peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/signal
/windows
/_windows.py
"""The suite of window functions.""" | |
import operator | |
import warnings | |
import numpy as np | |
from scipy import linalg, special, fft as sp_fft | |
__all__ = ['boxcar', 'triang', 'parzen', 'bohman', 'blackman', 'nuttall', | |
'blackmanharris', 'flattop', 'bartlett', 'barthann', | |
'hamming', 'kaiser', 'kaiser_bessel_derived', 'gaussian', | |
'general_cosine', 'general_gaussian', 'general_hamming', | |
'chebwin', 'cosine', 'hann', 'exponential', 'tukey', 'taylor', | |
'dpss', 'get_window', 'lanczos'] | |
def _len_guards(M): | |
"""Handle small or incorrect window lengths""" | |
if int(M) != M or M < 0: | |
raise ValueError('Window length M must be a non-negative integer') | |
return M <= 1 | |
def _extend(M, sym): | |
"""Extend window by 1 sample if needed for DFT-even symmetry""" | |
if not sym: | |
return M + 1, True | |
else: | |
return M, False | |
def _truncate(w, needed): | |
"""Truncate window by 1 sample if needed for DFT-even symmetry""" | |
if needed: | |
return w[:-1] | |
else: | |
return w | |
def general_cosine(M, a, sym=True): | |
r""" | |
Generic weighted sum of cosine terms window | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window | |
a : array_like | |
Sequence of weighting coefficients. This uses the convention of being | |
centered on the origin, so these will typically all be positive | |
numbers, not alternating sign. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The array of window values. | |
References | |
---------- | |
.. [1] A. Nuttall, "Some windows with very good sidelobe behavior," IEEE | |
Transactions on Acoustics, Speech, and Signal Processing, vol. 29, | |
no. 1, pp. 84-91, Feb 1981. :doi:`10.1109/TASSP.1981.1163506`. | |
.. [2] Heinzel G. et al., "Spectrum and spectral density estimation by the | |
Discrete Fourier transform (DFT), including a comprehensive list of | |
window functions and some new flat-top windows", February 15, 2002 | |
https://holometer.fnal.gov/GH_FFT.pdf | |
Examples | |
-------- | |
Heinzel describes a flat-top window named "HFT90D" with formula: [2]_ | |
.. math:: w_j = 1 - 1.942604 \cos(z) + 1.340318 \cos(2z) | |
- 0.440811 \cos(3z) + 0.043097 \cos(4z) | |
where | |
.. math:: z = \frac{2 \pi j}{N}, j = 0...N - 1 | |
Since this uses the convention of starting at the origin, to reproduce the | |
window, we need to convert every other coefficient to a positive number: | |
>>> HFT90D = [1, 1.942604, 1.340318, 0.440811, 0.043097] | |
The paper states that the highest sidelobe is at -90.2 dB. Reproduce | |
Figure 42 by plotting the window and its frequency response, and confirm | |
the sidelobe level in red: | |
>>> import numpy as np | |
>>> from scipy.signal.windows import general_cosine | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = general_cosine(1000, HFT90D, sym=False) | |
>>> plt.plot(window) | |
>>> plt.title("HFT90D window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 10000) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = np.abs(fftshift(A / abs(A).max())) | |
>>> response = 20 * np.log10(np.maximum(response, 1e-10)) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-50/1000, 50/1000, -140, 0]) | |
>>> plt.title("Frequency response of the HFT90D window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
>>> plt.axhline(-90.2, color='red') | |
>>> plt.show() | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
fac = np.linspace(-np.pi, np.pi, M) | |
w = np.zeros(M) | |
for k in range(len(a)): | |
w += a[k] * np.cos(k * fac) | |
return _truncate(w, needs_trunc) | |
def boxcar(M, sym=True): | |
"""Return a boxcar or rectangular window. | |
Also known as a rectangular window or Dirichlet window, this is equivalent | |
to no window at all. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
Whether the window is symmetric. (Has no effect for boxcar.) | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1. | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.boxcar(51) | |
>>> plt.plot(window) | |
>>> plt.title("Boxcar window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the boxcar window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
w = np.ones(M, float) | |
return _truncate(w, needs_trunc) | |
def triang(M, sym=True): | |
"""Return a triangular window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
See Also | |
-------- | |
bartlett : A triangular window that touches zero | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.triang(51) | |
>>> plt.plot(window) | |
>>> plt.title("Triangular window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = np.abs(fftshift(A / abs(A).max())) | |
>>> response = 20 * np.log10(np.maximum(response, 1e-10)) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the triangular window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(1, (M + 1) // 2 + 1) | |
if M % 2 == 0: | |
w = (2 * n - 1.0) / M | |
w = np.r_[w, w[::-1]] | |
else: | |
w = 2 * n / (M + 1.0) | |
w = np.r_[w, w[-2::-1]] | |
return _truncate(w, needs_trunc) | |
def parzen(M, sym=True): | |
"""Return a Parzen window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
References | |
---------- | |
.. [1] E. Parzen, "Mathematical Considerations in the Estimation of | |
Spectra", Technometrics, Vol. 3, No. 2 (May, 1961), pp. 167-190 | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.parzen(51) | |
>>> plt.plot(window) | |
>>> plt.title("Parzen window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Parzen window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(-(M - 1) / 2.0, (M - 1) / 2.0 + 0.5, 1.0) | |
na = np.extract(n < -(M - 1) / 4.0, n) | |
nb = np.extract(abs(n) <= (M - 1) / 4.0, n) | |
wa = 2 * (1 - np.abs(na) / (M / 2.0)) ** 3.0 | |
wb = (1 - 6 * (np.abs(nb) / (M / 2.0)) ** 2.0 + | |
6 * (np.abs(nb) / (M / 2.0)) ** 3.0) | |
w = np.r_[wa, wb, wa[::-1]] | |
return _truncate(w, needs_trunc) | |
def bohman(M, sym=True): | |
"""Return a Bohman window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.bohman(51) | |
>>> plt.plot(window) | |
>>> plt.title("Bohman window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2047) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Bohman window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
fac = np.abs(np.linspace(-1, 1, M)[1:-1]) | |
w = (1 - fac) * np.cos(np.pi * fac) + 1.0 / np.pi * np.sin(np.pi * fac) | |
w = np.r_[0, w, 0] | |
return _truncate(w, needs_trunc) | |
def blackman(M, sym=True): | |
r""" | |
Return a Blackman window. | |
The Blackman window is a taper formed by using the first three terms of | |
a summation of cosines. It was designed to have close to the minimal | |
leakage possible. It is close to optimal, only slightly worse than a | |
Kaiser window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The Blackman window is defined as | |
.. math:: w(n) = 0.42 - 0.5 \cos(2\pi n/M) + 0.08 \cos(4\pi n/M) | |
The "exact Blackman" window was designed to null out the third and fourth | |
sidelobes, but has discontinuities at the boundaries, resulting in a | |
6 dB/oct fall-off. This window is an approximation of the "exact" window, | |
which does not null the sidelobes as well, but is smooth at the edges, | |
improving the fall-off rate to 18 dB/oct. [3]_ | |
Most references to the Blackman window come from the signal processing | |
literature, where it is used as one of many windowing functions for | |
smoothing values. It is also known as an apodization (which means | |
"removing the foot", i.e. smoothing discontinuities at the beginning | |
and end of the sampled signal) or tapering function. It is known as a | |
"near optimal" tapering function, almost as good (by some measures) | |
as the Kaiser window. | |
References | |
---------- | |
.. [1] Blackman, R.B. and Tukey, J.W., (1958) The measurement of power | |
spectra, Dover Publications, New York. | |
.. [2] Oppenheim, A.V., and R.W. Schafer. Discrete-Time Signal Processing. | |
Upper Saddle River, NJ: Prentice-Hall, 1999, pp. 468-471. | |
.. [3] Harris, Fredric J. (Jan 1978). "On the use of Windows for Harmonic | |
Analysis with the Discrete Fourier Transform". Proceedings of the | |
IEEE 66 (1): 51-83. :doi:`10.1109/PROC.1978.10837`. | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.blackman(51) | |
>>> plt.plot(window) | |
>>> plt.title("Blackman window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = np.abs(fftshift(A / abs(A).max())) | |
>>> response = 20 * np.log10(np.maximum(response, 1e-10)) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Blackman window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
# Docstring adapted from NumPy's blackman function | |
return general_cosine(M, [0.42, 0.50, 0.08], sym) | |
def nuttall(M, sym=True): | |
"""Return a minimum 4-term Blackman-Harris window according to Nuttall. | |
This variation is called "Nuttall4c" by Heinzel. [2]_ | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
References | |
---------- | |
.. [1] A. Nuttall, "Some windows with very good sidelobe behavior," IEEE | |
Transactions on Acoustics, Speech, and Signal Processing, vol. 29, | |
no. 1, pp. 84-91, Feb 1981. :doi:`10.1109/TASSP.1981.1163506`. | |
.. [2] Heinzel G. et al., "Spectrum and spectral density estimation by the | |
Discrete Fourier transform (DFT), including a comprehensive list of | |
window functions and some new flat-top windows", February 15, 2002 | |
https://holometer.fnal.gov/GH_FFT.pdf | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.nuttall(51) | |
>>> plt.plot(window) | |
>>> plt.title("Nuttall window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Nuttall window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
return general_cosine(M, [0.3635819, 0.4891775, 0.1365995, 0.0106411], sym) | |
def blackmanharris(M, sym=True): | |
"""Return a minimum 4-term Blackman-Harris window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.blackmanharris(51) | |
>>> plt.plot(window) | |
>>> plt.title("Blackman-Harris window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Blackman-Harris window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
return general_cosine(M, [0.35875, 0.48829, 0.14128, 0.01168], sym) | |
def flattop(M, sym=True): | |
"""Return a flat top window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
Flat top windows are used for taking accurate measurements of signal | |
amplitude in the frequency domain, with minimal scalloping error from the | |
center of a frequency bin to its edges, compared to others. This is a | |
5th-order cosine window, with the 5 terms optimized to make the main lobe | |
maximally flat. [1]_ | |
References | |
---------- | |
.. [1] D'Antona, Gabriele, and A. Ferrero, "Digital Signal Processing for | |
Measurement Systems", Springer Media, 2006, p. 70 | |
:doi:`10.1007/0-387-28666-7`. | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.flattop(51) | |
>>> plt.plot(window) | |
>>> plt.title("Flat top window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the flat top window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
a = [0.21557895, 0.41663158, 0.277263158, 0.083578947, 0.006947368] | |
return general_cosine(M, a, sym) | |
def bartlett(M, sym=True): | |
r""" | |
Return a Bartlett window. | |
The Bartlett window is very similar to a triangular window, except | |
that the end points are at zero. It is often used in signal | |
processing for tapering a signal, without generating too much | |
ripple in the frequency domain. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The triangular window, with the first and last samples equal to zero | |
and the maximum value normalized to 1 (though the value 1 does not | |
appear if `M` is even and `sym` is True). | |
See Also | |
-------- | |
triang : A triangular window that does not touch zero at the ends | |
Notes | |
----- | |
The Bartlett window is defined as | |
.. math:: w(n) = \frac{2}{M-1} \left( | |
\frac{M-1}{2} - \left|n - \frac{M-1}{2}\right| | |
\right) | |
Most references to the Bartlett window come from the signal | |
processing literature, where it is used as one of many windowing | |
functions for smoothing values. Note that convolution with this | |
window produces linear interpolation. It is also known as an | |
apodization (which means"removing the foot", i.e. smoothing | |
discontinuities at the beginning and end of the sampled signal) or | |
tapering function. The Fourier transform of the Bartlett is the product | |
of two sinc functions. | |
Note the excellent discussion in Kanasewich. [2]_ | |
References | |
---------- | |
.. [1] M.S. Bartlett, "Periodogram Analysis and Continuous Spectra", | |
Biometrika 37, 1-16, 1950. | |
.. [2] E.R. Kanasewich, "Time Sequence Analysis in Geophysics", | |
The University of Alberta Press, 1975, pp. 109-110. | |
.. [3] A.V. Oppenheim and R.W. Schafer, "Discrete-Time Signal | |
Processing", Prentice-Hall, 1999, pp. 468-471. | |
.. [4] Wikipedia, "Window function", | |
https://en.wikipedia.org/wiki/Window_function | |
.. [5] W.H. Press, B.P. Flannery, S.A. Teukolsky, and W.T. Vetterling, | |
"Numerical Recipes", Cambridge University Press, 1986, page 429. | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.bartlett(51) | |
>>> plt.plot(window) | |
>>> plt.title("Bartlett window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Bartlett window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
# Docstring adapted from NumPy's bartlett function | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(0, M) | |
w = np.where(np.less_equal(n, (M - 1) / 2.0), | |
2.0 * n / (M - 1), 2.0 - 2.0 * n / (M - 1)) | |
return _truncate(w, needs_trunc) | |
def hann(M, sym=True): | |
r""" | |
Return a Hann window. | |
The Hann window is a taper formed by using a raised cosine or sine-squared | |
with ends that touch zero. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The Hann window is defined as | |
.. math:: w(n) = 0.5 - 0.5 \cos\left(\frac{2\pi{n}}{M-1}\right) | |
\qquad 0 \leq n \leq M-1 | |
The window was named for Julius von Hann, an Austrian meteorologist. It is | |
also known as the Cosine Bell. It is sometimes erroneously referred to as | |
the "Hanning" window, from the use of "hann" as a verb in the original | |
paper and confusion with the very similar Hamming window. | |
Most references to the Hann window come from the signal processing | |
literature, where it is used as one of many windowing functions for | |
smoothing values. It is also known as an apodization (which means | |
"removing the foot", i.e. smoothing discontinuities at the beginning | |
and end of the sampled signal) or tapering function. | |
References | |
---------- | |
.. [1] Blackman, R.B. and Tukey, J.W., (1958) The measurement of power | |
spectra, Dover Publications, New York. | |
.. [2] E.R. Kanasewich, "Time Sequence Analysis in Geophysics", | |
The University of Alberta Press, 1975, pp. 106-108. | |
.. [3] Wikipedia, "Window function", | |
https://en.wikipedia.org/wiki/Window_function | |
.. [4] W.H. Press, B.P. Flannery, S.A. Teukolsky, and W.T. Vetterling, | |
"Numerical Recipes", Cambridge University Press, 1986, page 425. | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.hann(51) | |
>>> plt.plot(window) | |
>>> plt.title("Hann window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = np.abs(fftshift(A / abs(A).max())) | |
>>> response = 20 * np.log10(np.maximum(response, 1e-10)) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Hann window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
# Docstring adapted from NumPy's hanning function | |
return general_hamming(M, 0.5, sym) | |
def tukey(M, alpha=0.5, sym=True): | |
r"""Return a Tukey window, also known as a tapered cosine window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
alpha : float, optional | |
Shape parameter of the Tukey window, representing the fraction of the | |
window inside the cosine tapered region. | |
If zero, the Tukey window is equivalent to a rectangular window. | |
If one, the Tukey window is equivalent to a Hann window. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
References | |
---------- | |
.. [1] Harris, Fredric J. (Jan 1978). "On the use of Windows for Harmonic | |
Analysis with the Discrete Fourier Transform". Proceedings of the | |
IEEE 66 (1): 51-83. :doi:`10.1109/PROC.1978.10837` | |
.. [2] Wikipedia, "Window function", | |
https://en.wikipedia.org/wiki/Window_function#Tukey_window | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.tukey(51) | |
>>> plt.plot(window) | |
>>> plt.title("Tukey window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.ylim([0, 1.1]) | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Tukey window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
if alpha <= 0: | |
return np.ones(M, 'd') | |
elif alpha >= 1.0: | |
return hann(M, sym=sym) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(0, M) | |
width = int(np.floor(alpha*(M-1)/2.0)) | |
n1 = n[0:width+1] | |
n2 = n[width+1:M-width-1] | |
n3 = n[M-width-1:] | |
w1 = 0.5 * (1 + np.cos(np.pi * (-1 + 2.0*n1/alpha/(M-1)))) | |
w2 = np.ones(n2.shape) | |
w3 = 0.5 * (1 + np.cos(np.pi * (-2.0/alpha + 1 + 2.0*n3/alpha/(M-1)))) | |
w = np.concatenate((w1, w2, w3)) | |
return _truncate(w, needs_trunc) | |
def barthann(M, sym=True): | |
"""Return a modified Bartlett-Hann window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.barthann(51) | |
>>> plt.plot(window) | |
>>> plt.title("Bartlett-Hann window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Bartlett-Hann window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(0, M) | |
fac = np.abs(n / (M - 1.0) - 0.5) | |
w = 0.62 - 0.48 * fac + 0.38 * np.cos(2 * np.pi * fac) | |
return _truncate(w, needs_trunc) | |
def general_hamming(M, alpha, sym=True): | |
r"""Return a generalized Hamming window. | |
The generalized Hamming window is constructed by multiplying a rectangular | |
window by one period of a cosine function [1]_. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
alpha : float | |
The window coefficient, :math:`\alpha` | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
See Also | |
-------- | |
hamming, hann | |
Notes | |
----- | |
The generalized Hamming window is defined as | |
.. math:: w(n) = \alpha - \left(1 - \alpha\right) | |
\cos\left(\frac{2\pi{n}}{M-1}\right) \qquad 0 \leq n \leq M-1 | |
Both the common Hamming window and Hann window are special cases of the | |
generalized Hamming window with :math:`\alpha` = 0.54 and :math:`\alpha` = | |
0.5, respectively [2]_. | |
References | |
---------- | |
.. [1] DSPRelated, "Generalized Hamming Window Family", | |
https://www.dsprelated.com/freebooks/sasp/Generalized_Hamming_Window_Family.html | |
.. [2] Wikipedia, "Window function", | |
https://en.wikipedia.org/wiki/Window_function | |
.. [3] Riccardo Piantanida ESA, "Sentinel-1 Level 1 Detailed Algorithm | |
Definition", | |
https://sentinel.esa.int/documents/247904/1877131/Sentinel-1-Level-1-Detailed-Algorithm-Definition | |
.. [4] Matthieu Bourbigot ESA, "Sentinel-1 Product Definition", | |
https://sentinel.esa.int/documents/247904/1877131/Sentinel-1-Product-Definition | |
Examples | |
-------- | |
The Sentinel-1A/B Instrument Processing Facility uses generalized Hamming | |
windows in the processing of spaceborne Synthetic Aperture Radar (SAR) | |
data [3]_. The facility uses various values for the :math:`\alpha` | |
parameter based on operating mode of the SAR instrument. Some common | |
:math:`\alpha` values include 0.75, 0.7 and 0.52 [4]_. As an example, we | |
plot these different windows. | |
>>> import numpy as np | |
>>> from scipy.signal.windows import general_hamming | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> fig1, spatial_plot = plt.subplots() | |
>>> spatial_plot.set_title("Generalized Hamming Windows") | |
>>> spatial_plot.set_ylabel("Amplitude") | |
>>> spatial_plot.set_xlabel("Sample") | |
>>> fig2, freq_plot = plt.subplots() | |
>>> freq_plot.set_title("Frequency Responses") | |
>>> freq_plot.set_ylabel("Normalized magnitude [dB]") | |
>>> freq_plot.set_xlabel("Normalized frequency [cycles per sample]") | |
>>> for alpha in [0.75, 0.7, 0.52]: | |
... window = general_hamming(41, alpha) | |
... spatial_plot.plot(window, label="{:.2f}".format(alpha)) | |
... A = fft(window, 2048) / (len(window)/2.0) | |
... freq = np.linspace(-0.5, 0.5, len(A)) | |
... response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
... freq_plot.plot(freq, response, label="{:.2f}".format(alpha)) | |
>>> freq_plot.legend(loc="upper right") | |
>>> spatial_plot.legend(loc="upper right") | |
""" | |
return general_cosine(M, [alpha, 1. - alpha], sym) | |
def hamming(M, sym=True): | |
r"""Return a Hamming window. | |
The Hamming window is a taper formed by using a raised cosine with | |
non-zero endpoints, optimized to minimize the nearest side lobe. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The Hamming window is defined as | |
.. math:: w(n) = 0.54 - 0.46 \cos\left(\frac{2\pi{n}}{M-1}\right) | |
\qquad 0 \leq n \leq M-1 | |
The Hamming was named for R. W. Hamming, an associate of J. W. Tukey and | |
is described in Blackman and Tukey. It was recommended for smoothing the | |
truncated autocovariance function in the time domain. | |
Most references to the Hamming window come from the signal processing | |
literature, where it is used as one of many windowing functions for | |
smoothing values. It is also known as an apodization (which means | |
"removing the foot", i.e. smoothing discontinuities at the beginning | |
and end of the sampled signal) or tapering function. | |
References | |
---------- | |
.. [1] Blackman, R.B. and Tukey, J.W., (1958) The measurement of power | |
spectra, Dover Publications, New York. | |
.. [2] E.R. Kanasewich, "Time Sequence Analysis in Geophysics", The | |
University of Alberta Press, 1975, pp. 109-110. | |
.. [3] Wikipedia, "Window function", | |
https://en.wikipedia.org/wiki/Window_function | |
.. [4] W.H. Press, B.P. Flannery, S.A. Teukolsky, and W.T. Vetterling, | |
"Numerical Recipes", Cambridge University Press, 1986, page 425. | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.hamming(51) | |
>>> plt.plot(window) | |
>>> plt.title("Hamming window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Hamming window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
# Docstring adapted from NumPy's hamming function | |
return general_hamming(M, 0.54, sym) | |
def kaiser(M, beta, sym=True): | |
r"""Return a Kaiser window. | |
The Kaiser window is a taper formed by using a Bessel function. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
beta : float | |
Shape parameter, determines trade-off between main-lobe width and | |
side lobe level. As beta gets large, the window narrows. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The Kaiser window is defined as | |
.. math:: w(n) = I_0\left( \beta \sqrt{1-\frac{4n^2}{(M-1)^2}} | |
\right)/I_0(\beta) | |
with | |
.. math:: \quad -\frac{M-1}{2} \leq n \leq \frac{M-1}{2}, | |
where :math:`I_0` is the modified zeroth-order Bessel function. | |
The Kaiser was named for Jim Kaiser, who discovered a simple approximation | |
to the DPSS window based on Bessel functions. | |
The Kaiser window is a very good approximation to the Digital Prolate | |
Spheroidal Sequence, or Slepian window, which is the transform which | |
maximizes the energy in the main lobe of the window relative to total | |
energy. | |
The Kaiser can approximate other windows by varying the beta parameter. | |
(Some literature uses alpha = beta/pi.) [4]_ | |
==== ======================= | |
beta Window shape | |
==== ======================= | |
0 Rectangular | |
5 Similar to a Hamming | |
6 Similar to a Hann | |
8.6 Similar to a Blackman | |
==== ======================= | |
A beta value of 14 is probably a good starting point. Note that as beta | |
gets large, the window narrows, and so the number of samples needs to be | |
large enough to sample the increasingly narrow spike, otherwise NaNs will | |
be returned. | |
Most references to the Kaiser window come from the signal processing | |
literature, where it is used as one of many windowing functions for | |
smoothing values. It is also known as an apodization (which means | |
"removing the foot", i.e. smoothing discontinuities at the beginning | |
and end of the sampled signal) or tapering function. | |
References | |
---------- | |
.. [1] J. F. Kaiser, "Digital Filters" - Ch 7 in "Systems analysis by | |
digital computer", Editors: F.F. Kuo and J.F. Kaiser, p 218-285. | |
John Wiley and Sons, New York, (1966). | |
.. [2] E.R. Kanasewich, "Time Sequence Analysis in Geophysics", The | |
University of Alberta Press, 1975, pp. 177-178. | |
.. [3] Wikipedia, "Window function", | |
https://en.wikipedia.org/wiki/Window_function | |
.. [4] F. J. Harris, "On the use of windows for harmonic analysis with the | |
discrete Fourier transform," Proceedings of the IEEE, vol. 66, | |
no. 1, pp. 51-83, Jan. 1978. :doi:`10.1109/PROC.1978.10837`. | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.kaiser(51, beta=14) | |
>>> plt.plot(window) | |
>>> plt.title(r"Kaiser window ($\beta$=14)") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title(r"Frequency response of the Kaiser window ($\beta$=14)") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
# Docstring adapted from NumPy's kaiser function | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(0, M) | |
alpha = (M - 1) / 2.0 | |
w = (special.i0(beta * np.sqrt(1 - ((n - alpha) / alpha) ** 2.0)) / | |
special.i0(beta)) | |
return _truncate(w, needs_trunc) | |
def kaiser_bessel_derived(M, beta, *, sym=True): | |
"""Return a Kaiser-Bessel derived window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
Note that this window is only defined for an even | |
number of points. | |
beta : float | |
Kaiser window shape parameter. | |
sym : bool, optional | |
This parameter only exists to comply with the interface offered by | |
the other window functions and to be callable by `get_window`. | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
Returns | |
------- | |
w : ndarray | |
The window, normalized to fulfil the Princen-Bradley condition. | |
See Also | |
-------- | |
kaiser | |
Notes | |
----- | |
It is designed to be suitable for use with the modified discrete cosine | |
transform (MDCT) and is mainly used in audio signal processing and | |
audio coding. | |
.. versionadded:: 1.9.0 | |
References | |
---------- | |
.. [1] Bosi, Marina, and Richard E. Goldberg. Introduction to Digital | |
Audio Coding and Standards. Dordrecht: Kluwer, 2003. | |
.. [2] Wikipedia, "Kaiser window", | |
https://en.wikipedia.org/wiki/Kaiser_window | |
Examples | |
-------- | |
Plot the Kaiser-Bessel derived window based on the wikipedia | |
reference [2]_: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> fig, ax = plt.subplots() | |
>>> N = 50 | |
>>> for alpha in [0.64, 2.55, 7.64, 31.83]: | |
... ax.plot(signal.windows.kaiser_bessel_derived(2*N, np.pi*alpha), | |
... label=f"{alpha=}") | |
>>> ax.grid(True) | |
>>> ax.set_title("Kaiser-Bessel derived window") | |
>>> ax.set_ylabel("Amplitude") | |
>>> ax.set_xlabel("Sample") | |
>>> ax.set_xticks([0, N, 2*N-1]) | |
>>> ax.set_xticklabels(["0", "N", "2N+1"]) # doctest: +SKIP | |
>>> ax.set_yticks([0.0, 0.2, 0.4, 0.6, 0.707, 0.8, 1.0]) | |
>>> fig.legend(loc="center") | |
>>> fig.tight_layout() | |
>>> fig.show() | |
""" | |
if not sym: | |
raise ValueError( | |
"Kaiser-Bessel Derived windows are only defined for symmetric " | |
"shapes" | |
) | |
elif M < 1: | |
return np.array([]) | |
elif M % 2: | |
raise ValueError( | |
"Kaiser-Bessel Derived windows are only defined for even number " | |
"of points" | |
) | |
kaiser_window = kaiser(M // 2 + 1, beta) | |
csum = np.cumsum(kaiser_window) | |
half_window = np.sqrt(csum[:-1] / csum[-1]) | |
w = np.concatenate((half_window, half_window[::-1]), axis=0) | |
return w | |
def gaussian(M, std, sym=True): | |
r"""Return a Gaussian window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
std : float | |
The standard deviation, sigma. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The Gaussian window is defined as | |
.. math:: w(n) = e^{ -\frac{1}{2}\left(\frac{n}{\sigma}\right)^2 } | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.gaussian(51, std=7) | |
>>> plt.plot(window) | |
>>> plt.title(r"Gaussian window ($\sigma$=7)") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title(r"Frequency response of the Gaussian window ($\sigma$=7)") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(0, M) - (M - 1.0) / 2.0 | |
sig2 = 2 * std * std | |
w = np.exp(-n ** 2 / sig2) | |
return _truncate(w, needs_trunc) | |
def general_gaussian(M, p, sig, sym=True): | |
r"""Return a window with a generalized Gaussian shape. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
p : float | |
Shape parameter. p = 1 is identical to `gaussian`, p = 0.5 is | |
the same shape as the Laplace distribution. | |
sig : float | |
The standard deviation, sigma. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The generalized Gaussian window is defined as | |
.. math:: w(n) = e^{ -\frac{1}{2}\left|\frac{n}{\sigma}\right|^{2p} } | |
the half-power point is at | |
.. math:: (2 \log(2))^{1/(2 p)} \sigma | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.general_gaussian(51, p=1.5, sig=7) | |
>>> plt.plot(window) | |
>>> plt.title(r"Generalized Gaussian window (p=1.5, $\sigma$=7)") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title(r"Freq. resp. of the gen. Gaussian " | |
... r"window (p=1.5, $\sigma$=7)") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
n = np.arange(0, M) - (M - 1.0) / 2.0 | |
w = np.exp(-0.5 * np.abs(n / sig) ** (2 * p)) | |
return _truncate(w, needs_trunc) | |
# `chebwin` contributed by Kumar Appaiah. | |
def chebwin(M, at, sym=True): | |
r"""Return a Dolph-Chebyshev window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
at : float | |
Attenuation (in dB). | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value always normalized to 1 | |
Notes | |
----- | |
This window optimizes for the narrowest main lobe width for a given order | |
`M` and sidelobe equiripple attenuation `at`, using Chebyshev | |
polynomials. It was originally developed by Dolph to optimize the | |
directionality of radio antenna arrays. | |
Unlike most windows, the Dolph-Chebyshev is defined in terms of its | |
frequency response: | |
.. math:: W(k) = \frac | |
{\cos\{M \cos^{-1}[\beta \cos(\frac{\pi k}{M})]\}} | |
{\cosh[M \cosh^{-1}(\beta)]} | |
where | |
.. math:: \beta = \cosh \left [\frac{1}{M} | |
\cosh^{-1}(10^\frac{A}{20}) \right ] | |
and 0 <= abs(k) <= M-1. A is the attenuation in decibels (`at`). | |
The time domain window is then generated using the IFFT, so | |
power-of-two `M` are the fastest to generate, and prime number `M` are | |
the slowest. | |
The equiripple condition in the frequency domain creates impulses in the | |
time domain, which appear at the ends of the window. | |
References | |
---------- | |
.. [1] C. Dolph, "A current distribution for broadside arrays which | |
optimizes the relationship between beam width and side-lobe level", | |
Proceedings of the IEEE, Vol. 34, Issue 6 | |
.. [2] Peter Lynch, "The Dolph-Chebyshev Window: A Simple Optimal Filter", | |
American Meteorological Society (April 1997) | |
http://mathsci.ucd.ie/~plynch/Publications/Dolph.pdf | |
.. [3] F. J. Harris, "On the use of windows for harmonic analysis with the | |
discrete Fourier transforms", Proceedings of the IEEE, Vol. 66, | |
No. 1, January 1978 | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.chebwin(51, at=100) | |
>>> plt.plot(window) | |
>>> plt.title("Dolph-Chebyshev window (100 dB)") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Dolph-Chebyshev window (100 dB)") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" | |
if np.abs(at) < 45: | |
warnings.warn("This window is not suitable for spectral analysis " | |
"for attenuation values lower than about 45dB because " | |
"the equivalent noise bandwidth of a Chebyshev window " | |
"does not grow monotonically with increasing sidelobe " | |
"attenuation when the attenuation is smaller than " | |
"about 45 dB.", | |
stacklevel=2) | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
# compute the parameter beta | |
order = M - 1.0 | |
beta = np.cosh(1.0 / order * np.arccosh(10 ** (np.abs(at) / 20.))) | |
k = np.r_[0:M] * 1.0 | |
x = beta * np.cos(np.pi * k / M) | |
# Find the window's DFT coefficients | |
# Use analytic definition of Chebyshev polynomial instead of expansion | |
# from scipy.special. Using the expansion in scipy.special leads to errors. | |
p = np.zeros(x.shape) | |
p[x > 1] = np.cosh(order * np.arccosh(x[x > 1])) | |
p[x < -1] = (2 * (M % 2) - 1) * np.cosh(order * np.arccosh(-x[x < -1])) | |
p[np.abs(x) <= 1] = np.cos(order * np.arccos(x[np.abs(x) <= 1])) | |
# Appropriate IDFT and filling up | |
# depending on even/odd M | |
if M % 2: | |
w = np.real(sp_fft.fft(p)) | |
n = (M + 1) // 2 | |
w = w[:n] | |
w = np.concatenate((w[n - 1:0:-1], w)) | |
else: | |
p = p * np.exp(1.j * np.pi / M * np.r_[0:M]) | |
w = np.real(sp_fft.fft(p)) | |
n = M // 2 + 1 | |
w = np.concatenate((w[n - 1:0:-1], w[1:n])) | |
w = w / max(w) | |
return _truncate(w, needs_trunc) | |
def cosine(M, sym=True): | |
"""Return a window with a simple cosine shape. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
.. versionadded:: 0.13.0 | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.cosine(51) | |
>>> plt.plot(window) | |
>>> plt.title("Cosine window") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2047) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the cosine window") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
>>> plt.show() | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
w = np.sin(np.pi / M * (np.arange(0, M) + .5)) | |
return _truncate(w, needs_trunc) | |
def exponential(M, center=None, tau=1., sym=True): | |
r"""Return an exponential (or Poisson) window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
center : float, optional | |
Parameter defining the center location of the window function. | |
The default value if not given is ``center = (M-1) / 2``. This | |
parameter must take its default value for symmetric windows. | |
tau : float, optional | |
Parameter defining the decay. For ``center = 0`` use | |
``tau = -(M-1) / ln(x)`` if ``x`` is the fraction of the window | |
remaining at the end. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The Exponential window is defined as | |
.. math:: w(n) = e^{-|n-center| / \tau} | |
References | |
---------- | |
.. [1] S. Gade and H. Herlufsen, "Windows to FFT analysis (Part I)", | |
Technical Review 3, Bruel & Kjaer, 1987. | |
Examples | |
-------- | |
Plot the symmetric window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> M = 51 | |
>>> tau = 3.0 | |
>>> window = signal.windows.exponential(M, tau=tau) | |
>>> plt.plot(window) | |
>>> plt.title("Exponential Window (tau=3.0)") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -35, 0]) | |
>>> plt.title("Frequency response of the Exponential window (tau=3.0)") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
This function can also generate non-symmetric windows: | |
>>> tau2 = -(M-1) / np.log(0.01) | |
>>> window2 = signal.windows.exponential(M, 0, tau2, False) | |
>>> plt.figure() | |
>>> plt.plot(window2) | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
""" | |
if sym and center is not None: | |
raise ValueError("If sym==True, center must be None.") | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
if center is None: | |
center = (M-1) / 2 | |
n = np.arange(0, M) | |
w = np.exp(-np.abs(n-center) / tau) | |
return _truncate(w, needs_trunc) | |
def taylor(M, nbar=4, sll=30, norm=True, sym=True): | |
""" | |
Return a Taylor window. | |
The Taylor window taper function approximates the Dolph-Chebyshev window's | |
constant sidelobe level for a parameterized number of near-in sidelobes, | |
but then allows a taper beyond [2]_. | |
The SAR (synthetic aperture radar) community commonly uses Taylor | |
weighting for image formation processing because it provides strong, | |
selectable sidelobe suppression with minimum broadening of the | |
mainlobe [1]_. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
nbar : int, optional | |
Number of nearly constant level sidelobes adjacent to the mainlobe. | |
sll : float, optional | |
Desired suppression of sidelobe level in decibels (dB) relative to the | |
DC gain of the mainlobe. This should be a positive number. | |
norm : bool, optional | |
When True (default), divides the window by the largest (middle) value | |
for odd-length windows or the value that would occur between the two | |
repeated middle values for even-length windows such that all values | |
are less than or equal to 1. When False the DC gain will remain at 1 | |
(0 dB) and the sidelobes will be `sll` dB down. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
out : array | |
The window. When `norm` is True (default), the maximum value is | |
normalized to 1 (though the value 1 does not appear if `M` is | |
even and `sym` is True). | |
See Also | |
-------- | |
chebwin, kaiser, bartlett, blackman, hamming, hann | |
References | |
---------- | |
.. [1] W. Carrara, R. Goodman, and R. Majewski, "Spotlight Synthetic | |
Aperture Radar: Signal Processing Algorithms" Pages 512-513, | |
July 1995. | |
.. [2] Armin Doerry, "Catalog of Window Taper Functions for | |
Sidelobe Control", 2017. | |
https://www.researchgate.net/profile/Armin_Doerry/publication/316281181_Catalog_of_Window_Taper_Functions_for_Sidelobe_Control/links/58f92cb2a6fdccb121c9d54d/Catalog-of-Window-Taper-Functions-for-Sidelobe-Control.pdf | |
Examples | |
-------- | |
Plot the window and its frequency response: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> window = signal.windows.taylor(51, nbar=20, sll=100, norm=False) | |
>>> plt.plot(window) | |
>>> plt.title("Taylor window (100 dB)") | |
>>> plt.ylabel("Amplitude") | |
>>> plt.xlabel("Sample") | |
>>> plt.figure() | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> plt.plot(freq, response) | |
>>> plt.axis([-0.5, 0.5, -120, 0]) | |
>>> plt.title("Frequency response of the Taylor window (100 dB)") | |
>>> plt.ylabel("Normalized magnitude [dB]") | |
>>> plt.xlabel("Normalized frequency [cycles per sample]") | |
""" # noqa: E501 | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
# Original text uses a negative sidelobe level parameter and then negates | |
# it in the calculation of B. To keep consistent with other methods we | |
# assume the sidelobe level parameter to be positive. | |
B = 10**(sll / 20) | |
A = np.arccosh(B) / np.pi | |
s2 = nbar**2 / (A**2 + (nbar - 0.5)**2) | |
ma = np.arange(1, nbar) | |
Fm = np.empty(nbar-1) | |
signs = np.empty_like(ma) | |
signs[::2] = 1 | |
signs[1::2] = -1 | |
m2 = ma*ma | |
for mi, m in enumerate(ma): | |
numer = signs[mi] * np.prod(1 - m2[mi]/s2/(A**2 + (ma - 0.5)**2)) | |
denom = 2 * np.prod(1 - m2[mi]/m2[:mi]) * np.prod(1 - m2[mi]/m2[mi+1:]) | |
Fm[mi] = numer / denom | |
def W(n): | |
return 1 + 2*np.dot(Fm, np.cos( | |
2*np.pi*ma[:, np.newaxis]*(n-M/2.+0.5)/M)) | |
w = W(np.arange(M)) | |
# normalize (Note that this is not described in the original text [1]) | |
if norm: | |
scale = 1.0 / W((M - 1) / 2) | |
w *= scale | |
return _truncate(w, needs_trunc) | |
def dpss(M, NW, Kmax=None, sym=True, norm=None, return_ratios=False): | |
""" | |
Compute the Discrete Prolate Spheroidal Sequences (DPSS). | |
DPSS (or Slepian sequences) are often used in multitaper power spectral | |
density estimation (see [1]_). The first window in the sequence can be | |
used to maximize the energy concentration in the main lobe, and is also | |
called the Slepian window. | |
Parameters | |
---------- | |
M : int | |
Window length. | |
NW : float | |
Standardized half bandwidth corresponding to ``2*NW = BW/f0 = BW*M*dt`` | |
where ``dt`` is taken as 1. | |
Kmax : int | None, optional | |
Number of DPSS windows to return (orders ``0`` through ``Kmax-1``). | |
If None (default), return only a single window of shape ``(M,)`` | |
instead of an array of windows of shape ``(Kmax, M)``. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
norm : {2, 'approximate', 'subsample'} | None, optional | |
If 'approximate' or 'subsample', then the windows are normalized by the | |
maximum, and a correction scale-factor for even-length windows | |
is applied either using ``M**2/(M**2+NW)`` ("approximate") or | |
a FFT-based subsample shift ("subsample"), see Notes for details. | |
If None, then "approximate" is used when ``Kmax=None`` and 2 otherwise | |
(which uses the l2 norm). | |
return_ratios : bool, optional | |
If True, also return the concentration ratios in addition to the | |
windows. | |
Returns | |
------- | |
v : ndarray, shape (Kmax, M) or (M,) | |
The DPSS windows. Will be 1D if `Kmax` is None. | |
r : ndarray, shape (Kmax,) or float, optional | |
The concentration ratios for the windows. Only returned if | |
`return_ratios` evaluates to True. Will be 0D if `Kmax` is None. | |
Notes | |
----- | |
This computation uses the tridiagonal eigenvector formulation given | |
in [2]_. | |
The default normalization for ``Kmax=None``, i.e. window-generation mode, | |
simply using the l-infinity norm would create a window with two unity | |
values, which creates slight normalization differences between even and odd | |
orders. The approximate correction of ``M**2/float(M**2+NW)`` for even | |
sample numbers is used to counteract this effect (see Examples below). | |
For very long signals (e.g., 1e6 elements), it can be useful to compute | |
windows orders of magnitude shorter and use interpolation (e.g., | |
`scipy.interpolate.interp1d`) to obtain tapers of length `M`, | |
but this in general will not preserve orthogonality between the tapers. | |
.. versionadded:: 1.1 | |
References | |
---------- | |
.. [1] Percival DB, Walden WT. Spectral Analysis for Physical Applications: | |
Multitaper and Conventional Univariate Techniques. | |
Cambridge University Press; 1993. | |
.. [2] Slepian, D. Prolate spheroidal wave functions, Fourier analysis, and | |
uncertainty V: The discrete case. Bell System Technical Journal, | |
Volume 57 (1978), 1371430. | |
.. [3] Kaiser, JF, Schafer RW. On the Use of the I0-Sinh Window for | |
Spectrum Analysis. IEEE Transactions on Acoustics, Speech and | |
Signal Processing. ASSP-28 (1): 105-107; 1980. | |
Examples | |
-------- | |
We can compare the window to `kaiser`, which was invented as an alternative | |
that was easier to calculate [3]_ (example adapted from | |
`here <https://ccrma.stanford.edu/~jos/sasp/Kaiser_DPSS_Windows_Compared.html>`_): | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> from scipy.signal import windows, freqz | |
>>> M = 51 | |
>>> fig, axes = plt.subplots(3, 2, figsize=(5, 7)) | |
>>> for ai, alpha in enumerate((1, 3, 5)): | |
... win_dpss = windows.dpss(M, alpha) | |
... beta = alpha*np.pi | |
... win_kaiser = windows.kaiser(M, beta) | |
... for win, c in ((win_dpss, 'k'), (win_kaiser, 'r')): | |
... win /= win.sum() | |
... axes[ai, 0].plot(win, color=c, lw=1.) | |
... axes[ai, 0].set(xlim=[0, M-1], title=r'$\\alpha$ = %s' % alpha, | |
... ylabel='Amplitude') | |
... w, h = freqz(win) | |
... axes[ai, 1].plot(w, 20 * np.log10(np.abs(h)), color=c, lw=1.) | |
... axes[ai, 1].set(xlim=[0, np.pi], | |
... title=r'$\\beta$ = %0.2f' % beta, | |
... ylabel='Magnitude (dB)') | |
>>> for ax in axes.ravel(): | |
... ax.grid(True) | |
>>> axes[2, 1].legend(['DPSS', 'Kaiser']) | |
>>> fig.tight_layout() | |
>>> plt.show() | |
And here are examples of the first four windows, along with their | |
concentration ratios: | |
>>> M = 512 | |
>>> NW = 2.5 | |
>>> win, eigvals = windows.dpss(M, NW, 4, return_ratios=True) | |
>>> fig, ax = plt.subplots(1) | |
>>> ax.plot(win.T, linewidth=1.) | |
>>> ax.set(xlim=[0, M-1], ylim=[-0.1, 0.1], xlabel='Samples', | |
... title='DPSS, M=%d, NW=%0.1f' % (M, NW)) | |
>>> ax.legend(['win[%d] (%0.4f)' % (ii, ratio) | |
... for ii, ratio in enumerate(eigvals)]) | |
>>> fig.tight_layout() | |
>>> plt.show() | |
Using a standard :math:`l_{\\infty}` norm would produce two unity values | |
for even `M`, but only one unity value for odd `M`. This produces uneven | |
window power that can be counteracted by the approximate correction | |
``M**2/float(M**2+NW)``, which can be selected by using | |
``norm='approximate'`` (which is the same as ``norm=None`` when | |
``Kmax=None``, as is the case here). Alternatively, the slower | |
``norm='subsample'`` can be used, which uses subsample shifting in the | |
frequency domain (FFT) to compute the correction: | |
>>> Ms = np.arange(1, 41) | |
>>> factors = (50, 20, 10, 5, 2.0001) | |
>>> energy = np.empty((3, len(Ms), len(factors))) | |
>>> for mi, M in enumerate(Ms): | |
... for fi, factor in enumerate(factors): | |
... NW = M / float(factor) | |
... # Corrected using empirical approximation (default) | |
... win = windows.dpss(M, NW) | |
... energy[0, mi, fi] = np.sum(win ** 2) / np.sqrt(M) | |
... # Corrected using subsample shifting | |
... win = windows.dpss(M, NW, norm='subsample') | |
... energy[1, mi, fi] = np.sum(win ** 2) / np.sqrt(M) | |
... # Uncorrected (using l-infinity norm) | |
... win /= win.max() | |
... energy[2, mi, fi] = np.sum(win ** 2) / np.sqrt(M) | |
>>> fig, ax = plt.subplots(1) | |
>>> hs = ax.plot(Ms, energy[2], '-o', markersize=4, | |
... markeredgecolor='none') | |
>>> leg = [hs[-1]] | |
>>> for hi, hh in enumerate(hs): | |
... h1 = ax.plot(Ms, energy[0, :, hi], '-o', markersize=4, | |
... color=hh.get_color(), markeredgecolor='none', | |
... alpha=0.66) | |
... h2 = ax.plot(Ms, energy[1, :, hi], '-o', markersize=4, | |
... color=hh.get_color(), markeredgecolor='none', | |
... alpha=0.33) | |
... if hi == len(hs) - 1: | |
... leg.insert(0, h1[0]) | |
... leg.insert(0, h2[0]) | |
>>> ax.set(xlabel='M (samples)', ylabel=r'Power / $\\sqrt{M}$') | |
>>> ax.legend(leg, ['Uncorrected', r'Corrected: $\\frac{M^2}{M^2+NW}$', | |
... 'Corrected (subsample)']) | |
>>> fig.tight_layout() | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
if norm is None: | |
norm = 'approximate' if Kmax is None else 2 | |
known_norms = (2, 'approximate', 'subsample') | |
if norm not in known_norms: | |
raise ValueError(f'norm must be one of {known_norms}, got {norm}') | |
if Kmax is None: | |
singleton = True | |
Kmax = 1 | |
else: | |
singleton = False | |
Kmax = operator.index(Kmax) | |
if not 0 < Kmax <= M: | |
raise ValueError('Kmax must be greater than 0 and less than M') | |
if NW >= M/2.: | |
raise ValueError('NW must be less than M/2.') | |
if NW <= 0: | |
raise ValueError('NW must be positive') | |
M, needs_trunc = _extend(M, sym) | |
W = float(NW) / M | |
nidx = np.arange(M) | |
# Here we want to set up an optimization problem to find a sequence | |
# whose energy is maximally concentrated within band [-W,W]. | |
# Thus, the measure lambda(T,W) is the ratio between the energy within | |
# that band, and the total energy. This leads to the eigen-system | |
# (A - (l1)I)v = 0, where the eigenvector corresponding to the largest | |
# eigenvalue is the sequence with maximally concentrated energy. The | |
# collection of eigenvectors of this system are called Slepian | |
# sequences, or discrete prolate spheroidal sequences (DPSS). Only the | |
# first K, K = 2NW/dt orders of DPSS will exhibit good spectral | |
# concentration | |
# [see https://en.wikipedia.org/wiki/Spectral_concentration_problem] | |
# Here we set up an alternative symmetric tri-diagonal eigenvalue | |
# problem such that | |
# (B - (l2)I)v = 0, and v are our DPSS (but eigenvalues l2 != l1) | |
# the main diagonal = ([M-1-2*t]/2)**2 cos(2PIW), t=[0,1,2,...,M-1] | |
# and the first off-diagonal = t(M-t)/2, t=[1,2,...,M-1] | |
# [see Percival and Walden, 1993] | |
d = ((M - 1 - 2 * nidx) / 2.) ** 2 * np.cos(2 * np.pi * W) | |
e = nidx[1:] * (M - nidx[1:]) / 2. | |
# only calculate the highest Kmax eigenvalues | |
w, windows = linalg.eigh_tridiagonal( | |
d, e, select='i', select_range=(M - Kmax, M - 1)) | |
w = w[::-1] | |
windows = windows[:, ::-1].T | |
# By convention (Percival and Walden, 1993 pg 379) | |
# * symmetric tapers (k=0,2,4,...) should have a positive average. | |
fix_even = (windows[::2].sum(axis=1) < 0) | |
for i, f in enumerate(fix_even): | |
if f: | |
windows[2 * i] *= -1 | |
# * antisymmetric tapers should begin with a positive lobe | |
# (this depends on the definition of "lobe", here we'll take the first | |
# point above the numerical noise, which should be good enough for | |
# sufficiently smooth functions, and more robust than relying on an | |
# algorithm that uses max(abs(w)), which is susceptible to numerical | |
# noise problems) | |
thresh = max(1e-7, 1. / M) | |
for i, w in enumerate(windows[1::2]): | |
if w[w * w > thresh][0] < 0: | |
windows[2 * i + 1] *= -1 | |
# Now find the eigenvalues of the original spectral concentration problem | |
# Use the autocorr sequence technique from Percival and Walden, 1993 pg 390 | |
if return_ratios: | |
dpss_rxx = _fftautocorr(windows) | |
r = 4 * W * np.sinc(2 * W * nidx) | |
r[0] = 2 * W | |
ratios = np.dot(dpss_rxx, r) | |
if singleton: | |
ratios = ratios[0] | |
# Deal with sym and Kmax=None | |
if norm != 2: | |
windows /= windows.max() | |
if M % 2 == 0: | |
if norm == 'approximate': | |
correction = M**2 / float(M**2 + NW) | |
else: | |
s = sp_fft.rfft(windows[0]) | |
shift = -(1 - 1./M) * np.arange(1, M//2 + 1) | |
s[1:] *= 2 * np.exp(-1j * np.pi * shift) | |
correction = M / s.real.sum() | |
windows *= correction | |
# else we're already l2 normed, so do nothing | |
if needs_trunc: | |
windows = windows[:, :-1] | |
if singleton: | |
windows = windows[0] | |
return (windows, ratios) if return_ratios else windows | |
def lanczos(M, *, sym=True): | |
r"""Return a Lanczos window also known as a sinc window. | |
Parameters | |
---------- | |
M : int | |
Number of points in the output window. If zero, an empty array | |
is returned. An exception is thrown when it is negative. | |
sym : bool, optional | |
When True (default), generates a symmetric window, for use in filter | |
design. | |
When False, generates a periodic window, for use in spectral analysis. | |
Returns | |
------- | |
w : ndarray | |
The window, with the maximum value normalized to 1 (though the value 1 | |
does not appear if `M` is even and `sym` is True). | |
Notes | |
----- | |
The Lanczos window is defined as | |
.. math:: w(n) = sinc \left( \frac{2n}{M - 1} - 1 \right) | |
where | |
.. math:: sinc(x) = \frac{\sin(\pi x)}{\pi x} | |
The Lanczos window has reduced Gibbs oscillations and is widely used for | |
filtering climate timeseries with good properties in the physical and | |
spectral domains. | |
.. versionadded:: 1.10 | |
References | |
---------- | |
.. [1] Lanczos, C., and Teichmann, T. (1957). Applied analysis. | |
Physics Today, 10, 44. | |
.. [2] Duchon C. E. (1979) Lanczos Filtering in One and Two Dimensions. | |
Journal of Applied Meteorology, Vol 18, pp 1016-1022. | |
.. [3] Thomson, R. E. and Emery, W. J. (2014) Data Analysis Methods in | |
Physical Oceanography (Third Edition), Elsevier, pp 593-637. | |
.. [4] Wikipedia, "Window function", | |
http://en.wikipedia.org/wiki/Window_function | |
Examples | |
-------- | |
Plot the window | |
>>> import numpy as np | |
>>> from scipy.signal.windows import lanczos | |
>>> from scipy.fft import fft, fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> fig, ax = plt.subplots(1) | |
>>> window = lanczos(51) | |
>>> ax.plot(window) | |
>>> ax.set_title("Lanczos window") | |
>>> ax.set_ylabel("Amplitude") | |
>>> ax.set_xlabel("Sample") | |
>>> fig.tight_layout() | |
>>> plt.show() | |
and its frequency response: | |
>>> fig, ax = plt.subplots(1) | |
>>> A = fft(window, 2048) / (len(window)/2.0) | |
>>> freq = np.linspace(-0.5, 0.5, len(A)) | |
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max()))) | |
>>> ax.plot(freq, response) | |
>>> ax.set_xlim(-0.5, 0.5) | |
>>> ax.set_ylim(-120, 0) | |
>>> ax.set_title("Frequency response of the lanczos window") | |
>>> ax.set_ylabel("Normalized magnitude [dB]") | |
>>> ax.set_xlabel("Normalized frequency [cycles per sample]") | |
>>> fig.tight_layout() | |
>>> plt.show() | |
""" | |
if _len_guards(M): | |
return np.ones(M) | |
M, needs_trunc = _extend(M, sym) | |
# To make sure that the window is symmetric, we concatenate the right hand | |
# half of the window and the flipped one which is the left hand half of | |
# the window. | |
def _calc_right_side_lanczos(n, m): | |
return np.sinc(2. * np.arange(n, m) / (m - 1) - 1.0) | |
if M % 2 == 0: | |
wh = _calc_right_side_lanczos(M/2, M) | |
w = np.r_[np.flip(wh), wh] | |
else: | |
wh = _calc_right_side_lanczos((M+1)/2, M) | |
w = np.r_[np.flip(wh), 1.0, wh] | |
return _truncate(w, needs_trunc) | |
def _fftautocorr(x): | |
"""Compute the autocorrelation of a real array and crop the result.""" | |
N = x.shape[-1] | |
use_N = sp_fft.next_fast_len(2*N-1) | |
x_fft = sp_fft.rfft(x, use_N, axis=-1) | |
cxy = sp_fft.irfft(x_fft * x_fft.conj(), n=use_N)[:, :N] | |
# Or equivalently (but in most cases slower): | |
# cxy = np.array([np.convolve(xx, yy[::-1], mode='full') | |
# for xx, yy in zip(x, x)])[:, N-1:2*N-1] | |
return cxy | |
_win_equiv_raw = { | |
('barthann', 'brthan', 'bth'): (barthann, False), | |
('bartlett', 'bart', 'brt'): (bartlett, False), | |
('blackman', 'black', 'blk'): (blackman, False), | |
('blackmanharris', 'blackharr', 'bkh'): (blackmanharris, False), | |
('bohman', 'bman', 'bmn'): (bohman, False), | |
('boxcar', 'box', 'ones', | |
'rect', 'rectangular'): (boxcar, False), | |
('chebwin', 'cheb'): (chebwin, True), | |
('cosine', 'halfcosine'): (cosine, False), | |
('dpss',): (dpss, True), | |
('exponential', 'poisson'): (exponential, False), | |
('flattop', 'flat', 'flt'): (flattop, False), | |
('gaussian', 'gauss', 'gss'): (gaussian, True), | |
('general cosine', 'general_cosine'): (general_cosine, True), | |
('general gaussian', 'general_gaussian', | |
'general gauss', 'general_gauss', 'ggs'): (general_gaussian, True), | |
('general hamming', 'general_hamming'): (general_hamming, True), | |
('hamming', 'hamm', 'ham'): (hamming, False), | |
('hann', 'han'): (hann, False), | |
('kaiser', 'ksr'): (kaiser, True), | |
('kaiser bessel derived', 'kbd'): (kaiser_bessel_derived, True), | |
('lanczos', 'sinc'): (lanczos, False), | |
('nuttall', 'nutl', 'nut'): (nuttall, False), | |
('parzen', 'parz', 'par'): (parzen, False), | |
('taylor', 'taylorwin'): (taylor, False), | |
('triangle', 'triang', 'tri'): (triang, False), | |
('tukey', 'tuk'): (tukey, False), | |
} | |
# Fill dict with all valid window name strings | |
_win_equiv = {} | |
for k, v in _win_equiv_raw.items(): | |
for key in k: | |
_win_equiv[key] = v[0] | |
# Keep track of which windows need additional parameters | |
_needs_param = set() | |
for k, v in _win_equiv_raw.items(): | |
if v[1]: | |
_needs_param.update(k) | |
def get_window(window, Nx, fftbins=True): | |
""" | |
Return a window of a given length and type. | |
Parameters | |
---------- | |
window : string, float, or tuple | |
The type of window to create. See below for more details. | |
Nx : int | |
The number of samples in the window. | |
fftbins : bool, optional | |
If True (default), create a "periodic" window, ready to use with | |
`ifftshift` and be multiplied by the result of an FFT (see also | |
:func:`~scipy.fft.fftfreq`). | |
If False, create a "symmetric" window, for use in filter design. | |
Returns | |
------- | |
get_window : ndarray | |
Returns a window of length `Nx` and type `window` | |
Notes | |
----- | |
Window types: | |
- `~scipy.signal.windows.boxcar` | |
- `~scipy.signal.windows.triang` | |
- `~scipy.signal.windows.blackman` | |
- `~scipy.signal.windows.hamming` | |
- `~scipy.signal.windows.hann` | |
- `~scipy.signal.windows.bartlett` | |
- `~scipy.signal.windows.flattop` | |
- `~scipy.signal.windows.parzen` | |
- `~scipy.signal.windows.bohman` | |
- `~scipy.signal.windows.blackmanharris` | |
- `~scipy.signal.windows.nuttall` | |
- `~scipy.signal.windows.barthann` | |
- `~scipy.signal.windows.cosine` | |
- `~scipy.signal.windows.exponential` | |
- `~scipy.signal.windows.tukey` | |
- `~scipy.signal.windows.taylor` | |
- `~scipy.signal.windows.lanczos` | |
- `~scipy.signal.windows.kaiser` (needs beta) | |
- `~scipy.signal.windows.kaiser_bessel_derived` (needs beta) | |
- `~scipy.signal.windows.gaussian` (needs standard deviation) | |
- `~scipy.signal.windows.general_cosine` (needs weighting coefficients) | |
- `~scipy.signal.windows.general_gaussian` (needs power, width) | |
- `~scipy.signal.windows.general_hamming` (needs window coefficient) | |
- `~scipy.signal.windows.dpss` (needs normalized half-bandwidth) | |
- `~scipy.signal.windows.chebwin` (needs attenuation) | |
If the window requires no parameters, then `window` can be a string. | |
If the window requires parameters, then `window` must be a tuple | |
with the first argument the string name of the window, and the next | |
arguments the needed parameters. | |
If `window` is a floating point number, it is interpreted as the beta | |
parameter of the `~scipy.signal.windows.kaiser` window. | |
Each of the window types listed above is also the name of | |
a function that can be called directly to create a window of | |
that type. | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> signal.get_window('triang', 7) | |
array([ 0.125, 0.375, 0.625, 0.875, 0.875, 0.625, 0.375]) | |
>>> signal.get_window(('kaiser', 4.0), 9) | |
array([ 0.08848053, 0.29425961, 0.56437221, 0.82160913, 0.97885093, | |
0.97885093, 0.82160913, 0.56437221, 0.29425961]) | |
>>> signal.get_window(('exponential', None, 1.), 9) | |
array([ 0.011109 , 0.03019738, 0.082085 , 0.22313016, 0.60653066, | |
0.60653066, 0.22313016, 0.082085 , 0.03019738]) | |
>>> signal.get_window(4.0, 9) | |
array([ 0.08848053, 0.29425961, 0.56437221, 0.82160913, 0.97885093, | |
0.97885093, 0.82160913, 0.56437221, 0.29425961]) | |
""" | |
sym = not fftbins | |
try: | |
beta = float(window) | |
except (TypeError, ValueError) as e: | |
args = () | |
if isinstance(window, tuple): | |
winstr = window[0] | |
if len(window) > 1: | |
args = window[1:] | |
elif isinstance(window, str): | |
if window in _needs_param: | |
raise ValueError("The '" + window + "' window needs one or " | |
"more parameters -- pass a tuple.") from e | |
else: | |
winstr = window | |
else: | |
raise ValueError("%s as window type is not supported." % | |
str(type(window))) from e | |
try: | |
winfunc = _win_equiv[winstr] | |
except KeyError as e: | |
raise ValueError("Unknown window type.") from e | |
if winfunc is dpss: | |
params = (Nx,) + args + (None,) | |
else: | |
params = (Nx,) + args | |
else: | |
winfunc = kaiser | |
params = (Nx, beta) | |
return winfunc(*params, sym=sym) | |