period` is an array, this is also | |
an array with each element containing the vector strength at the | |
corresponding period. | |
phase : float or array | |
The phase that the events are most strongly synchronized to in radians. | |
If `period` is an array, this is also an array with each element | |
containing the phase for the corresponding period. | |
References | |
---------- | |
van Hemmen, JL, Longtin, A, and Vollmayr, AN. Testing resonating vector | |
strength: Auditory system, electric fish, and noise. | |
Chaos 21, 047508 (2011); | |
:doi:`10.1063/1.3670512`. | |
van Hemmen, JL. Vector strength after Goldberg, Brown, and von Mises: | |
biological and mathematical perspectives. Biol Cybern. | |
2013 Aug;107(4):385-96. :doi:`10.1007/s00422-013-0561-7`. | |
van Hemmen, JL and Vollmayr, AN. Resonating vector strength: what happens | |
when we vary the "probing" frequency while keeping the spike times | |
fixed. Biol Cybern. 2013 Aug;107(4):491-94. | |
:doi:`10.1007/s00422-013-0560-8`. | |
''' | |
events = np.asarray(events) | |
period = np.asarray(period) | |
if events.ndim > 1: | |
raise ValueError('events cannot have dimensions more than 1') | |
if period.ndim > 1: | |
raise ValueError('period cannot have dimensions more than 1') | |
# we need to know later if period was originally a scalar | |
scalarperiod = not period.ndim | |
events = np.atleast_2d(events) | |
period = np.atleast_2d(period) | |
if (period <= 0).any(): | |
raise ValueError('periods must be positive') | |
# this converts the times to vectors | |
vectors = np.exp(np.dot(2j*np.pi/period.T, events)) | |
# the vector strength is just the magnitude of the mean of the vectors | |
# the vector phase is the angle of the mean of the vectors | |
vectormean = np.mean(vectors, axis=1) | |
strength = abs(vectormean) | |
phase = np.angle(vectormean) | |
# if the original period was a scalar, return scalars | |
if scalarperiod: | |
strength = strength[0] | |
phase = phase[0] | |
return strength, phase | |
def detrend(data, axis=-1, type='linear', bp=0, overwrite_data=False): | |
""" | |
Remove linear trend along axis from data. | |
Parameters | |
---------- | |
data : array_like | |
The input data. | |
axis : int, optional | |
The axis along which to detrend the data. By default this is the | |
last axis (-1). | |
type : {'linear', 'constant'}, optional | |
The type of detrending. If ``type == 'linear'`` (default), | |
the result of a linear least-squares fit to `data` is subtracted | |
from `data`. | |
If ``type == 'constant'``, only the mean of `data` is subtracted. | |
bp : array_like of ints, optional | |
A sequence of break points. If given, an individual linear fit is | |
performed for each part of `data` between two break points. | |
Break points are specified as indices into `data`. This parameter | |
only has an effect when ``type == 'linear'``. | |
overwrite_data : bool, optional | |
If True, perform in place detrending and avoid a copy. Default is False | |
Returns | |
------- | |
ret : ndarray | |
The detrended input data. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> rng = np.random.default_rng() | |
>>> npoints = 1000 | |
>>> noise = rng.standard_normal(npoints) | |
>>> x = 3 + 2*np.linspace(0, 1, npoints) + noise | |
>>> (signal.detrend(x) - noise).max() | |
0.06 # random | |
""" | |
if type not in ['linear', 'l', 'constant', 'c']: | |
raise ValueError("Trend type must be 'linear' or 'constant'.") | |
data = np.asarray(data) | |
dtype = data.dtype.char | |
if dtype not in 'dfDF': | |
dtype = 'd' | |
if type in ['constant', 'c']: | |
ret = data - np.mean(data, axis, keepdims=True) | |
return ret | |
else: | |
dshape = data.shape | |
N = dshape[axis] | |
bp = np.sort(np.unique(np.concatenate(np.atleast_1d(0, bp, N)))) | |
if np.any(bp > N): | |
raise ValueError("Breakpoints must be less than length " | |
"of data along given axis.") | |
# Restructure data so that axis is along first dimension and | |
# all other dimensions are collapsed into second dimension | |
rnk = len(dshape) | |
if axis < 0: | |
axis = axis + rnk | |
newdata = np.moveaxis(data, axis, 0) | |
newdata_shape = newdata.shape | |
newdata = newdata.reshape(N, -1) | |
if not overwrite_data: | |
newdata = newdata.copy() # make sure we have a copy | |
if newdata.dtype.char not in 'dfDF': | |
newdata = newdata.astype(dtype) | |
# Nreg = len(bp) - 1 | |
# Find leastsq fit and remove it for each piece | |
for m in range(len(bp) - 1): | |
Npts = bp[m + 1] - bp[m] | |
A = np.ones((Npts, 2), dtype) | |
A[:, 0] = np.arange(1, Npts + 1, dtype=dtype) / Npts | |
sl = slice(bp[m], bp[m + 1]) | |
coef, resids, rank, s = linalg.lstsq(A, newdata[sl]) | |
newdata[sl] = newdata[sl] - A @ coef | |
# Put data back in original shape. | |
newdata = newdata.reshape(newdata_shape) | |
ret = np.moveaxis(newdata, 0, axis) | |
return ret | |
def lfilter_zi(b, a): | |
""" | |
Construct initial conditions for lfilter for step response steady-state. | |
Compute an initial state `zi` for the `lfilter` function that corresponds | |
to the steady state of the step response. | |
A typical use of this function is to set the initial state so that the | |
output of the filter starts at the same value as the first element of | |
the signal to be filtered. | |
Parameters | |
---------- | |
b, a : array_like (1-D) | |
The IIR filter coefficients. See `lfilter` for more | |
information. | |
Returns | |
------- | |
zi : 1-D ndarray | |
The initial state for the filter. | |
See Also | |
-------- | |
lfilter, lfiltic, filtfilt | |
Notes | |
----- | |
A linear filter with order m has a state space representation (A, B, C, D), | |
for which the output y of the filter can be expressed as:: | |
z(n+1) = A*z(n) + B*x(n) | |
y(n) = C*z(n) + D*x(n) | |
where z(n) is a vector of length m, A has shape (m, m), B has shape | |
(m, 1), C has shape (1, m) and D has shape (1, 1) (assuming x(n) is | |
a scalar). lfilter_zi solves:: | |
zi = A*zi + B | |
In other words, it finds the initial condition for which the response | |
to an input of all ones is a constant. | |
Given the filter coefficients `a` and `b`, the state space matrices | |
for the transposed direct form II implementation of the linear filter, | |
which is the implementation used by scipy.signal.lfilter, are:: | |
A = scipy.linalg.companion(a).T | |
B = b[1:] - a[1:]*b[0] | |
assuming `a[0]` is 1.0; if `a[0]` is not 1, `a` and `b` are first | |
divided by a[0]. | |
Examples | |
-------- | |
The following code creates a lowpass Butterworth filter. Then it | |
applies that filter to an array whose values are all 1.0; the | |
output is also all 1.0, as expected for a lowpass filter. If the | |
`zi` argument of `lfilter` had not been given, the output would have | |
shown the transient signal. | |
>>> from numpy import array, ones | |
>>> from scipy.signal import lfilter, lfilter_zi, butter | |
>>> b, a = butter(5, 0.25) | |
>>> zi = lfilter_zi(b, a) | |
>>> y, zo = lfilter(b, a, ones(10), zi=zi) | |
>>> y | |
array([1., 1., 1., 1., 1., 1., 1., 1., 1., 1.]) | |
Another example: | |
>>> x = array([0.5, 0.5, 0.5, 0.0, 0.0, 0.0, 0.0]) | |
>>> y, zf = lfilter(b, a, x, zi=zi*x[0]) | |
>>> y | |
array([ 0.5 , 0.5 , 0.5 , 0.49836039, 0.48610528, | |
0.44399389, 0.35505241]) | |
Note that the `zi` argument to `lfilter` was computed using | |
`lfilter_zi` and scaled by `x[0]`. Then the output `y` has no | |
transient until the input drops from 0.5 to 0.0. | |
""" | |
# FIXME: Can this function be replaced with an appropriate | |
# use of lfiltic? For example, when b,a = butter(N,Wn), | |
# lfiltic(b, a, y=numpy.ones_like(a), x=numpy.ones_like(b)). | |
# | |
# We could use scipy.signal.normalize, but it uses warnings in | |
# cases where a ValueError is more appropriate, and it allows | |
# b to be 2D. | |
b = np.atleast_1d(b) | |
if b.ndim != 1: | |
raise ValueError("Numerator b must be 1-D.") | |
a = np.atleast_1d(a) | |
if a.ndim != 1: | |
raise ValueError("Denominator a must be 1-D.") | |
while len(a) > 1 and a[0] == 0.0: | |
a = a[1:] | |
if a.size < 1: | |
raise ValueError("There must be at least one nonzero `a` coefficient.") | |
if a[0] != 1.0: | |
# Normalize the coefficients so a[0] == 1. | |
b = b / a[0] | |
a = a / a[0] | |
n = max(len(a), len(b)) | |
# Pad a or b with zeros so they are the same length. | |
if len(a) < n: | |
a = np.r_[a, np.zeros(n - len(a), dtype=a.dtype)] | |
elif len(b) < n: | |
b = np.r_[b, np.zeros(n - len(b), dtype=b.dtype)] | |
IminusA = np.eye(n - 1, dtype=np.result_type(a, b)) - linalg.companion(a).T | |
B = b[1:] - a[1:] * b[0] | |
# Solve zi = A*zi + B | |
zi = np.linalg.solve(IminusA, B) | |
# For future reference: we could also use the following | |
# explicit formulas to solve the linear system: | |
# | |
# zi = np.zeros(n - 1) | |
# zi[0] = B.sum() / IminusA[:,0].sum() | |
# asum = 1.0 | |
# csum = 0.0 | |
# for k in range(1,n-1): | |
# asum += a[k] | |
# csum += b[k] - a[k]*b[0] | |
# zi[k] = asum*zi[0] - csum | |
return zi | |
def sosfilt_zi(sos): | |
""" | |
Construct initial conditions for sosfilt for step response steady-state. | |
Compute an initial state `zi` for the `sosfilt` function that corresponds | |
to the steady state of the step response. | |
A typical use of this function is to set the initial state so that the | |
output of the filter starts at the same value as the first element of | |
the signal to be filtered. | |
Parameters | |
---------- | |
sos : array_like | |
Array of second-order filter coefficients, must have shape | |
``(n_sections, 6)``. See `sosfilt` for the SOS filter format | |
specification. | |
Returns | |
------- | |
zi : ndarray | |
Initial conditions suitable for use with ``sosfilt``, shape | |
``(n_sections, 2)``. | |
See Also | |
-------- | |
sosfilt, zpk2sos | |
Notes | |
----- | |
.. versionadded:: 0.16.0 | |
Examples | |
-------- | |
Filter a rectangular pulse that begins at time 0, with and without | |
the use of the `zi` argument of `scipy.signal.sosfilt`. | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> sos = signal.butter(9, 0.125, output='sos') | |
>>> zi = signal.sosfilt_zi(sos) | |
>>> x = (np.arange(250) < 100).astype(int) | |
>>> f1 = signal.sosfilt(sos, x) | |
>>> f2, zo = signal.sosfilt(sos, x, zi=zi) | |
>>> plt.plot(x, 'k--', label='x') | |
>>> plt.plot(f1, 'b', alpha=0.5, linewidth=2, label='filtered') | |
>>> plt.plot(f2, 'g', alpha=0.25, linewidth=4, label='filtered with zi') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
sos = np.asarray(sos) | |
if sos.ndim != 2 or sos.shape[1] != 6: | |
raise ValueError('sos must be shape (n_sections, 6)') | |
if sos.dtype.kind in 'bui': | |
sos = sos.astype(np.float64) | |
n_sections = sos.shape[0] | |
zi = np.empty((n_sections, 2), dtype=sos.dtype) | |
scale = 1.0 | |
for section in range(n_sections): | |
b = sos[section, :3] | |
a = sos[section, 3:] | |
zi[section] = scale * lfilter_zi(b, a) | |
# If H(z) = B(z)/A(z) is this section's transfer function, then | |
# b.sum()/a.sum() is H(1), the gain at omega=0. That's the steady | |
# state value of this section's step response. | |
scale *= b.sum() / a.sum() | |
return zi | |
def _filtfilt_gust(b, a, x, axis=-1, irlen=None): | |
"""Forward-backward IIR filter that uses Gustafsson's method. | |
Apply the IIR filter defined by `(b,a)` to `x` twice, first forward | |
then backward, using Gustafsson's initial conditions [1]_. | |
Let ``y_fb`` be the result of filtering first forward and then backward, | |
and let ``y_bf`` be the result of filtering first backward then forward. | |
Gustafsson's method is to compute initial conditions for the forward | |
pass and the backward pass such that ``y_fb == y_bf``. | |
Parameters | |
---------- | |
b : scalar or 1-D ndarray | |
Numerator coefficients of the filter. | |
a : scalar or 1-D ndarray | |
Denominator coefficients of the filter. | |
x : ndarray | |
Data to be filtered. | |
axis : int, optional | |
Axis of `x` to be filtered. Default is -1. | |
irlen : int or None, optional | |
The length of the nonnegligible part of the impulse response. | |
If `irlen` is None, or if the length of the signal is less than | |
``2 * irlen``, then no part of the impulse response is ignored. | |
Returns | |
------- | |
y : ndarray | |
The filtered data. | |
x0 : ndarray | |
Initial condition for the forward filter. | |
x1 : ndarray | |
Initial condition for the backward filter. | |
Notes | |
----- | |
Typically the return values `x0` and `x1` are not needed by the | |
caller. The intended use of these return values is in unit tests. | |
References | |
---------- | |
.. [1] F. Gustaffson. Determining the initial states in forward-backward | |
filtering. Transactions on Signal Processing, 46(4):988-992, 1996. | |
""" | |
# In the comments, "Gustafsson's paper" and [1] refer to the | |
# paper referenced in the docstring. | |
b = np.atleast_1d(b) | |
a = np.atleast_1d(a) | |
order = max(len(b), len(a)) - 1 | |
if order == 0: | |
# The filter is just scalar multiplication, with no state. | |
scale = (b[0] / a[0])**2 | |
y = scale * x | |
return y, np.array([]), np.array([]) | |
if axis != -1 or axis != x.ndim - 1: | |
# Move the axis containing the data to the end. | |
x = np.swapaxes(x, axis, x.ndim - 1) | |
# n is the number of samples in the data to be filtered. | |
n = x.shape[-1] | |
if irlen is None or n <= 2*irlen: | |
m = n | |
else: | |
m = irlen | |
# Create Obs, the observability matrix (called O in the paper). | |
# This matrix can be interpreted as the operator that propagates | |
# an arbitrary initial state to the output, assuming the input is | |
# zero. | |
# In Gustafsson's paper, the forward and backward filters are not | |
# necessarily the same, so he has both O_f and O_b. We use the same | |
# filter in both directions, so we only need O. The same comment | |
# applies to S below. | |
Obs = np.zeros((m, order)) | |
zi = np.zeros(order) | |
zi[0] = 1 | |
Obs[:, 0] = lfilter(b, a, np.zeros(m), zi=zi)[0] | |
for k in range(1, order): | |
Obs[k:, k] = Obs[:-k, 0] | |
# Obsr is O^R (Gustafsson's notation for row-reversed O) | |
Obsr = Obs[::-1] | |
# Create S. S is the matrix that applies the filter to the reversed | |
# propagated initial conditions. That is, | |
# out = S.dot(zi) | |
# is the same as | |
# tmp, _ = lfilter(b, a, zeros(), zi=zi) # Propagate ICs. | |
# out = lfilter(b, a, tmp[::-1]) # Reverse and filter. | |
# Equations (5) & (6) of [1] | |
S = lfilter(b, a, Obs[::-1], axis=0) | |
# Sr is S^R (row-reversed S) | |
Sr = S[::-1] | |
# M is [(S^R - O), (O^R - S)] | |
if m == n: | |
M = np.hstack((Sr - Obs, Obsr - S)) | |
else: | |
# Matrix described in section IV of [1]. | |
M = np.zeros((2*m, 2*order)) | |
M[:m, :order] = Sr - Obs | |
M[m:, order:] = Obsr - S | |
# Naive forward-backward and backward-forward filters. | |
# These have large transients because the filters use zero initial | |
# conditions. | |
y_f = lfilter(b, a, x) | |
y_fb = lfilter(b, a, y_f[..., ::-1])[..., ::-1] | |
y_b = lfilter(b, a, x[..., ::-1])[..., ::-1] | |
y_bf = lfilter(b, a, y_b) | |
delta_y_bf_fb = y_bf - y_fb | |
if m == n: | |
delta = delta_y_bf_fb | |
else: | |
start_m = delta_y_bf_fb[..., :m] | |
end_m = delta_y_bf_fb[..., -m:] | |
delta = np.concatenate((start_m, end_m), axis=-1) | |
# ic_opt holds the "optimal" initial conditions. | |
# The following code computes the result shown in the formula | |
# of the paper between equations (6) and (7). | |
if delta.ndim == 1: | |
ic_opt = linalg.lstsq(M, delta)[0] | |
else: | |
# Reshape delta so it can be used as an array of multiple | |
# right-hand-sides in linalg.lstsq. | |
delta2d = delta.reshape(-1, delta.shape[-1]).T | |
ic_opt0 = linalg.lstsq(M, delta2d)[0].T | |
ic_opt = ic_opt0.reshape(delta.shape[:-1] + (M.shape[-1],)) | |
# Now compute the filtered signal using equation (7) of [1]. | |
# First, form [S^R, O^R] and call it W. | |
if m == n: | |
W = np.hstack((Sr, Obsr)) | |
else: | |
W = np.zeros((2*m, 2*order)) | |
W[:m, :order] = Sr | |
W[m:, order:] = Obsr | |
# Equation (7) of [1] says | |
# Y_fb^opt = Y_fb^0 + W * [x_0^opt; x_{N-1}^opt] | |
# `wic` is (almost) the product on the right. | |
# W has shape (m, 2*order), and ic_opt has shape (..., 2*order), | |
# so we can't use W.dot(ic_opt). Instead, we dot ic_opt with W.T, | |
# so wic has shape (..., m). | |
wic = ic_opt.dot(W.T) | |
# `wic` is "almost" the product of W and the optimal ICs in equation | |
# (7)--if we're using a truncated impulse response (m < n), `wic` | |
# contains only the adjustments required for the ends of the signal. | |
# Here we form y_opt, taking this into account if necessary. | |
y_opt = y_fb | |
if m == n: | |
y_opt += wic | |
else: | |
y_opt[..., :m] += wic[..., :m] | |
y_opt[..., -m:] += wic[..., -m:] | |
x0 = ic_opt[..., :order] | |
x1 = ic_opt[..., -order:] | |
if axis != -1 or axis != x.ndim - 1: | |
# Restore the data axis to its original position. | |
x0 = np.swapaxes(x0, axis, x.ndim - 1) | |
x1 = np.swapaxes(x1, axis, x.ndim - 1) | |
y_opt = np.swapaxes(y_opt, axis, x.ndim - 1) | |
return y_opt, x0, x1 | |
def filtfilt(b, a, x, axis=-1, padtype='odd', padlen=None, method='pad', | |
irlen=None): | |
""" | |
Apply a digital filter forward and backward to a signal. | |
This function applies a linear digital filter twice, once forward and | |
once backwards. The combined filter has zero phase and a filter order | |
twice that of the original. | |
The function provides options for handling the edges of the signal. | |
The function `sosfiltfilt` (and filter design using ``output='sos'``) | |
should be preferred over `filtfilt` for most filtering tasks, as | |
second-order sections have fewer numerical problems. | |
Parameters | |
---------- | |
b : (N,) array_like | |
The numerator coefficient vector of the filter. | |
a : (N,) array_like | |
The denominator coefficient vector of the filter. If ``a[0]`` | |
is not 1, then both `a` and `b` are normalized by ``a[0]``. | |
x : array_like | |
The array of data to be filtered. | |
axis : int, optional | |
The axis of `x` to which the filter is applied. | |
Default is -1. | |
padtype : str or None, optional | |
Must be 'odd', 'even', 'constant', or None. This determines the | |
type of extension to use for the padded signal to which the filter | |
is applied. If `padtype` is None, no padding is used. The default | |
is 'odd'. | |
padlen : int or None, optional | |
The number of elements by which to extend `x` at both ends of | |
`axis` before applying the filter. This value must be less than | |
``x.shape[axis] - 1``. ``padlen=0`` implies no padding. | |
The default value is ``3 * max(len(a), len(b))``. | |
method : str, optional | |
Determines the method for handling the edges of the signal, either | |
"pad" or "gust". When `method` is "pad", the signal is padded; the | |
type of padding is determined by `padtype` and `padlen`, and `irlen` | |
is ignored. When `method` is "gust", Gustafsson's method is used, | |
and `padtype` and `padlen` are ignored. | |
irlen : int or None, optional | |
When `method` is "gust", `irlen` specifies the length of the | |
impulse response of the filter. If `irlen` is None, no part | |
of the impulse response is ignored. For a long signal, specifying | |
`irlen` can significantly improve the performance of the filter. | |
Returns | |
------- | |
y : ndarray | |
The filtered output with the same shape as `x`. | |
See Also | |
-------- | |
sosfiltfilt, lfilter_zi, lfilter, lfiltic, savgol_filter, sosfilt | |
Notes | |
----- | |
When `method` is "pad", the function pads the data along the given axis | |
in one of three ways: odd, even or constant. The odd and even extensions | |
have the corresponding symmetry about the end point of the data. The | |
constant extension extends the data with the values at the end points. On | |
both the forward and backward passes, the initial condition of the | |
filter is found by using `lfilter_zi` and scaling it by the end point of | |
the extended data. | |
When `method` is "gust", Gustafsson's method [1]_ is used. Initial | |
conditions are chosen for the forward and backward passes so that the | |
forward-backward filter gives the same result as the backward-forward | |
filter. | |
The option to use Gustaffson's method was added in scipy version 0.16.0. | |
References | |
---------- | |
.. [1] F. Gustaffson, "Determining the initial states in forward-backward | |
filtering", Transactions on Signal Processing, Vol. 46, pp. 988-992, | |
1996. | |
Examples | |
-------- | |
The examples will use several functions from `scipy.signal`. | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
First we create a one second signal that is the sum of two pure sine | |
waves, with frequencies 5 Hz and 250 Hz, sampled at 2000 Hz. | |
>>> t = np.linspace(0, 1.0, 2001) | |
>>> xlow = np.sin(2 * np.pi * 5 * t) | |
>>> xhigh = np.sin(2 * np.pi * 250 * t) | |
>>> x = xlow + xhigh | |
Now create a lowpass Butterworth filter with a cutoff of 0.125 times | |
the Nyquist frequency, or 125 Hz, and apply it to ``x`` with `filtfilt`. | |
The result should be approximately ``xlow``, with no phase shift. | |
>>> b, a = signal.butter(8, 0.125) | |
>>> y = signal.filtfilt(b, a, x, padlen=150) | |
>>> np.abs(y - xlow).max() | |
9.1086182074789912e-06 | |
We get a fairly clean result for this artificial example because | |
the odd extension is exact, and with the moderately long padding, | |
the filter's transients have dissipated by the time the actual data | |
is reached. In general, transient effects at the edges are | |
unavoidable. | |
The following example demonstrates the option ``method="gust"``. | |
First, create a filter. | |
>>> b, a = signal.ellip(4, 0.01, 120, 0.125) # Filter to be applied. | |
`sig` is a random input signal to be filtered. | |
>>> rng = np.random.default_rng() | |
>>> n = 60 | |
>>> sig = rng.standard_normal(n)**3 + 3*rng.standard_normal(n).cumsum() | |
Apply `filtfilt` to `sig`, once using the Gustafsson method, and | |
once using padding, and plot the results for comparison. | |
>>> fgust = signal.filtfilt(b, a, sig, method="gust") | |
>>> fpad = signal.filtfilt(b, a, sig, padlen=50) | |
>>> plt.plot(sig, 'k-', label='input') | |
>>> plt.plot(fgust, 'b-', linewidth=4, label='gust') | |
>>> plt.plot(fpad, 'c-', linewidth=1.5, label='pad') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
The `irlen` argument can be used to improve the performance | |
of Gustafsson's method. | |
Estimate the impulse response length of the filter. | |
>>> z, p, k = signal.tf2zpk(b, a) | |
>>> eps = 1e-9 | |
>>> r = np.max(np.abs(p)) | |
>>> approx_impulse_len = int(np.ceil(np.log(eps) / np.log(r))) | |
>>> approx_impulse_len | |
137 | |
Apply the filter to a longer signal, with and without the `irlen` | |
argument. The difference between `y1` and `y2` is small. For long | |
signals, using `irlen` gives a significant performance improvement. | |
>>> x = rng.standard_normal(4000) | |
>>> y1 = signal.filtfilt(b, a, x, method='gust') | |
>>> y2 = signal.filtfilt(b, a, x, method='gust', irlen=approx_impulse_len) | |
>>> print(np.max(np.abs(y1 - y2))) | |
2.875334415008979e-10 | |
""" | |
b = np.atleast_1d(b) | |
a = np.atleast_1d(a) | |
x = np.asarray(x) | |
if method not in ["pad", "gust"]: | |
raise ValueError("method must be 'pad' or 'gust'.") | |
if method == "gust": | |
y, z1, z2 = _filtfilt_gust(b, a, x, axis=axis, irlen=irlen) | |
return y | |
# method == "pad" | |
edge, ext = _validate_pad(padtype, padlen, x, axis, | |
ntaps=max(len(a), len(b))) | |
# Get the steady state of the filter's step response. | |
zi = lfilter_zi(b, a) | |
# Reshape zi and create x0 so that zi*x0 broadcasts | |
# to the correct value for the 'zi' keyword argument | |
# to lfilter. | |
zi_shape = [1] * x.ndim | |
zi_shape[axis] = zi.size | |
zi = np.reshape(zi, zi_shape) | |
x0 = axis_slice(ext, stop=1, axis=axis) | |
# Forward filter. | |
(y, zf) = lfilter(b, a, ext, axis=axis, zi=zi * x0) | |
# Backward filter. | |
# Create y0 so zi*y0 broadcasts appropriately. | |
y0 = axis_slice(y, start=-1, axis=axis) | |
(y, zf) = lfilter(b, a, axis_reverse(y, axis=axis), axis=axis, zi=zi * y0) | |
# Reverse y. | |
y = axis_reverse(y, axis=axis) | |
if edge > 0: | |
# Slice the actual signal from the extended signal. | |
y = axis_slice(y, start=edge, stop=-edge, axis=axis) | |
return y | |
def _validate_pad(padtype, padlen, x, axis, ntaps): | |
"""Helper to validate padding for filtfilt""" | |
if padtype not in ['even', 'odd', 'constant', None]: | |
raise ValueError(("Unknown value '%s' given to padtype. padtype " | |
"must be 'even', 'odd', 'constant', or None.") % | |
padtype) | |
if padtype is None: | |
padlen = 0 | |
if padlen is None: | |
# Original padding; preserved for backwards compatibility. | |
edge = ntaps * 3 | |
else: | |
edge = padlen | |
# x's 'axis' dimension must be bigger than edge. | |
if x.shape[axis] <= edge: | |
raise ValueError("The length of the input vector x must be greater " | |
"than padlen, which is %d." % edge) | |
if padtype is not None and edge > 0: | |
# Make an extension of length `edge` at each | |
# end of the input array. | |
if padtype == 'even': | |
ext = even_ext(x, edge, axis=axis) | |
elif padtype == 'odd': | |
ext = odd_ext(x, edge, axis=axis) | |
else: | |
ext = const_ext(x, edge, axis=axis) | |
else: | |
ext = x | |
return edge, ext | |
def _validate_x(x): | |
x = np.asarray(x) | |
if x.ndim == 0: | |
raise ValueError('x must be at least 1-D') | |
return x | |
def sosfilt(sos, x, axis=-1, zi=None): | |
""" | |
Filter data along one dimension using cascaded second-order sections. | |
Filter a data sequence, `x`, using a digital IIR filter defined by | |
`sos`. | |
Parameters | |
---------- | |
sos : array_like | |
Array of second-order filter coefficients, must have shape | |
``(n_sections, 6)``. Each row corresponds to a second-order | |
section, with the first three columns providing the numerator | |
coefficients and the last three providing the denominator | |
coefficients. | |
x : array_like | |
An N-dimensional input array. | |
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. | |
zi : array_like, optional | |
Initial conditions for the cascaded filter delays. It is a (at | |
least 2D) vector of shape ``(n_sections, ..., 2, ...)``, where | |
``..., 2, ...`` denotes the shape of `x`, but with ``x.shape[axis]`` | |
replaced by 2. If `zi` is None or is not given then initial rest | |
(i.e. all zeros) is assumed. | |
Note that these initial conditions are *not* the same as the initial | |
conditions given by `lfiltic` or `lfilter_zi`. | |
Returns | |
------- | |
y : ndarray | |
The output of the digital filter. | |
zf : ndarray, optional | |
If `zi` is None, this is not returned, otherwise, `zf` holds the | |
final filter delay values. | |
See Also | |
-------- | |
zpk2sos, sos2zpk, sosfilt_zi, sosfiltfilt, sosfreqz | |
Notes | |
----- | |
The filter function is implemented as a series of second-order filters | |
with direct-form II transposed structure. It is designed to minimize | |
numerical precision errors for high-order filters. | |
.. versionadded:: 0.16.0 | |
Examples | |
-------- | |
Plot a 13th-order filter's impulse response using both `lfilter` and | |
`sosfilt`, showing the instability that results from trying to do a | |
13th-order filter in a single stage (the numerical error pushes some poles | |
outside of the unit circle): | |
>>> import matplotlib.pyplot as plt | |
>>> from scipy import signal | |
>>> b, a = signal.ellip(13, 0.009, 80, 0.05, output='ba') | |
>>> sos = signal.ellip(13, 0.009, 80, 0.05, output='sos') | |
>>> x = signal.unit_impulse(700) | |
>>> y_tf = signal.lfilter(b, a, x) | |
>>> y_sos = signal.sosfilt(sos, x) | |
>>> plt.plot(y_tf, 'r', label='TF') | |
>>> plt.plot(y_sos, 'k', label='SOS') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
x = _validate_x(x) | |
sos, n_sections = _validate_sos(sos) | |
x_zi_shape = list(x.shape) | |
x_zi_shape[axis] = 2 | |
x_zi_shape = tuple([n_sections] + x_zi_shape) | |
inputs = [sos, x] | |
if zi is not None: | |
inputs.append(np.asarray(zi)) | |
dtype = np.result_type(*inputs) | |
if dtype.char not in 'fdgFDGO': | |
raise NotImplementedError("input type '%s' not supported" % dtype) | |
if zi is not None: | |
zi = np.array(zi, dtype) # make a copy so that we can operate in place | |
if zi.shape != x_zi_shape: | |
raise ValueError('Invalid zi shape. With axis=%r, an input with ' | |
'shape %r, and an sos array with %d sections, zi ' | |
'must have shape %r, got %r.' % | |
(axis, x.shape, n_sections, x_zi_shape, zi.shape)) | |
return_zi = True | |
else: | |
zi = np.zeros(x_zi_shape, dtype=dtype) | |
return_zi = False | |
axis = axis % x.ndim # make positive | |
x = np.moveaxis(x, axis, -1) | |
zi = np.moveaxis(zi, [0, axis + 1], [-2, -1]) | |
x_shape, zi_shape = x.shape, zi.shape | |
x = np.reshape(x, (-1, x.shape[-1])) | |
x = np.array(x, dtype, order='C') # make a copy, can modify in place | |
zi = np.ascontiguousarray(np.reshape(zi, (-1, n_sections, 2))) | |
sos = sos.astype(dtype, copy=False) | |
_sosfilt(sos, x, zi) | |
x.shape = x_shape | |
x = np.moveaxis(x, -1, axis) | |
if return_zi: | |
zi.shape = zi_shape | |
zi = np.moveaxis(zi, [-2, -1], [0, axis + 1]) | |
out = (x, zi) | |
else: | |
out = x | |
return out | |
def sosfiltfilt(sos, x, axis=-1, padtype='odd', padlen=None): | |
""" | |
A forward-backward digital filter using cascaded second-order sections. | |
See `filtfilt` for more complete information about this method. | |
Parameters | |
---------- | |
sos : array_like | |
Array of second-order filter coefficients, must have shape | |
``(n_sections, 6)``. Each row corresponds to a second-order | |
section, with the first three columns providing the numerator | |
coefficients and the last three providing the denominator | |
coefficients. | |
x : array_like | |
The array of data to be filtered. | |
axis : int, optional | |
The axis of `x` to which the filter is applied. | |
Default is -1. | |
padtype : str or None, optional | |
Must be 'odd', 'even', 'constant', or None. This determines the | |
type of extension to use for the padded signal to which the filter | |
is applied. If `padtype` is None, no padding is used. The default | |
is 'odd'. | |
padlen : int or None, optional | |
The number of elements by which to extend `x` at both ends of | |
`axis` before applying the filter. This value must be less than | |
``x.shape[axis] - 1``. ``padlen=0`` implies no padding. | |
The default value is:: | |
3 * (2 * len(sos) + 1 - min((sos[:, 2] == 0).sum(), | |
(sos[:, 5] == 0).sum())) | |
The extra subtraction at the end attempts to compensate for poles | |
and zeros at the origin (e.g. for odd-order filters) to yield | |
equivalent estimates of `padlen` to those of `filtfilt` for | |
second-order section filters built with `scipy.signal` functions. | |
Returns | |
------- | |
y : ndarray | |
The filtered output with the same shape as `x`. | |
See Also | |
-------- | |
filtfilt, sosfilt, sosfilt_zi, sosfreqz | |
Notes | |
----- | |
.. versionadded:: 0.18.0 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.signal import sosfiltfilt, butter | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Create an interesting signal to filter. | |
>>> n = 201 | |
>>> t = np.linspace(0, 1, n) | |
>>> x = 1 + (t < 0.5) - 0.25*t**2 + 0.05*rng.standard_normal(n) | |
Create a lowpass Butterworth filter, and use it to filter `x`. | |
>>> sos = butter(4, 0.125, output='sos') | |
>>> y = sosfiltfilt(sos, x) | |
For comparison, apply an 8th order filter using `sosfilt`. The filter | |
is initialized using the mean of the first four values of `x`. | |
>>> from scipy.signal import sosfilt, sosfilt_zi | |
>>> sos8 = butter(8, 0.125, output='sos') | |
>>> zi = x[:4].mean() * sosfilt_zi(sos8) | |
>>> y2, zo = sosfilt(sos8, x, zi=zi) | |
Plot the results. Note that the phase of `y` matches the input, while | |
`y2` has a significant phase delay. | |
>>> plt.plot(t, x, alpha=0.5, label='x(t)') | |
>>> plt.plot(t, y, label='y(t)') | |
>>> plt.plot(t, y2, label='y2(t)') | |
>>> plt.legend(framealpha=1, shadow=True) | |
>>> plt.grid(alpha=0.25) | |
>>> plt.xlabel('t') | |
>>> plt.show() | |
""" | |
sos, n_sections = _validate_sos(sos) | |
x = _validate_x(x) | |
# `method` is "pad"... | |
ntaps = 2 * n_sections + 1 | |
ntaps -= min((sos[:, 2] == 0).sum(), (sos[:, 5] == 0).sum()) | |
edge, ext = _validate_pad(padtype, padlen, x, axis, | |
ntaps=ntaps) | |
# These steps follow the same form as filtfilt with modifications | |
zi = sosfilt_zi(sos) # shape (n_sections, 2) --> (n_sections, ..., 2, ...) | |
zi_shape = [1] * x.ndim | |
zi_shape[axis] = 2 | |
zi.shape = [n_sections] + zi_shape | |
x_0 = axis_slice(ext, stop=1, axis=axis) | |
(y, zf) = sosfilt(sos, ext, axis=axis, zi=zi * x_0) | |
y_0 = axis_slice(y, start=-1, axis=axis) | |
(y, zf) = sosfilt(sos, axis_reverse(y, axis=axis), axis=axis, zi=zi * y_0) | |
y = axis_reverse(y, axis=axis) | |
if edge > 0: | |
y = axis_slice(y, start=edge, stop=-edge, axis=axis) | |
return y | |
def decimate(x, q, n=None, ftype='iir', axis=-1, zero_phase=True): | |
""" | |
Downsample the signal after applying an anti-aliasing filter. | |
By default, an order 8 Chebyshev type I filter is used. A 30 point FIR | |
filter with Hamming window is used if `ftype` is 'fir'. | |
Parameters | |
---------- | |
x : array_like | |
The signal to be downsampled, as an N-dimensional array. | |
q : int | |
The downsampling factor. When using IIR downsampling, it is recommended | |
to call `decimate` multiple times for downsampling factors higher than | |
13. | |
n : int, optional | |
The order of the filter (1 less than the length for 'fir'). Defaults to | |
8 for 'iir' and 20 times the downsampling factor for 'fir'. | |
ftype : str {'iir', 'fir'} or ``dlti`` instance, optional | |
If 'iir' or 'fir', specifies the type of lowpass filter. If an instance | |
of an `dlti` object, uses that object to filter before downsampling. | |
axis : int, optional | |
The axis along which to decimate. | |
zero_phase : bool, optional | |
Prevent phase shift by filtering with `filtfilt` instead of `lfilter` | |
when using an IIR filter, and shifting the outputs back by the filter's | |
group delay when using an FIR filter. The default value of ``True`` is | |
recommended, since a phase shift is generally not desired. | |
.. versionadded:: 0.18.0 | |
Returns | |
------- | |
y : ndarray | |
The down-sampled signal. | |
See Also | |
-------- | |
resample : Resample up or down using the FFT method. | |
resample_poly : Resample using polyphase filtering and an FIR filter. | |
Notes | |
----- | |
The ``zero_phase`` keyword was added in 0.18.0. | |
The possibility to use instances of ``dlti`` as ``ftype`` was added in | |
0.18.0. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
Define wave parameters. | |
>>> wave_duration = 3 | |
>>> sample_rate = 100 | |
>>> freq = 2 | |
>>> q = 5 | |
Calculate number of samples. | |
>>> samples = wave_duration*sample_rate | |
>>> samples_decimated = int(samples/q) | |
Create cosine wave. | |
>>> x = np.linspace(0, wave_duration, samples, endpoint=False) | |
>>> y = np.cos(x*np.pi*freq*2) | |
Decimate cosine wave. | |
>>> ydem = signal.decimate(y, q) | |
>>> xnew = np.linspace(0, wave_duration, samples_decimated, endpoint=False) | |
Plot original and decimated waves. | |
>>> plt.plot(x, y, '.-', xnew, ydem, 'o-') | |
>>> plt.xlabel('Time, Seconds') | |
>>> plt.legend(['data', 'decimated'], loc='best') | |
>>> plt.show() | |
""" | |
x = np.asarray(x) | |
q = operator.index(q) | |
if n is not None: | |
n = operator.index(n) | |
result_type = x.dtype | |
if not np.issubdtype(result_type, np.inexact) \ | |
or result_type.type == np.float16: | |
# upcast integers and float16 to float64 | |
result_type = np.float64 | |
if ftype == 'fir': | |
if n is None: | |
half_len = 10 * q # reasonable cutoff for our sinc-like function | |
n = 2 * half_len | |
b, a = firwin(n+1, 1. / q, window='hamming'), 1. | |
b = np.asarray(b, dtype=result_type) | |
a = np.asarray(a, dtype=result_type) | |
elif ftype == 'iir': | |
iir_use_sos = True | |
if n is None: | |
n = 8 | |
sos = cheby1(n, 0.05, 0.8 / q, output='sos') | |
sos = np.asarray(sos, dtype=result_type) | |
elif isinstance(ftype, dlti): | |
system = ftype._as_zpk() | |
if system.poles.shape[0] == 0: | |
# FIR | |
system = ftype._as_tf() | |
b, a = system.num, system.den | |
ftype = 'fir' | |
elif (any(np.iscomplex(system.poles)) | |
or any(np.iscomplex(system.poles)) | |
or np.iscomplex(system.gain)): | |
# sosfilt & sosfiltfilt don't handle complex coeffs | |
iir_use_sos = False | |
system = ftype._as_tf() | |
b, a = system.num, system.den | |
else: | |
iir_use_sos = True | |
sos = zpk2sos(system.zeros, system.poles, system.gain) | |
sos = np.asarray(sos, dtype=result_type) | |
else: | |
raise ValueError('invalid ftype') | |
sl = [slice(None)] * x.ndim | |
if ftype == 'fir': | |
b = b / a | |
if zero_phase: | |
y = resample_poly(x, 1, q, axis=axis, window=b) | |
else: | |
# upfirdn is generally faster than lfilter by a factor equal to the | |
# downsampling factor, since it only calculates the needed outputs | |
n_out = x.shape[axis] // q + bool(x.shape[axis] % q) | |
y = upfirdn(b, x, up=1, down=q, axis=axis) | |
sl[axis] = slice(None, n_out, None) | |
else: # IIR case | |
if zero_phase: | |
if iir_use_sos: | |
y = sosfiltfilt(sos, x, axis=axis) | |
else: | |
y = filtfilt(b, a, x, axis=axis) | |
else: | |
if iir_use_sos: | |
y = sosfilt(sos, x, axis=axis) | |
else: | |
y = lfilter(b, a, x, axis=axis) | |
sl[axis] = slice(None, None, q) | |
return y[tuple(sl)] | |