using for loop to install conda package

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"""
=======================================
Signal processing (:mod:`scipy.signal`)
=======================================
Convolution
===========
.. autosummary::
:toctree: generated/
convolve -- N-D convolution.
correlate -- N-D correlation.
fftconvolve -- N-D convolution using the FFT.
oaconvolve -- N-D convolution using the overlap-add method.
convolve2d -- 2-D convolution (more options).
correlate2d -- 2-D correlation (more options).
sepfir2d -- Convolve with a 2-D separable FIR filter.
choose_conv_method -- Chooses faster of FFT and direct convolution methods.
correlation_lags -- Determines lag indices for 1D cross-correlation.
B-splines
=========
.. autosummary::
:toctree: generated/
bspline -- B-spline basis function of order n.
cubic -- B-spline basis function of order 3.
quadratic -- B-spline basis function of order 2.
gauss_spline -- Gaussian approximation to the B-spline basis function.
cspline1d -- Coefficients for 1-D cubic (3rd order) B-spline.
qspline1d -- Coefficients for 1-D quadratic (2nd order) B-spline.
cspline2d -- Coefficients for 2-D cubic (3rd order) B-spline.
qspline2d -- Coefficients for 2-D quadratic (2nd order) B-spline.
cspline1d_eval -- Evaluate a cubic spline at the given points.
qspline1d_eval -- Evaluate a quadratic spline at the given points.
spline_filter -- Smoothing spline (cubic) filtering of a rank-2 array.
Filtering
=========
.. autosummary::
:toctree: generated/
order_filter -- N-D order filter.
medfilt -- N-D median filter.
medfilt2d -- 2-D median filter (faster).
wiener -- N-D Wiener filter.
symiirorder1 -- 2nd-order IIR filter (cascade of first-order systems).
symiirorder2 -- 4th-order IIR filter (cascade of second-order systems).
lfilter -- 1-D FIR and IIR digital linear filtering.
lfiltic -- Construct initial conditions for `lfilter`.
lfilter_zi -- Compute an initial state zi for the lfilter function that
-- corresponds to the steady state of the step response.
filtfilt -- A forward-backward filter.
savgol_filter -- Filter a signal using the Savitzky-Golay filter.
deconvolve -- 1-D deconvolution using lfilter.
sosfilt -- 1-D IIR digital linear filtering using
-- a second-order sections filter representation.
sosfilt_zi -- Compute an initial state zi for the sosfilt function that
-- corresponds to the steady state of the step response.
sosfiltfilt -- A forward-backward filter for second-order sections.
hilbert -- Compute 1-D analytic signal, using the Hilbert transform.
hilbert2 -- Compute 2-D analytic signal, using the Hilbert transform.
decimate -- Downsample a signal.
detrend -- Remove linear and/or constant trends from data.
resample -- Resample using Fourier method.
resample_poly -- Resample using polyphase filtering method.
upfirdn -- Upsample, apply FIR filter, downsample.
Filter design
=============
.. autosummary::
:toctree: generated/
bilinear -- Digital filter from an analog filter using
-- the bilinear transform.
bilinear_zpk -- Digital filter from an analog filter using
-- the bilinear transform.
findfreqs -- Find array of frequencies for computing filter response.
firls -- FIR filter design using least-squares error minimization.
firwin -- Windowed FIR filter design, with frequency response
-- defined as pass and stop bands.
firwin2 -- Windowed FIR filter design, with arbitrary frequency
-- response.
freqs -- Analog filter frequency response from TF coefficients.
freqs_zpk -- Analog filter frequency response from ZPK coefficients.
freqz -- Digital filter frequency response from TF coefficients.
freqz_zpk -- Digital filter frequency response from ZPK coefficients.
sosfreqz -- Digital filter frequency response for SOS format filter.
gammatone -- FIR and IIR gammatone filter design.
group_delay -- Digital filter group delay.
iirdesign -- IIR filter design given bands and gains.
iirfilter -- IIR filter design given order and critical frequencies.
kaiser_atten -- Compute the attenuation of a Kaiser FIR filter, given
-- the number of taps and the transition width at
-- discontinuities in the frequency response.
kaiser_beta -- Compute the Kaiser parameter beta, given the desired
-- FIR filter attenuation.
kaiserord -- Design a Kaiser window to limit ripple and width of
-- transition region.
minimum_phase -- Convert a linear phase FIR filter to minimum phase.
savgol_coeffs -- Compute the FIR filter coefficients for a Savitzky-Golay
-- filter.
remez -- Optimal FIR filter design.
unique_roots -- Unique roots and their multiplicities.
residue -- Partial fraction expansion of b(s) / a(s).
residuez -- Partial fraction expansion of b(z) / a(z).
invres -- Inverse partial fraction expansion for analog filter.
invresz -- Inverse partial fraction expansion for digital filter.
BadCoefficients -- Warning on badly conditioned filter coefficients.
Lower-level filter design functions:
.. autosummary::
:toctree: generated/
abcd_normalize -- Check state-space matrices and ensure they are rank-2.
band_stop_obj -- Band Stop Objective Function for order minimization.
besselap -- Return (z,p,k) for analog prototype of Bessel filter.
buttap -- Return (z,p,k) for analog prototype of Butterworth filter.
cheb1ap -- Return (z,p,k) for type I Chebyshev filter.
cheb2ap -- Return (z,p,k) for type II Chebyshev filter.
cmplx_sort -- Sort roots based on magnitude.
ellipap -- Return (z,p,k) for analog prototype of elliptic filter.
lp2bp -- Transform a lowpass filter prototype to a bandpass filter.
lp2bp_zpk -- Transform a lowpass filter prototype to a bandpass filter.
lp2bs -- Transform a lowpass filter prototype to a bandstop filter.
lp2bs_zpk -- Transform a lowpass filter prototype to a bandstop filter.
lp2hp -- Transform a lowpass filter prototype to a highpass filter.
lp2hp_zpk -- Transform a lowpass filter prototype to a highpass filter.
lp2lp -- Transform a lowpass filter prototype to a lowpass filter.
lp2lp_zpk -- Transform a lowpass filter prototype to a lowpass filter.
normalize -- Normalize polynomial representation of a transfer function.
Matlab-style IIR filter design
==============================
.. autosummary::
:toctree: generated/
butter -- Butterworth
buttord
cheby1 -- Chebyshev Type I
cheb1ord
cheby2 -- Chebyshev Type II
cheb2ord
ellip -- Elliptic (Cauer)
ellipord
bessel -- Bessel (no order selection available -- try butterod)
iirnotch -- Design second-order IIR notch digital filter.
iirpeak -- Design second-order IIR peak (resonant) digital filter.
iircomb -- Design IIR comb filter.
Continuous-time linear systems
==============================
.. autosummary::
:toctree: generated/
lti -- Continuous-time linear time invariant system base class.
StateSpace -- Linear time invariant system in state space form.
TransferFunction -- Linear time invariant system in transfer function form.
ZerosPolesGain -- Linear time invariant system in zeros, poles, gain form.
lsim -- Continuous-time simulation of output to linear system.
lsim2 -- Like lsim, but `scipy.integrate.odeint` is used.
impulse -- Impulse response of linear, time-invariant (LTI) system.
impulse2 -- Like impulse, but `scipy.integrate.odeint` is used.
step -- Step response of continuous-time LTI system.
step2 -- Like step, but `scipy.integrate.odeint` is used.
freqresp -- Frequency response of a continuous-time LTI system.
bode -- Bode magnitude and phase data (continuous-time LTI).
Discrete-time linear systems
============================
.. autosummary::
:toctree: generated/
dlti -- Discrete-time linear time invariant system base class.
StateSpace -- Linear time invariant system in state space form.
TransferFunction -- Linear time invariant system in transfer function form.
ZerosPolesGain -- Linear time invariant system in zeros, poles, gain form.
dlsim -- Simulation of output to a discrete-time linear system.
dimpulse -- Impulse response of a discrete-time LTI system.
dstep -- Step response of a discrete-time LTI system.
dfreqresp -- Frequency response of a discrete-time LTI system.
dbode -- Bode magnitude and phase data (discrete-time LTI).
LTI representations
===================
.. autosummary::
:toctree: generated/
tf2zpk -- Transfer function to zero-pole-gain.
tf2sos -- Transfer function to second-order sections.
tf2ss -- Transfer function to state-space.
zpk2tf -- Zero-pole-gain to transfer function.
zpk2sos -- Zero-pole-gain to second-order sections.
zpk2ss -- Zero-pole-gain to state-space.
ss2tf -- State-pace to transfer function.
ss2zpk -- State-space to pole-zero-gain.
sos2zpk -- Second-order sections to zero-pole-gain.
sos2tf -- Second-order sections to transfer function.
cont2discrete -- Continuous-time to discrete-time LTI conversion.
place_poles -- Pole placement.
Waveforms
=========
.. autosummary::
:toctree: generated/
chirp -- Frequency swept cosine signal, with several freq functions.
gausspulse -- Gaussian modulated sinusoid.
max_len_seq -- Maximum length sequence.
sawtooth -- Periodic sawtooth.
square -- Square wave.
sweep_poly -- Frequency swept cosine signal; freq is arbitrary polynomial.
unit_impulse -- Discrete unit impulse.
Window functions
================
For window functions, see the `scipy.signal.windows` namespace.
In the `scipy.signal` namespace, there is a convenience function to
obtain these windows by name:
.. autosummary::
:toctree: generated/
get_window -- Return a window of a given length and type.
Wavelets
========
.. autosummary::
:toctree: generated/
cascade -- Compute scaling function and wavelet from coefficients.
daub -- Return low-pass.
morlet -- Complex Morlet wavelet.
qmf -- Return quadrature mirror filter from low-pass.
ricker -- Return ricker wavelet.
morlet2 -- Return Morlet wavelet, compatible with cwt.
cwt -- Perform continuous wavelet transform.
Peak finding
============
.. autosummary::
:toctree: generated/
argrelmin -- Calculate the relative minima of data.
argrelmax -- Calculate the relative maxima of data.
argrelextrema -- Calculate the relative extrema of data.
find_peaks -- Find a subset of peaks inside a signal.
find_peaks_cwt -- Find peaks in a 1-D array with wavelet transformation.
peak_prominences -- Calculate the prominence of each peak in a signal.
peak_widths -- Calculate the width of each peak in a signal.
Spectral analysis
=================
.. autosummary::
:toctree: generated/
periodogram -- Compute a (modified) periodogram.
welch -- Compute a periodogram using Welch's method.
csd -- Compute the cross spectral density, using Welch's method.
coherence -- Compute the magnitude squared coherence, using Welch's method.
spectrogram -- Compute the spectrogram.
lombscargle -- Computes the Lomb-Scargle periodogram.
vectorstrength -- Computes the vector strength.
stft -- Compute the Short Time Fourier Transform.
istft -- Compute the Inverse Short Time Fourier Transform.
check_COLA -- Check the COLA constraint for iSTFT reconstruction.
check_NOLA -- Check the NOLA constraint for iSTFT reconstruction.
Chirp Z-transform and Zoom FFT
============================================
.. autosummary::
:toctree: generated/
czt - Chirp z-transform convenience function
zoom_fft - Zoom FFT convenience function
CZT - Chirp z-transform function generator
ZoomFFT - Zoom FFT function generator
czt_points - Output the z-plane points sampled by a chirp z-transform
The functions are simpler to use than the classes, but are less efficient when
using the same transform on many arrays of the same length, since they
repeatedly generate the same chirp signal with every call. In these cases,
use the classes to create a reusable function instead.
"""
from . import _sigtools, windows
from ._waveforms import *
from ._max_len_seq import max_len_seq
from ._upfirdn import upfirdn
from ._spline import ( # noqa: F401
cspline2d,
qspline2d,
sepfir2d,
symiirorder1,
symiirorder2,
)
from ._bsplines import *
from ._filter_design import *
from ._fir_filter_design import *
from ._ltisys import *
from ._lti_conversion import *
from ._signaltools import *
from ._savitzky_golay import savgol_coeffs, savgol_filter
from ._spectral_py import *
from ._wavelets import *
from ._peak_finding import *
from ._czt import *
from .windows import get_window # keep this one in signal namespace
# Deprecated namespaces, to be removed in v2.0.0
from . import (
bsplines, filter_design, fir_filter_design, lti_conversion, ltisys,
spectral, signaltools, waveforms, wavelets, spline
)
# deal with * -> windows.* doc-only soft-deprecation
deprecated_windows = ('boxcar', 'triang', 'parzen', 'bohman', 'blackman',
'nuttall', 'blackmanharris', 'flattop', 'bartlett',
'barthann', 'hamming', 'kaiser', 'gaussian',
'general_gaussian', 'chebwin', 'cosine',
'hann', 'exponential', 'tukey')
def deco(name):
f = getattr(windows, name)
# Add deprecation to docstring
def wrapped(*args, **kwargs):
return f(*args, **kwargs)
wrapped.__name__ = name
wrapped.__module__ = 'scipy.signal'
if hasattr(f, '__qualname__'):
wrapped.__qualname__ = f.__qualname__
if f.__doc__:
lines = f.__doc__.splitlines()
for li, line in enumerate(lines):
if line.strip() == 'Parameters':
break
else:
raise RuntimeError('dev error: badly formatted doc')
spacing = ' ' * line.find('P')
lines.insert(li, ('{0}.. warning:: scipy.signal.{1} is deprecated,\n'
'{0} use scipy.signal.windows.{1} '
'instead.\n'.format(spacing, name)))
wrapped.__doc__ = '\n'.join(lines)
return wrapped
for name in deprecated_windows:
locals()[name] = deco(name)
del deprecated_windows, name, deco
__all__ = [s for s in dir() if not s.startswith('_')]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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

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from numpy import (logical_and, asarray, pi, zeros_like,
piecewise, array, arctan2, tan, zeros, arange, floor)
from numpy.core.umath import (sqrt, exp, greater, less, cos, add, sin,
less_equal, greater_equal)
# From splinemodule.c
from ._spline import cspline2d, sepfir2d
from scipy.special import comb
from scipy._lib._util import float_factorial
__all__ = ['spline_filter', 'bspline', 'gauss_spline', 'cubic', 'quadratic',
'cspline1d', 'qspline1d', 'cspline1d_eval', 'qspline1d_eval']
def spline_filter(Iin, lmbda=5.0):
"""Smoothing spline (cubic) filtering of a rank-2 array.
Filter an input data set, `Iin`, using a (cubic) smoothing spline of
fall-off `lmbda`.
Parameters
----------
Iin : array_like
input data set
lmbda : float, optional
spline smooghing fall-off value, default is `5.0`.
Returns
-------
res : ndarray
filterd input data
Examples
--------
We can filter an multi dimentional signal (ex: 2D image) using cubic
B-spline filter:
>>> import numpy as np
>>> from scipy.signal import spline_filter
>>> import matplotlib.pyplot as plt
>>> orig_img = np.eye(20) # create an image
>>> orig_img[10, :] = 1.0
>>> sp_filter = spline_filter(orig_img, lmbda=0.1)
>>> f, ax = plt.subplots(1, 2, sharex=True)
>>> for ind, data in enumerate([[orig_img, "original image"],
... [sp_filter, "spline filter"]]):
... ax[ind].imshow(data[0], cmap='gray_r')
... ax[ind].set_title(data[1])
>>> plt.tight_layout()
>>> plt.show()
"""
intype = Iin.dtype.char
hcol = array([1.0, 4.0, 1.0], 'f') / 6.0
if intype in ['F', 'D']:
Iin = Iin.astype('F')
ckr = cspline2d(Iin.real, lmbda)
cki = cspline2d(Iin.imag, lmbda)
outr = sepfir2d(ckr, hcol, hcol)
outi = sepfir2d(cki, hcol, hcol)
out = (outr + 1j * outi).astype(intype)
elif intype in ['f', 'd']:
ckr = cspline2d(Iin, lmbda)
out = sepfir2d(ckr, hcol, hcol)
out = out.astype(intype)
else:
raise TypeError("Invalid data type for Iin")
return out
_splinefunc_cache = {}
def _bspline_piecefunctions(order):
"""Returns the function defined over the left-side pieces for a bspline of
a given order.
The 0th piece is the first one less than 0. The last piece is a function
identical to 0 (returned as the constant 0). (There are order//2 + 2 total
pieces).
Also returns the condition functions that when evaluated return boolean
arrays for use with `numpy.piecewise`.
"""
try:
return _splinefunc_cache[order]
except KeyError:
pass
def condfuncgen(num, val1, val2):
if num == 0:
return lambda x: logical_and(less_equal(x, val1),
greater_equal(x, val2))
elif num == 2:
return lambda x: less_equal(x, val2)
else:
return lambda x: logical_and(less(x, val1),
greater_equal(x, val2))
last = order // 2 + 2
if order % 2:
startbound = -1.0
else:
startbound = -0.5
condfuncs = [condfuncgen(0, 0, startbound)]
bound = startbound
for num in range(1, last - 1):
condfuncs.append(condfuncgen(1, bound, bound - 1))
bound = bound - 1
condfuncs.append(condfuncgen(2, 0, -(order + 1) / 2.0))
# final value of bound is used in piecefuncgen below
# the functions to evaluate are taken from the left-hand side
# in the general expression derived from the central difference
# operator (because they involve fewer terms).
fval = float_factorial(order)
def piecefuncgen(num):
Mk = order // 2 - num
if (Mk < 0):
return 0 # final function is 0
coeffs = [(1 - 2 * (k % 2)) * float(comb(order + 1, k, exact=1)) / fval
for k in range(Mk + 1)]
shifts = [-bound - k for k in range(Mk + 1)]
def thefunc(x):
res = 0.0
for k in range(Mk + 1):
res += coeffs[k] * (x + shifts[k]) ** order
return res
return thefunc
funclist = [piecefuncgen(k) for k in range(last)]
_splinefunc_cache[order] = (funclist, condfuncs)
return funclist, condfuncs
def bspline(x, n):
"""B-spline basis function of order n.
Parameters
----------
x : array_like
a knot vector
n : int
The order of the spline. Must be non-negative, i.e., n >= 0
Returns
-------
res : ndarray
B-spline basis function values
See Also
--------
cubic : A cubic B-spline.
quadratic : A quadratic B-spline.
Notes
-----
Uses numpy.piecewise and automatic function-generator.
Examples
--------
We can calculate B-Spline basis function of several orders:
>>> import numpy as np
>>> from scipy.signal import bspline, cubic, quadratic
>>> bspline(0.0, 1)
1
>>> knots = [-1.0, 0.0, -1.0]
>>> bspline(knots, 2)
array([0.125, 0.75, 0.125])
>>> np.array_equal(bspline(knots, 2), quadratic(knots))
True
>>> np.array_equal(bspline(knots, 3), cubic(knots))
True
"""
ax = -abs(asarray(x))
# number of pieces on the left-side is (n+1)/2
funclist, condfuncs = _bspline_piecefunctions(n)
condlist = [func(ax) for func in condfuncs]
return piecewise(ax, condlist, funclist)
def gauss_spline(x, n):
r"""Gaussian approximation to B-spline basis function of order n.
Parameters
----------
x : array_like
a knot vector
n : int
The order of the spline. Must be non-negative, i.e., n >= 0
Returns
-------
res : ndarray
B-spline basis function values approximated by a zero-mean Gaussian
function.
Notes
-----
The B-spline basis function can be approximated well by a zero-mean
Gaussian function with standard-deviation equal to :math:`\sigma=(n+1)/12`
for large `n` :
.. math:: \frac{1}{\sqrt {2\pi\sigma^2}}exp(-\frac{x^2}{2\sigma})
References
----------
.. [1] Bouma H., Vilanova A., Bescos J.O., ter Haar Romeny B.M., Gerritsen
F.A. (2007) Fast and Accurate Gaussian Derivatives Based on B-Splines. In:
Sgallari F., Murli A., Paragios N. (eds) Scale Space and Variational
Methods in Computer Vision. SSVM 2007. Lecture Notes in Computer
Science, vol 4485. Springer, Berlin, Heidelberg
.. [2] http://folk.uio.no/inf3330/scripting/doc/python/SciPy/tutorial/old/node24.html
Examples
--------
We can calculate B-Spline basis functions approximated by a gaussian
distribution:
>>> import numpy as np
>>> from scipy.signal import gauss_spline, bspline
>>> knots = np.array([-1.0, 0.0, -1.0])
>>> gauss_spline(knots, 3)
array([0.15418033, 0.6909883, 0.15418033]) # may vary
>>> bspline(knots, 3)
array([0.16666667, 0.66666667, 0.16666667]) # may vary
"""
x = asarray(x)
signsq = (n + 1) / 12.0
return 1 / sqrt(2 * pi * signsq) * exp(-x ** 2 / 2 / signsq)
def cubic(x):
"""A cubic B-spline.
This is a special case of `bspline`, and equivalent to ``bspline(x, 3)``.
Parameters
----------
x : array_like
a knot vector
Returns
-------
res : ndarray
Cubic B-spline basis function values
See Also
--------
bspline : B-spline basis function of order n
quadratic : A quadratic B-spline.
Examples
--------
We can calculate B-Spline basis function of several orders:
>>> import numpy as np
>>> from scipy.signal import bspline, cubic, quadratic
>>> bspline(0.0, 1)
1
>>> knots = [-1.0, 0.0, -1.0]
>>> bspline(knots, 2)
array([0.125, 0.75, 0.125])
>>> np.array_equal(bspline(knots, 2), quadratic(knots))
True
>>> np.array_equal(bspline(knots, 3), cubic(knots))
True
"""
ax = abs(asarray(x))
res = zeros_like(ax)
cond1 = less(ax, 1)
if cond1.any():
ax1 = ax[cond1]
res[cond1] = 2.0 / 3 - 1.0 / 2 * ax1 ** 2 * (2 - ax1)
cond2 = ~cond1 & less(ax, 2)
if cond2.any():
ax2 = ax[cond2]
res[cond2] = 1.0 / 6 * (2 - ax2) ** 3
return res
def quadratic(x):
"""A quadratic B-spline.
This is a special case of `bspline`, and equivalent to ``bspline(x, 2)``.
Parameters
----------
x : array_like
a knot vector
Returns
-------
res : ndarray
Quadratic B-spline basis function values
See Also
--------
bspline : B-spline basis function of order n
cubic : A cubic B-spline.
Examples
--------
We can calculate B-Spline basis function of several orders:
>>> import numpy as np
>>> from scipy.signal import bspline, cubic, quadratic
>>> bspline(0.0, 1)
1
>>> knots = [-1.0, 0.0, -1.0]
>>> bspline(knots, 2)
array([0.125, 0.75, 0.125])
>>> np.array_equal(bspline(knots, 2), quadratic(knots))
True
>>> np.array_equal(bspline(knots, 3), cubic(knots))
True
"""
ax = abs(asarray(x))
res = zeros_like(ax)
cond1 = less(ax, 0.5)
if cond1.any():
ax1 = ax[cond1]
res[cond1] = 0.75 - ax1 ** 2
cond2 = ~cond1 & less(ax, 1.5)
if cond2.any():
ax2 = ax[cond2]
res[cond2] = (ax2 - 1.5) ** 2 / 2.0
return res
def _coeff_smooth(lam):
xi = 1 - 96 * lam + 24 * lam * sqrt(3 + 144 * lam)
omeg = arctan2(sqrt(144 * lam - 1), sqrt(xi))
rho = (24 * lam - 1 - sqrt(xi)) / (24 * lam)
rho = rho * sqrt((48 * lam + 24 * lam * sqrt(3 + 144 * lam)) / xi)
return rho, omeg
def _hc(k, cs, rho, omega):
return (cs / sin(omega) * (rho ** k) * sin(omega * (k + 1)) *
greater(k, -1))
def _hs(k, cs, rho, omega):
c0 = (cs * cs * (1 + rho * rho) / (1 - rho * rho) /
(1 - 2 * rho * rho * cos(2 * omega) + rho ** 4))
gamma = (1 - rho * rho) / (1 + rho * rho) / tan(omega)
ak = abs(k)
return c0 * rho ** ak * (cos(omega * ak) + gamma * sin(omega * ak))
def _cubic_smooth_coeff(signal, lamb):
rho, omega = _coeff_smooth(lamb)
cs = 1 - 2 * rho * cos(omega) + rho * rho
K = len(signal)
yp = zeros((K,), signal.dtype.char)
k = arange(K)
yp[0] = (_hc(0, cs, rho, omega) * signal[0] +
add.reduce(_hc(k + 1, cs, rho, omega) * signal))
yp[1] = (_hc(0, cs, rho, omega) * signal[0] +
_hc(1, cs, rho, omega) * signal[1] +
add.reduce(_hc(k + 2, cs, rho, omega) * signal))
for n in range(2, K):
yp[n] = (cs * signal[n] + 2 * rho * cos(omega) * yp[n - 1] -
rho * rho * yp[n - 2])
y = zeros((K,), signal.dtype.char)
y[K - 1] = add.reduce((_hs(k, cs, rho, omega) +
_hs(k + 1, cs, rho, omega)) * signal[::-1])
y[K - 2] = add.reduce((_hs(k - 1, cs, rho, omega) +
_hs(k + 2, cs, rho, omega)) * signal[::-1])
for n in range(K - 3, -1, -1):
y[n] = (cs * yp[n] + 2 * rho * cos(omega) * y[n + 1] -
rho * rho * y[n + 2])
return y
def _cubic_coeff(signal):
zi = -2 + sqrt(3)
K = len(signal)
yplus = zeros((K,), signal.dtype.char)
powers = zi ** arange(K)
yplus[0] = signal[0] + zi * add.reduce(powers * signal)
for k in range(1, K):
yplus[k] = signal[k] + zi * yplus[k - 1]
output = zeros((K,), signal.dtype)
output[K - 1] = zi / (zi - 1) * yplus[K - 1]
for k in range(K - 2, -1, -1):
output[k] = zi * (output[k + 1] - yplus[k])
return output * 6.0
def _quadratic_coeff(signal):
zi = -3 + 2 * sqrt(2.0)
K = len(signal)
yplus = zeros((K,), signal.dtype.char)
powers = zi ** arange(K)
yplus[0] = signal[0] + zi * add.reduce(powers * signal)
for k in range(1, K):
yplus[k] = signal[k] + zi * yplus[k - 1]
output = zeros((K,), signal.dtype.char)
output[K - 1] = zi / (zi - 1) * yplus[K - 1]
for k in range(K - 2, -1, -1):
output[k] = zi * (output[k + 1] - yplus[k])
return output * 8.0
def cspline1d(signal, lamb=0.0):
"""
Compute cubic spline coefficients for rank-1 array.
Find the cubic spline coefficients for a 1-D signal assuming
mirror-symmetric boundary conditions. To obtain the signal back from the
spline representation mirror-symmetric-convolve these coefficients with a
length 3 FIR window [1.0, 4.0, 1.0]/ 6.0 .
Parameters
----------
signal : ndarray
A rank-1 array representing samples of a signal.
lamb : float, optional
Smoothing coefficient, default is 0.0.
Returns
-------
c : ndarray
Cubic spline coefficients.
See Also
--------
cspline1d_eval : Evaluate a cubic spline at the new set of points.
Examples
--------
We can filter a signal to reduce and smooth out high-frequency noise with
a cubic spline:
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from scipy.signal import cspline1d, cspline1d_eval
>>> rng = np.random.default_rng()
>>> sig = np.repeat([0., 1., 0.], 100)
>>> sig += rng.standard_normal(len(sig))*0.05 # add noise
>>> time = np.linspace(0, len(sig))
>>> filtered = cspline1d_eval(cspline1d(sig), time)
>>> plt.plot(sig, label="signal")
>>> plt.plot(time, filtered, label="filtered")
>>> plt.legend()
>>> plt.show()
"""
if lamb != 0.0:
return _cubic_smooth_coeff(signal, lamb)
else:
return _cubic_coeff(signal)
def qspline1d(signal, lamb=0.0):
"""Compute quadratic spline coefficients for rank-1 array.
Parameters
----------
signal : ndarray
A rank-1 array representing samples of a signal.
lamb : float, optional
Smoothing coefficient (must be zero for now).
Returns
-------
c : ndarray
Quadratic spline coefficients.
See Also
--------
qspline1d_eval : Evaluate a quadratic spline at the new set of points.
Notes
-----
Find the quadratic spline coefficients for a 1-D signal assuming
mirror-symmetric boundary conditions. To obtain the signal back from the
spline representation mirror-symmetric-convolve these coefficients with a
length 3 FIR window [1.0, 6.0, 1.0]/ 8.0 .
Examples
--------
We can filter a signal to reduce and smooth out high-frequency noise with
a quadratic spline:
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from scipy.signal import qspline1d, qspline1d_eval
>>> rng = np.random.default_rng()
>>> sig = np.repeat([0., 1., 0.], 100)
>>> sig += rng.standard_normal(len(sig))*0.05 # add noise
>>> time = np.linspace(0, len(sig))
>>> filtered = qspline1d_eval(qspline1d(sig), time)
>>> plt.plot(sig, label="signal")
>>> plt.plot(time, filtered, label="filtered")
>>> plt.legend()
>>> plt.show()
"""
if lamb != 0.0:
raise ValueError("Smoothing quadratic splines not supported yet.")
else:
return _quadratic_coeff(signal)
def cspline1d_eval(cj, newx, dx=1.0, x0=0):
"""Evaluate a cubic spline at the new set of points.
`dx` is the old sample-spacing while `x0` was the old origin. In
other-words the old-sample points (knot-points) for which the `cj`
represent spline coefficients were at equally-spaced points of:
oldx = x0 + j*dx j=0...N-1, with N=len(cj)
Edges are handled using mirror-symmetric boundary conditions.
Parameters
----------
cj : ndarray
cublic spline coefficients
newx : ndarray
New set of points.
dx : float, optional
Old sample-spacing, the default value is 1.0.
x0 : int, optional
Old origin, the default value is 0.
Returns
-------
res : ndarray
Evaluated a cubic spline points.
See Also
--------
cspline1d : Compute cubic spline coefficients for rank-1 array.
Examples
--------
We can filter a signal to reduce and smooth out high-frequency noise with
a cubic spline:
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from scipy.signal import cspline1d, cspline1d_eval
>>> rng = np.random.default_rng()
>>> sig = np.repeat([0., 1., 0.], 100)
>>> sig += rng.standard_normal(len(sig))*0.05 # add noise
>>> time = np.linspace(0, len(sig))
>>> filtered = cspline1d_eval(cspline1d(sig), time)
>>> plt.plot(sig, label="signal")
>>> plt.plot(time, filtered, label="filtered")
>>> plt.legend()
>>> plt.show()
"""
newx = (asarray(newx) - x0) / float(dx)
res = zeros_like(newx, dtype=cj.dtype)
if res.size == 0:
return res
N = len(cj)
cond1 = newx < 0
cond2 = newx > (N - 1)
cond3 = ~(cond1 | cond2)
# handle general mirror-symmetry
res[cond1] = cspline1d_eval(cj, -newx[cond1])
res[cond2] = cspline1d_eval(cj, 2 * (N - 1) - newx[cond2])
newx = newx[cond3]
if newx.size == 0:
return res
result = zeros_like(newx, dtype=cj.dtype)
jlower = floor(newx - 2).astype(int) + 1
for i in range(4):
thisj = jlower + i
indj = thisj.clip(0, N - 1) # handle edge cases
result += cj[indj] * cubic(newx - thisj)
res[cond3] = result
return res
def qspline1d_eval(cj, newx, dx=1.0, x0=0):
"""Evaluate a quadratic spline at the new set of points.
Parameters
----------
cj : ndarray
Quadratic spline coefficients
newx : ndarray
New set of points.
dx : float, optional
Old sample-spacing, the default value is 1.0.
x0 : int, optional
Old origin, the default value is 0.
Returns
-------
res : ndarray
Evaluated a quadratic spline points.
See Also
--------
qspline1d : Compute quadratic spline coefficients for rank-1 array.
Notes
-----
`dx` is the old sample-spacing while `x0` was the old origin. In
other-words the old-sample points (knot-points) for which the `cj`
represent spline coefficients were at equally-spaced points of::
oldx = x0 + j*dx j=0...N-1, with N=len(cj)
Edges are handled using mirror-symmetric boundary conditions.
Examples
--------
We can filter a signal to reduce and smooth out high-frequency noise with
a quadratic spline:
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from scipy.signal import qspline1d, qspline1d_eval
>>> rng = np.random.default_rng()
>>> sig = np.repeat([0., 1., 0.], 100)
>>> sig += rng.standard_normal(len(sig))*0.05 # add noise
>>> time = np.linspace(0, len(sig))
>>> filtered = qspline1d_eval(qspline1d(sig), time)
>>> plt.plot(sig, label="signal")
>>> plt.plot(time, filtered, label="filtered")
>>> plt.legend()
>>> plt.show()
"""
newx = (asarray(newx) - x0) / dx
res = zeros_like(newx)
if res.size == 0:
return res
N = len(cj)
cond1 = newx < 0
cond2 = newx > (N - 1)
cond3 = ~(cond1 | cond2)
# handle general mirror-symmetry
res[cond1] = qspline1d_eval(cj, -newx[cond1])
res[cond2] = qspline1d_eval(cj, 2 * (N - 1) - newx[cond2])
newx = newx[cond3]
if newx.size == 0:
return res
result = zeros_like(newx)
jlower = floor(newx - 1.5).astype(int) + 1
for i in range(3):
thisj = jlower + i
indj = thisj.clip(0, N - 1) # handle edge cases
result += cj[indj] * quadratic(newx - thisj)
res[cond3] = result
return res

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# This program is public domain
# Authors: Paul Kienzle, Nadav Horesh
"""
Chirp z-transform.
We provide two interfaces to the chirp z-transform: an object interface
which precalculates part of the transform and can be applied efficiently
to many different data sets, and a functional interface which is applied
only to the given data set.
Transforms
----------
CZT : callable (x, axis=-1) -> array
Define a chirp z-transform that can be applied to different signals.
ZoomFFT : callable (x, axis=-1) -> array
Define a Fourier transform on a range of frequencies.
Functions
---------
czt : array
Compute the chirp z-transform for a signal.
zoom_fft : array
Compute the Fourier transform on a range of frequencies.
"""
import cmath
import numbers
import numpy as np
from numpy import pi, arange
from scipy.fft import fft, ifft, next_fast_len
__all__ = ['czt', 'zoom_fft', 'CZT', 'ZoomFFT', 'czt_points']
def _validate_sizes(n, m):
if n < 1 or not isinstance(n, numbers.Integral):
raise ValueError('Invalid number of CZT data '
f'points ({n}) specified. '
'n must be positive and integer type.')
if m is None:
m = n
elif m < 1 or not isinstance(m, numbers.Integral):
raise ValueError('Invalid number of CZT output '
f'points ({m}) specified. '
'm must be positive and integer type.')
return m
def czt_points(m, w=None, a=1+0j):
"""
Return the points at which the chirp z-transform is computed.
Parameters
----------
m : int
The number of points desired.
w : complex, optional
The ratio between points in each step.
Defaults to equally spaced points around the entire unit circle.
a : complex, optional
The starting point in the complex plane. Default is 1+0j.
Returns
-------
out : ndarray
The points in the Z plane at which `CZT` samples the z-transform,
when called with arguments `m`, `w`, and `a`, as complex numbers.
See Also
--------
CZT : Class that creates a callable chirp z-transform function.
czt : Convenience function for quickly calculating CZT.
Examples
--------
Plot the points of a 16-point FFT:
>>> import numpy as np
>>> from scipy.signal import czt_points
>>> points = czt_points(16)
>>> import matplotlib.pyplot as plt
>>> plt.plot(points.real, points.imag, 'o')
>>> plt.gca().add_patch(plt.Circle((0,0), radius=1, fill=False, alpha=.3))
>>> plt.axis('equal')
>>> plt.show()
and a 91-point logarithmic spiral that crosses the unit circle:
>>> m, w, a = 91, 0.995*np.exp(-1j*np.pi*.05), 0.8*np.exp(1j*np.pi/6)
>>> points = czt_points(m, w, a)
>>> plt.plot(points.real, points.imag, 'o')
>>> plt.gca().add_patch(plt.Circle((0,0), radius=1, fill=False, alpha=.3))
>>> plt.axis('equal')
>>> plt.show()
"""
m = _validate_sizes(1, m)
k = arange(m)
a = 1.0 * a # at least float
if w is None:
# Nothing specified, default to FFT
return a * np.exp(2j * pi * k / m)
else:
# w specified
w = 1.0 * w # at least float
return a * w**-k
class CZT:
"""
Create a callable chirp z-transform function.
Transform to compute the frequency response around a spiral.
Objects of this class are callables which can compute the
chirp z-transform on their inputs. This object precalculates the constant
chirps used in the given transform.
Parameters
----------
n : int
The size of the signal.
m : int, optional
The number of output points desired. Default is `n`.
w : complex, optional
The ratio between points in each step. This must be precise or the
accumulated error will degrade the tail of the output sequence.
Defaults to equally spaced points around the entire unit circle.
a : complex, optional
The starting point in the complex plane. Default is 1+0j.
Returns
-------
f : CZT
Callable object ``f(x, axis=-1)`` for computing the chirp z-transform
on `x`.
See Also
--------
czt : Convenience function for quickly calculating CZT.
ZoomFFT : Class that creates a callable partial FFT function.
Notes
-----
The defaults are chosen such that ``f(x)`` is equivalent to
``fft.fft(x)`` and, if ``m > len(x)``, that ``f(x, m)`` is equivalent to
``fft.fft(x, m)``.
If `w` does not lie on the unit circle, then the transform will be
around a spiral with exponentially-increasing radius. Regardless,
angle will increase linearly.
For transforms that do lie on the unit circle, accuracy is better when
using `ZoomFFT`, since any numerical error in `w` is
accumulated for long data lengths, drifting away from the unit circle.
The chirp z-transform can be faster than an equivalent FFT with
zero padding. Try it with your own array sizes to see.
However, the chirp z-transform is considerably less precise than the
equivalent zero-padded FFT.
As this CZT is implemented using the Bluestein algorithm, it can compute
large prime-length Fourier transforms in O(N log N) time, rather than the
O(N**2) time required by the direct DFT calculation. (`scipy.fft` also
uses Bluestein's algorithm'.)
(The name "chirp z-transform" comes from the use of a chirp in the
Bluestein algorithm. It does not decompose signals into chirps, like
other transforms with "chirp" in the name.)
References
----------
.. [1] Leo I. Bluestein, "A linear filtering approach to the computation
of the discrete Fourier transform," Northeast Electronics Research
and Engineering Meeting Record 10, 218-219 (1968).
.. [2] Rabiner, Schafer, and Rader, "The chirp z-transform algorithm and
its application," Bell Syst. Tech. J. 48, 1249-1292 (1969).
Examples
--------
Compute multiple prime-length FFTs:
>>> from scipy.signal import CZT
>>> import numpy as np
>>> a = np.random.rand(7)
>>> b = np.random.rand(7)
>>> c = np.random.rand(7)
>>> czt_7 = CZT(n=7)
>>> A = czt_7(a)
>>> B = czt_7(b)
>>> C = czt_7(c)
Display the points at which the FFT is calculated:
>>> czt_7.points()
array([ 1.00000000+0.j , 0.62348980+0.78183148j,
-0.22252093+0.97492791j, -0.90096887+0.43388374j,
-0.90096887-0.43388374j, -0.22252093-0.97492791j,
0.62348980-0.78183148j])
>>> import matplotlib.pyplot as plt
>>> plt.plot(czt_7.points().real, czt_7.points().imag, 'o')
>>> plt.gca().add_patch(plt.Circle((0,0), radius=1, fill=False, alpha=.3))
>>> plt.axis('equal')
>>> plt.show()
"""
def __init__(self, n, m=None, w=None, a=1+0j):
m = _validate_sizes(n, m)
k = arange(max(m, n), dtype=np.min_scalar_type(-max(m, n)**2))
if w is None:
# Nothing specified, default to FFT-like
w = cmath.exp(-2j*pi/m)
wk2 = np.exp(-(1j * pi * ((k**2) % (2*m))) / m)
else:
# w specified
wk2 = w**(k**2/2.)
a = 1.0 * a # at least float
self.w, self.a = w, a
self.m, self.n = m, n
nfft = next_fast_len(n + m - 1)
self._Awk2 = a**-k[:n] * wk2[:n]
self._nfft = nfft
self._Fwk2 = fft(1/np.hstack((wk2[n-1:0:-1], wk2[:m])), nfft)
self._wk2 = wk2[:m]
self._yidx = slice(n-1, n+m-1)
def __call__(self, x, *, axis=-1):
"""
Calculate the chirp z-transform of a signal.
Parameters
----------
x : array
The signal to transform.
axis : int, optional
Axis over which to compute the FFT. If not given, the last axis is
used.
Returns
-------
out : ndarray
An array of the same dimensions as `x`, but with the length of the
transformed axis set to `m`.
"""
x = np.asarray(x)
if x.shape[axis] != self.n:
raise ValueError(f"CZT defined for length {self.n}, not "
f"{x.shape[axis]}")
# Calculate transpose coordinates, to allow operation on any given axis
trnsp = np.arange(x.ndim)
trnsp[[axis, -1]] = [-1, axis]
x = x.transpose(*trnsp)
y = ifft(self._Fwk2 * fft(x*self._Awk2, self._nfft))
y = y[..., self._yidx] * self._wk2
return y.transpose(*trnsp)
def points(self):
"""
Return the points at which the chirp z-transform is computed.
"""
return czt_points(self.m, self.w, self.a)
class ZoomFFT(CZT):
"""
Create a callable zoom FFT transform function.
This is a specialization of the chirp z-transform (`CZT`) for a set of
equally-spaced frequencies around the unit circle, used to calculate a
section of the FFT more efficiently than calculating the entire FFT and
truncating.
Parameters
----------
n : int
The size of the signal.
fn : array_like
A length-2 sequence [`f1`, `f2`] giving the frequency range, or a
scalar, for which the range [0, `fn`] is assumed.
m : int, optional
The number of points to evaluate. Default is `n`.
fs : float, optional
The sampling frequency. If ``fs=10`` represented 10 kHz, for example,
then `f1` and `f2` would also be given in kHz.
The default sampling frequency is 2, so `f1` and `f2` should be
in the range [0, 1] to keep the transform below the Nyquist
frequency.
endpoint : bool, optional
If True, `f2` is the last sample. Otherwise, it is not included.
Default is False.
Returns
-------
f : ZoomFFT
Callable object ``f(x, axis=-1)`` for computing the zoom FFT on `x`.
See Also
--------
zoom_fft : Convenience function for calculating a zoom FFT.
Notes
-----
The defaults are chosen such that ``f(x, 2)`` is equivalent to
``fft.fft(x)`` and, if ``m > len(x)``, that ``f(x, 2, m)`` is equivalent to
``fft.fft(x, m)``.
Sampling frequency is 1/dt, the time step between samples in the
signal `x`. The unit circle corresponds to frequencies from 0 up
to the sampling frequency. The default sampling frequency of 2
means that `f1`, `f2` values up to the Nyquist frequency are in the
range [0, 1). For `f1`, `f2` values expressed in radians, a sampling
frequency of 2*pi should be used.
Remember that a zoom FFT can only interpolate the points of the existing
FFT. It cannot help to resolve two separate nearby frequencies.
Frequency resolution can only be increased by increasing acquisition
time.
These functions are implemented using Bluestein's algorithm (as is
`scipy.fft`). [2]_
References
----------
.. [1] Steve Alan Shilling, "A study of the chirp z-transform and its
applications", pg 29 (1970)
https://krex.k-state.edu/dspace/bitstream/handle/2097/7844/LD2668R41972S43.pdf
.. [2] Leo I. Bluestein, "A linear filtering approach to the computation
of the discrete Fourier transform," Northeast Electronics Research
and Engineering Meeting Record 10, 218-219 (1968).
Examples
--------
To plot the transform results use something like the following:
>>> import numpy as np
>>> from scipy.signal import ZoomFFT
>>> t = np.linspace(0, 1, 1021)
>>> x = np.cos(2*np.pi*15*t) + np.sin(2*np.pi*17*t)
>>> f1, f2 = 5, 27
>>> transform = ZoomFFT(len(x), [f1, f2], len(x), fs=1021)
>>> X = transform(x)
>>> f = np.linspace(f1, f2, len(x))
>>> import matplotlib.pyplot as plt
>>> plt.plot(f, 20*np.log10(np.abs(X)))
>>> plt.show()
"""
def __init__(self, n, fn, m=None, *, fs=2, endpoint=False):
m = _validate_sizes(n, m)
k = arange(max(m, n), dtype=np.min_scalar_type(-max(m, n)**2))
if np.size(fn) == 2:
f1, f2 = fn
elif np.size(fn) == 1:
f1, f2 = 0.0, fn
else:
raise ValueError('fn must be a scalar or 2-length sequence')
self.f1, self.f2, self.fs = f1, f2, fs
if endpoint:
scale = ((f2 - f1) * m) / (fs * (m - 1))
else:
scale = (f2 - f1) / fs
a = cmath.exp(2j * pi * f1/fs)
wk2 = np.exp(-(1j * pi * scale * k**2) / m)
self.w = cmath.exp(-2j*pi/m * scale)
self.a = a
self.m, self.n = m, n
ak = np.exp(-2j * pi * f1/fs * k[:n])
self._Awk2 = ak * wk2[:n]
nfft = next_fast_len(n + m - 1)
self._nfft = nfft
self._Fwk2 = fft(1/np.hstack((wk2[n-1:0:-1], wk2[:m])), nfft)
self._wk2 = wk2[:m]
self._yidx = slice(n-1, n+m-1)
def czt(x, m=None, w=None, a=1+0j, *, axis=-1):
"""
Compute the frequency response around a spiral in the Z plane.
Parameters
----------
x : array
The signal to transform.
m : int, optional
The number of output points desired. Default is the length of the
input data.
w : complex, optional
The ratio between points in each step. This must be precise or the
accumulated error will degrade the tail of the output sequence.
Defaults to equally spaced points around the entire unit circle.
a : complex, optional
The starting point in the complex plane. Default is 1+0j.
axis : int, optional
Axis over which to compute the FFT. If not given, the last axis is
used.
Returns
-------
out : ndarray
An array of the same dimensions as `x`, but with the length of the
transformed axis set to `m`.
See Also
--------
CZT : Class that creates a callable chirp z-transform function.
zoom_fft : Convenience function for partial FFT calculations.
Notes
-----
The defaults are chosen such that ``signal.czt(x)`` is equivalent to
``fft.fft(x)`` and, if ``m > len(x)``, that ``signal.czt(x, m)`` is
equivalent to ``fft.fft(x, m)``.
If the transform needs to be repeated, use `CZT` to construct a
specialized transform function which can be reused without
recomputing constants.
An example application is in system identification, repeatedly evaluating
small slices of the z-transform of a system, around where a pole is
expected to exist, to refine the estimate of the pole's true location. [1]_
References
----------
.. [1] Steve Alan Shilling, "A study of the chirp z-transform and its
applications", pg 20 (1970)
https://krex.k-state.edu/dspace/bitstream/handle/2097/7844/LD2668R41972S43.pdf
Examples
--------
Generate a sinusoid:
>>> import numpy as np
>>> f1, f2, fs = 8, 10, 200 # Hz
>>> t = np.linspace(0, 1, fs, endpoint=False)
>>> x = np.sin(2*np.pi*t*f2)
>>> import matplotlib.pyplot as plt
>>> plt.plot(t, x)
>>> plt.axis([0, 1, -1.1, 1.1])
>>> plt.show()
Its discrete Fourier transform has all of its energy in a single frequency
bin:
>>> from scipy.fft import rfft, rfftfreq
>>> from scipy.signal import czt, czt_points
>>> plt.plot(rfftfreq(fs, 1/fs), abs(rfft(x)))
>>> plt.margins(0, 0.1)
>>> plt.show()
However, if the sinusoid is logarithmically-decaying:
>>> x = np.exp(-t*f1) * np.sin(2*np.pi*t*f2)
>>> plt.plot(t, x)
>>> plt.axis([0, 1, -1.1, 1.1])
>>> plt.show()
the DFT will have spectral leakage:
>>> plt.plot(rfftfreq(fs, 1/fs), abs(rfft(x)))
>>> plt.margins(0, 0.1)
>>> plt.show()
While the DFT always samples the z-transform around the unit circle, the
chirp z-transform allows us to sample the Z-transform along any
logarithmic spiral, such as a circle with radius smaller than unity:
>>> M = fs // 2 # Just positive frequencies, like rfft
>>> a = np.exp(-f1/fs) # Starting point of the circle, radius < 1
>>> w = np.exp(-1j*np.pi/M) # "Step size" of circle
>>> points = czt_points(M + 1, w, a) # M + 1 to include Nyquist
>>> plt.plot(points.real, points.imag, '.')
>>> plt.gca().add_patch(plt.Circle((0,0), radius=1, fill=False, alpha=.3))
>>> plt.axis('equal'); plt.axis([-1.05, 1.05, -0.05, 1.05])
>>> plt.show()
With the correct radius, this transforms the decaying sinusoid (and others
with the same decay rate) without spectral leakage:
>>> z_vals = czt(x, M + 1, w, a) # Include Nyquist for comparison to rfft
>>> freqs = np.angle(points)*fs/(2*np.pi) # angle = omega, radius = sigma
>>> plt.plot(freqs, abs(z_vals))
>>> plt.margins(0, 0.1)
>>> plt.show()
"""
x = np.asarray(x)
transform = CZT(x.shape[axis], m=m, w=w, a=a)
return transform(x, axis=axis)
def zoom_fft(x, fn, m=None, *, fs=2, endpoint=False, axis=-1):
"""
Compute the DFT of `x` only for frequencies in range `fn`.
Parameters
----------
x : array
The signal to transform.
fn : array_like
A length-2 sequence [`f1`, `f2`] giving the frequency range, or a
scalar, for which the range [0, `fn`] is assumed.
m : int, optional
The number of points to evaluate. The default is the length of `x`.
fs : float, optional
The sampling frequency. If ``fs=10`` represented 10 kHz, for example,
then `f1` and `f2` would also be given in kHz.
The default sampling frequency is 2, so `f1` and `f2` should be
in the range [0, 1] to keep the transform below the Nyquist
frequency.
endpoint : bool, optional
If True, `f2` is the last sample. Otherwise, it is not included.
Default is False.
axis : int, optional
Axis over which to compute the FFT. If not given, the last axis is
used.
Returns
-------
out : ndarray
The transformed signal. The Fourier transform will be calculated
at the points f1, f1+df, f1+2df, ..., f2, where df=(f2-f1)/m.
See Also
--------
ZoomFFT : Class that creates a callable partial FFT function.
Notes
-----
The defaults are chosen such that ``signal.zoom_fft(x, 2)`` is equivalent
to ``fft.fft(x)`` and, if ``m > len(x)``, that ``signal.zoom_fft(x, 2, m)``
is equivalent to ``fft.fft(x, m)``.
To graph the magnitude of the resulting transform, use::
plot(linspace(f1, f2, m, endpoint=False), abs(zoom_fft(x, [f1, f2], m)))
If the transform needs to be repeated, use `ZoomFFT` to construct
a specialized transform function which can be reused without
recomputing constants.
Examples
--------
To plot the transform results use something like the following:
>>> import numpy as np
>>> from scipy.signal import zoom_fft
>>> t = np.linspace(0, 1, 1021)
>>> x = np.cos(2*np.pi*15*t) + np.sin(2*np.pi*17*t)
>>> f1, f2 = 5, 27
>>> X = zoom_fft(x, [f1, f2], len(x), fs=1021)
>>> f = np.linspace(f1, f2, len(x))
>>> import matplotlib.pyplot as plt
>>> plt.plot(f, 20*np.log10(np.abs(X)))
>>> plt.show()
"""
x = np.asarray(x)
transform = ZoomFFT(x.shape[axis], fn, m=m, fs=fs, endpoint=endpoint)
return transform(x, axis=axis)

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"""
ltisys -- a collection of functions to convert linear time invariant systems
from one representation to another.
"""
import numpy
import numpy as np
from numpy import (r_, eye, atleast_2d, poly, dot,
asarray, prod, zeros, array, outer)
from scipy import linalg
from ._filter_design import tf2zpk, zpk2tf, normalize
__all__ = ['tf2ss', 'abcd_normalize', 'ss2tf', 'zpk2ss', 'ss2zpk',
'cont2discrete']
def tf2ss(num, den):
r"""Transfer function to state-space representation.
Parameters
----------
num, den : array_like
Sequences representing the coefficients of the numerator and
denominator polynomials, in order of descending degree. The
denominator needs to be at least as long as the numerator.
Returns
-------
A, B, C, D : ndarray
State space representation of the system, in controller canonical
form.
Examples
--------
Convert the transfer function:
.. math:: H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}
>>> num = [1, 3, 3]
>>> den = [1, 2, 1]
to the state-space representation:
.. math::
\dot{\textbf{x}}(t) =
\begin{bmatrix} -2 & -1 \\ 1 & 0 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \\ 0 \end{bmatrix} \textbf{u}(t) \\
\textbf{y}(t) = \begin{bmatrix} 1 & 2 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \end{bmatrix} \textbf{u}(t)
>>> from scipy.signal import tf2ss
>>> A, B, C, D = tf2ss(num, den)
>>> A
array([[-2., -1.],
[ 1., 0.]])
>>> B
array([[ 1.],
[ 0.]])
>>> C
array([[ 1., 2.]])
>>> D
array([[ 1.]])
"""
# Controller canonical state-space representation.
# if M+1 = len(num) and K+1 = len(den) then we must have M <= K
# states are found by asserting that X(s) = U(s) / D(s)
# then Y(s) = N(s) * X(s)
#
# A, B, C, and D follow quite naturally.
#
num, den = normalize(num, den) # Strips zeros, checks arrays
nn = len(num.shape)
if nn == 1:
num = asarray([num], num.dtype)
M = num.shape[1]
K = len(den)
if M > K:
msg = "Improper transfer function. `num` is longer than `den`."
raise ValueError(msg)
if M == 0 or K == 0: # Null system
return (array([], float), array([], float), array([], float),
array([], float))
# pad numerator to have same number of columns has denominator
num = r_['-1', zeros((num.shape[0], K - M), num.dtype), num]
if num.shape[-1] > 0:
D = atleast_2d(num[:, 0])
else:
# We don't assign it an empty array because this system
# is not 'null'. It just doesn't have a non-zero D
# matrix. Thus, it should have a non-zero shape so that
# it can be operated on by functions like 'ss2tf'
D = array([[0]], float)
if K == 1:
D = D.reshape(num.shape)
return (zeros((1, 1)), zeros((1, D.shape[1])),
zeros((D.shape[0], 1)), D)
frow = -array([den[1:]])
A = r_[frow, eye(K - 2, K - 1)]
B = eye(K - 1, 1)
C = num[:, 1:] - outer(num[:, 0], den[1:])
D = D.reshape((C.shape[0], B.shape[1]))
return A, B, C, D
def _none_to_empty_2d(arg):
if arg is None:
return zeros((0, 0))
else:
return arg
def _atleast_2d_or_none(arg):
if arg is not None:
return atleast_2d(arg)
def _shape_or_none(M):
if M is not None:
return M.shape
else:
return (None,) * 2
def _choice_not_none(*args):
for arg in args:
if arg is not None:
return arg
def _restore(M, shape):
if M.shape == (0, 0):
return zeros(shape)
else:
if M.shape != shape:
raise ValueError("The input arrays have incompatible shapes.")
return M
def abcd_normalize(A=None, B=None, C=None, D=None):
"""Check state-space matrices and ensure they are 2-D.
If enough information on the system is provided, that is, enough
properly-shaped arrays are passed to the function, the missing ones
are built from this information, ensuring the correct number of
rows and columns. Otherwise a ValueError is raised.
Parameters
----------
A, B, C, D : array_like, optional
State-space matrices. All of them are None (missing) by default.
See `ss2tf` for format.
Returns
-------
A, B, C, D : array
Properly shaped state-space matrices.
Raises
------
ValueError
If not enough information on the system was provided.
"""
A, B, C, D = map(_atleast_2d_or_none, (A, B, C, D))
MA, NA = _shape_or_none(A)
MB, NB = _shape_or_none(B)
MC, NC = _shape_or_none(C)
MD, ND = _shape_or_none(D)
p = _choice_not_none(MA, MB, NC)
q = _choice_not_none(NB, ND)
r = _choice_not_none(MC, MD)
if p is None or q is None or r is None:
raise ValueError("Not enough information on the system.")
A, B, C, D = map(_none_to_empty_2d, (A, B, C, D))
A = _restore(A, (p, p))
B = _restore(B, (p, q))
C = _restore(C, (r, p))
D = _restore(D, (r, q))
return A, B, C, D
def ss2tf(A, B, C, D, input=0):
r"""State-space to transfer function.
A, B, C, D defines a linear state-space system with `p` inputs,
`q` outputs, and `n` state variables.
Parameters
----------
A : array_like
State (or system) matrix of shape ``(n, n)``
B : array_like
Input matrix of shape ``(n, p)``
C : array_like
Output matrix of shape ``(q, n)``
D : array_like
Feedthrough (or feedforward) matrix of shape ``(q, p)``
input : int, optional
For multiple-input systems, the index of the input to use.
Returns
-------
num : 2-D ndarray
Numerator(s) of the resulting transfer function(s). `num` has one row
for each of the system's outputs. Each row is a sequence representation
of the numerator polynomial.
den : 1-D ndarray
Denominator of the resulting transfer function(s). `den` is a sequence
representation of the denominator polynomial.
Examples
--------
Convert the state-space representation:
.. math::
\dot{\textbf{x}}(t) =
\begin{bmatrix} -2 & -1 \\ 1 & 0 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \\ 0 \end{bmatrix} \textbf{u}(t) \\
\textbf{y}(t) = \begin{bmatrix} 1 & 2 \end{bmatrix} \textbf{x}(t) +
\begin{bmatrix} 1 \end{bmatrix} \textbf{u}(t)
>>> A = [[-2, -1], [1, 0]]
>>> B = [[1], [0]] # 2-D column vector
>>> C = [[1, 2]] # 2-D row vector
>>> D = 1
to the transfer function:
.. math:: H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}
>>> from scipy.signal import ss2tf
>>> ss2tf(A, B, C, D)
(array([[1., 3., 3.]]), array([ 1., 2., 1.]))
"""
# transfer function is C (sI - A)**(-1) B + D
# Check consistency and make them all rank-2 arrays
A, B, C, D = abcd_normalize(A, B, C, D)
nout, nin = D.shape
if input >= nin:
raise ValueError("System does not have the input specified.")
# make SIMO from possibly MIMO system.
B = B[:, input:input + 1]
D = D[:, input:input + 1]
try:
den = poly(A)
except ValueError:
den = 1
if (prod(B.shape, axis=0) == 0) and (prod(C.shape, axis=0) == 0):
num = numpy.ravel(D)
if (prod(D.shape, axis=0) == 0) and (prod(A.shape, axis=0) == 0):
den = []
return num, den
num_states = A.shape[0]
type_test = A[:, 0] + B[:, 0] + C[0, :] + D + 0.0
num = numpy.empty((nout, num_states + 1), type_test.dtype)
for k in range(nout):
Ck = atleast_2d(C[k, :])
num[k] = poly(A - dot(B, Ck)) + (D[k] - 1) * den
return num, den
def zpk2ss(z, p, k):
"""Zero-pole-gain representation to state-space representation
Parameters
----------
z, p : sequence
Zeros and poles.
k : float
System gain.
Returns
-------
A, B, C, D : ndarray
State space representation of the system, in controller canonical
form.
"""
return tf2ss(*zpk2tf(z, p, k))
def ss2zpk(A, B, C, D, input=0):
"""State-space representation to zero-pole-gain representation.
A, B, C, D defines a linear state-space system with `p` inputs,
`q` outputs, and `n` state variables.
Parameters
----------
A : array_like
State (or system) matrix of shape ``(n, n)``
B : array_like
Input matrix of shape ``(n, p)``
C : array_like
Output matrix of shape ``(q, n)``
D : array_like
Feedthrough (or feedforward) matrix of shape ``(q, p)``
input : int, optional
For multiple-input systems, the index of the input to use.
Returns
-------
z, p : sequence
Zeros and poles.
k : float
System gain.
"""
return tf2zpk(*ss2tf(A, B, C, D, input=input))
def cont2discrete(system, dt, method="zoh", alpha=None):
"""
Transform a continuous to a discrete state-space system.
Parameters
----------
system : a tuple describing the system or an instance of `lti`
The following gives the number of elements in the tuple and
the interpretation:
* 1: (instance of `lti`)
* 2: (num, den)
* 3: (zeros, poles, gain)
* 4: (A, B, C, D)
dt : float
The discretization time step.
method : str, optional
Which method to use:
* gbt: generalized bilinear transformation
* bilinear: Tustin's approximation ("gbt" with alpha=0.5)
* euler: Euler (or forward differencing) method ("gbt" with alpha=0)
* backward_diff: Backwards differencing ("gbt" with alpha=1.0)
* zoh: zero-order hold (default)
* foh: first-order hold (*versionadded: 1.3.0*)
* impulse: equivalent impulse response (*versionadded: 1.3.0*)
alpha : float within [0, 1], optional
The generalized bilinear transformation weighting parameter, which
should only be specified with method="gbt", and is ignored otherwise
Returns
-------
sysd : tuple containing the discrete system
Based on the input type, the output will be of the form
* (num, den, dt) for transfer function input
* (zeros, poles, gain, dt) for zeros-poles-gain input
* (A, B, C, D, dt) for state-space system input
Notes
-----
By default, the routine uses a Zero-Order Hold (zoh) method to perform
the transformation. Alternatively, a generalized bilinear transformation
may be used, which includes the common Tustin's bilinear approximation,
an Euler's method technique, or a backwards differencing technique.
The Zero-Order Hold (zoh) method is based on [1]_, the generalized bilinear
approximation is based on [2]_ and [3]_, the First-Order Hold (foh) method
is based on [4]_.
References
----------
.. [1] https://en.wikipedia.org/wiki/Discretization#Discretization_of_linear_state_space_models
.. [2] http://techteach.no/publications/discretetime_signals_systems/discrete.pdf
.. [3] G. Zhang, X. Chen, and T. Chen, Digital redesign via the generalized
bilinear transformation, Int. J. Control, vol. 82, no. 4, pp. 741-754,
2009.
(https://www.mypolyuweb.hk/~magzhang/Research/ZCC09_IJC.pdf)
.. [4] G. F. Franklin, J. D. Powell, and M. L. Workman, Digital control
of dynamic systems, 3rd ed. Menlo Park, Calif: Addison-Wesley,
pp. 204-206, 1998.
Examples
--------
We can transform a continuous state-space system to a discrete one:
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from scipy.signal import cont2discrete, lti, dlti, dstep
Define a continuous state-space system.
>>> A = np.array([[0, 1],[-10., -3]])
>>> B = np.array([[0],[10.]])
>>> C = np.array([[1., 0]])
>>> D = np.array([[0.]])
>>> l_system = lti(A, B, C, D)
>>> t, x = l_system.step(T=np.linspace(0, 5, 100))
>>> fig, ax = plt.subplots()
>>> ax.plot(t, x, label='Continuous', linewidth=3)
Transform it to a discrete state-space system using several methods.
>>> dt = 0.1
>>> for method in ['zoh', 'bilinear', 'euler', 'backward_diff', 'foh', 'impulse']:
... d_system = cont2discrete((A, B, C, D), dt, method=method)
... s, x_d = dstep(d_system)
... ax.step(s, np.squeeze(x_d), label=method, where='post')
>>> ax.axis([t[0], t[-1], x[0], 1.4])
>>> ax.legend(loc='best')
>>> fig.tight_layout()
>>> plt.show()
"""
if len(system) == 1:
return system.to_discrete()
if len(system) == 2:
sysd = cont2discrete(tf2ss(system[0], system[1]), dt, method=method,
alpha=alpha)
return ss2tf(sysd[0], sysd[1], sysd[2], sysd[3]) + (dt,)
elif len(system) == 3:
sysd = cont2discrete(zpk2ss(system[0], system[1], system[2]), dt,
method=method, alpha=alpha)
return ss2zpk(sysd[0], sysd[1], sysd[2], sysd[3]) + (dt,)
elif len(system) == 4:
a, b, c, d = system
else:
raise ValueError("First argument must either be a tuple of 2 (tf), "
"3 (zpk), or 4 (ss) arrays.")
if method == 'gbt':
if alpha is None:
raise ValueError("Alpha parameter must be specified for the "
"generalized bilinear transform (gbt) method")
elif alpha < 0 or alpha > 1:
raise ValueError("Alpha parameter must be within the interval "
"[0,1] for the gbt method")
if method == 'gbt':
# This parameter is used repeatedly - compute once here
ima = np.eye(a.shape[0]) - alpha*dt*a
ad = linalg.solve(ima, np.eye(a.shape[0]) + (1.0-alpha)*dt*a)
bd = linalg.solve(ima, dt*b)
# Similarly solve for the output equation matrices
cd = linalg.solve(ima.transpose(), c.transpose())
cd = cd.transpose()
dd = d + alpha*np.dot(c, bd)
elif method == 'bilinear' or method == 'tustin':
return cont2discrete(system, dt, method="gbt", alpha=0.5)
elif method == 'euler' or method == 'forward_diff':
return cont2discrete(system, dt, method="gbt", alpha=0.0)
elif method == 'backward_diff':
return cont2discrete(system, dt, method="gbt", alpha=1.0)
elif method == 'zoh':
# Build an exponential matrix
em_upper = np.hstack((a, b))
# Need to stack zeros under the a and b matrices
em_lower = np.hstack((np.zeros((b.shape[1], a.shape[0])),
np.zeros((b.shape[1], b.shape[1]))))
em = np.vstack((em_upper, em_lower))
ms = linalg.expm(dt * em)
# Dispose of the lower rows
ms = ms[:a.shape[0], :]
ad = ms[:, 0:a.shape[1]]
bd = ms[:, a.shape[1]:]
cd = c
dd = d
elif method == 'foh':
# Size parameters for convenience
n = a.shape[0]
m = b.shape[1]
# Build an exponential matrix similar to 'zoh' method
em_upper = linalg.block_diag(np.block([a, b]) * dt, np.eye(m))
em_lower = zeros((m, n + 2 * m))
em = np.block([[em_upper], [em_lower]])
ms = linalg.expm(em)
# Get the three blocks from upper rows
ms11 = ms[:n, 0:n]
ms12 = ms[:n, n:n + m]
ms13 = ms[:n, n + m:]
ad = ms11
bd = ms12 - ms13 + ms11 @ ms13
cd = c
dd = d + c @ ms13
elif method == 'impulse':
if not np.allclose(d, 0):
raise ValueError("Impulse method is only applicable"
"to strictly proper systems")
ad = linalg.expm(a * dt)
bd = ad @ b * dt
cd = c
dd = c @ b * dt
else:
raise ValueError("Unknown transformation method '%s'" % method)
return ad, bd, cd, dd, dt

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# Author: Eric Larson
# 2014
"""Tools for MLS generation"""
import numpy as np
from ._max_len_seq_inner import _max_len_seq_inner
__all__ = ['max_len_seq']
# These are definitions of linear shift register taps for use in max_len_seq()
_mls_taps = {2: [1], 3: [2], 4: [3], 5: [3], 6: [5], 7: [6], 8: [7, 6, 1],
9: [5], 10: [7], 11: [9], 12: [11, 10, 4], 13: [12, 11, 8],
14: [13, 12, 2], 15: [14], 16: [15, 13, 4], 17: [14],
18: [11], 19: [18, 17, 14], 20: [17], 21: [19], 22: [21],
23: [18], 24: [23, 22, 17], 25: [22], 26: [25, 24, 20],
27: [26, 25, 22], 28: [25], 29: [27], 30: [29, 28, 7],
31: [28], 32: [31, 30, 10]}
def max_len_seq(nbits, state=None, length=None, taps=None):
"""
Maximum length sequence (MLS) generator.
Parameters
----------
nbits : int
Number of bits to use. Length of the resulting sequence will
be ``(2**nbits) - 1``. Note that generating long sequences
(e.g., greater than ``nbits == 16``) can take a long time.
state : array_like, optional
If array, must be of length ``nbits``, and will be cast to binary
(bool) representation. If None, a seed of ones will be used,
producing a repeatable representation. If ``state`` is all
zeros, an error is raised as this is invalid. Default: None.
length : int, optional
Number of samples to compute. If None, the entire length
``(2**nbits) - 1`` is computed.
taps : array_like, optional
Polynomial taps to use (e.g., ``[7, 6, 1]`` for an 8-bit sequence).
If None, taps will be automatically selected (for up to
``nbits == 32``).
Returns
-------
seq : array
Resulting MLS sequence of 0's and 1's.
state : array
The final state of the shift register.
Notes
-----
The algorithm for MLS generation is generically described in:
https://en.wikipedia.org/wiki/Maximum_length_sequence
The default values for taps are specifically taken from the first
option listed for each value of ``nbits`` in:
https://web.archive.org/web/20181001062252/http://www.newwaveinstruments.com/resources/articles/m_sequence_linear_feedback_shift_register_lfsr.htm
.. versionadded:: 0.15.0
Examples
--------
MLS uses binary convention:
>>> from scipy.signal import max_len_seq
>>> max_len_seq(4)[0]
array([1, 1, 1, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0, 0, 0], dtype=int8)
MLS has a white spectrum (except for DC):
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from numpy.fft import fft, ifft, fftshift, fftfreq
>>> seq = max_len_seq(6)[0]*2-1 # +1 and -1
>>> spec = fft(seq)
>>> N = len(seq)
>>> plt.plot(fftshift(fftfreq(N)), fftshift(np.abs(spec)), '.-')
>>> plt.margins(0.1, 0.1)
>>> plt.grid(True)
>>> plt.show()
Circular autocorrelation of MLS is an impulse:
>>> acorrcirc = ifft(spec * np.conj(spec)).real
>>> plt.figure()
>>> plt.plot(np.arange(-N/2+1, N/2+1), fftshift(acorrcirc), '.-')
>>> plt.margins(0.1, 0.1)
>>> plt.grid(True)
>>> plt.show()
Linear autocorrelation of MLS is approximately an impulse:
>>> acorr = np.correlate(seq, seq, 'full')
>>> plt.figure()
>>> plt.plot(np.arange(-N+1, N), acorr, '.-')
>>> plt.margins(0.1, 0.1)
>>> plt.grid(True)
>>> plt.show()
"""
taps_dtype = np.int32 if np.intp().itemsize == 4 else np.int64
if taps is None:
if nbits not in _mls_taps:
known_taps = np.array(list(_mls_taps.keys()))
raise ValueError('nbits must be between %s and %s if taps is None'
% (known_taps.min(), known_taps.max()))
taps = np.array(_mls_taps[nbits], taps_dtype)
else:
taps = np.unique(np.array(taps, taps_dtype))[::-1]
if np.any(taps < 0) or np.any(taps > nbits) or taps.size < 1:
raise ValueError('taps must be non-empty with values between '
'zero and nbits (inclusive)')
taps = np.array(taps) # needed for Cython and Pythran
n_max = (2**nbits) - 1
if length is None:
length = n_max
else:
length = int(length)
if length < 0:
raise ValueError('length must be greater than or equal to 0')
# We use int8 instead of bool here because NumPy arrays of bools
# don't seem to work nicely with Cython
if state is None:
state = np.ones(nbits, dtype=np.int8, order='c')
else:
# makes a copy if need be, ensuring it's 0's and 1's
state = np.array(state, dtype=bool, order='c').astype(np.int8)
if state.ndim != 1 or state.size != nbits:
raise ValueError('state must be a 1-D array of size nbits')
if np.all(state == 0):
raise ValueError('state must not be all zeros')
seq = np.empty(length, dtype=np.int8, order='c')
state = _max_len_seq_inner(taps, state, nbits, length, seq)
return seq, state

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import numpy as np
from scipy.linalg import lstsq
from scipy._lib._util import float_factorial
from scipy.ndimage import convolve1d
from ._arraytools import axis_slice
def savgol_coeffs(window_length, polyorder, deriv=0, delta=1.0, pos=None,
use="conv"):
"""Compute the coefficients for a 1-D Savitzky-Golay FIR filter.
Parameters
----------
window_length : int
The length of the filter window (i.e., the number of coefficients).
polyorder : int
The order of the polynomial used to fit the samples.
`polyorder` must be less than `window_length`.
deriv : int, optional
The order of the derivative to compute. This must be a
nonnegative integer. The default is 0, which means to filter
the data without differentiating.
delta : float, optional
The spacing of the samples to which the filter will be applied.
This is only used if deriv > 0.
pos : int or None, optional
If pos is not None, it specifies evaluation position within the
window. The default is the middle of the window.
use : str, optional
Either 'conv' or 'dot'. This argument chooses the order of the
coefficients. The default is 'conv', which means that the
coefficients are ordered to be used in a convolution. With
use='dot', the order is reversed, so the filter is applied by
dotting the coefficients with the data set.
Returns
-------
coeffs : 1-D ndarray
The filter coefficients.
See Also
--------
savgol_filter
Notes
-----
.. versionadded:: 0.14.0
References
----------
A. Savitzky, M. J. E. Golay, Smoothing and Differentiation of Data by
Simplified Least Squares Procedures. Analytical Chemistry, 1964, 36 (8),
pp 1627-1639.
Jianwen Luo, Kui Ying, and Jing Bai. 2005. Savitzky-Golay smoothing and
differentiation filter for even number data. Signal Process.
85, 7 (July 2005), 1429-1434.
Examples
--------
>>> import numpy as np
>>> from scipy.signal import savgol_coeffs
>>> savgol_coeffs(5, 2)
array([-0.08571429, 0.34285714, 0.48571429, 0.34285714, -0.08571429])
>>> savgol_coeffs(5, 2, deriv=1)
array([ 2.00000000e-01, 1.00000000e-01, 2.07548111e-16, -1.00000000e-01,
-2.00000000e-01])
Note that use='dot' simply reverses the coefficients.
>>> savgol_coeffs(5, 2, pos=3)
array([ 0.25714286, 0.37142857, 0.34285714, 0.17142857, -0.14285714])
>>> savgol_coeffs(5, 2, pos=3, use='dot')
array([-0.14285714, 0.17142857, 0.34285714, 0.37142857, 0.25714286])
>>> savgol_coeffs(4, 2, pos=3, deriv=1, use='dot')
array([0.45, -0.85, -0.65, 1.05])
`x` contains data from the parabola x = t**2, sampled at
t = -1, 0, 1, 2, 3. `c` holds the coefficients that will compute the
derivative at the last position. When dotted with `x` the result should
be 6.
>>> x = np.array([1, 0, 1, 4, 9])
>>> c = savgol_coeffs(5, 2, pos=4, deriv=1, use='dot')
>>> c.dot(x)
6.0
"""
# An alternative method for finding the coefficients when deriv=0 is
# t = np.arange(window_length)
# unit = (t == pos).astype(int)
# coeffs = np.polyval(np.polyfit(t, unit, polyorder), t)
# The method implemented here is faster.
# To recreate the table of sample coefficients shown in the chapter on
# the Savitzy-Golay filter in the Numerical Recipes book, use
# window_length = nL + nR + 1
# pos = nL + 1
# c = savgol_coeffs(window_length, M, pos=pos, use='dot')
if polyorder >= window_length:
raise ValueError("polyorder must be less than window_length.")
halflen, rem = divmod(window_length, 2)
if pos is None:
if rem == 0:
pos = halflen - 0.5
else:
pos = halflen
if not (0 <= pos < window_length):
raise ValueError("pos must be nonnegative and less than "
"window_length.")
if use not in ['conv', 'dot']:
raise ValueError("`use` must be 'conv' or 'dot'")
if deriv > polyorder:
coeffs = np.zeros(window_length)
return coeffs
# Form the design matrix A. The columns of A are powers of the integers
# from -pos to window_length - pos - 1. The powers (i.e., rows) range
# from 0 to polyorder. (That is, A is a vandermonde matrix, but not
# necessarily square.)
x = np.arange(-pos, window_length - pos, dtype=float)
if use == "conv":
# Reverse so that result can be used in a convolution.
x = x[::-1]
order = np.arange(polyorder + 1).reshape(-1, 1)
A = x ** order
# y determines which order derivative is returned.
y = np.zeros(polyorder + 1)
# The coefficient assigned to y[deriv] scales the result to take into
# account the order of the derivative and the sample spacing.
y[deriv] = float_factorial(deriv) / (delta ** deriv)
# Find the least-squares solution of A*c = y
coeffs, _, _, _ = lstsq(A, y)
return coeffs
def _polyder(p, m):
"""Differentiate polynomials represented with coefficients.
p must be a 1-D or 2-D array. In the 2-D case, each column gives
the coefficients of a polynomial; the first row holds the coefficients
associated with the highest power. m must be a nonnegative integer.
(numpy.polyder doesn't handle the 2-D case.)
"""
if m == 0:
result = p
else:
n = len(p)
if n <= m:
result = np.zeros_like(p[:1, ...])
else:
dp = p[:-m].copy()
for k in range(m):
rng = np.arange(n - k - 1, m - k - 1, -1)
dp *= rng.reshape((n - m,) + (1,) * (p.ndim - 1))
result = dp
return result
def _fit_edge(x, window_start, window_stop, interp_start, interp_stop,
axis, polyorder, deriv, delta, y):
"""
Given an N-d array `x` and the specification of a slice of `x` from
`window_start` to `window_stop` along `axis`, create an interpolating
polynomial of each 1-D slice, and evaluate that polynomial in the slice
from `interp_start` to `interp_stop`. Put the result into the
corresponding slice of `y`.
"""
# Get the edge into a (window_length, -1) array.
x_edge = axis_slice(x, start=window_start, stop=window_stop, axis=axis)
if axis == 0 or axis == -x.ndim:
xx_edge = x_edge
swapped = False
else:
xx_edge = x_edge.swapaxes(axis, 0)
swapped = True
xx_edge = xx_edge.reshape(xx_edge.shape[0], -1)
# Fit the edges. poly_coeffs has shape (polyorder + 1, -1),
# where '-1' is the same as in xx_edge.
poly_coeffs = np.polyfit(np.arange(0, window_stop - window_start),
xx_edge, polyorder)
if deriv > 0:
poly_coeffs = _polyder(poly_coeffs, deriv)
# Compute the interpolated values for the edge.
i = np.arange(interp_start - window_start, interp_stop - window_start)
values = np.polyval(poly_coeffs, i.reshape(-1, 1)) / (delta ** deriv)
# Now put the values into the appropriate slice of y.
# First reshape values to match y.
shp = list(y.shape)
shp[0], shp[axis] = shp[axis], shp[0]
values = values.reshape(interp_stop - interp_start, *shp[1:])
if swapped:
values = values.swapaxes(0, axis)
# Get a view of the data to be replaced by values.
y_edge = axis_slice(y, start=interp_start, stop=interp_stop, axis=axis)
y_edge[...] = values
def _fit_edges_polyfit(x, window_length, polyorder, deriv, delta, axis, y):
"""
Use polynomial interpolation of x at the low and high ends of the axis
to fill in the halflen values in y.
This function just calls _fit_edge twice, once for each end of the axis.
"""
halflen = window_length // 2
_fit_edge(x, 0, window_length, 0, halflen, axis,
polyorder, deriv, delta, y)
n = x.shape[axis]
_fit_edge(x, n - window_length, n, n - halflen, n, axis,
polyorder, deriv, delta, y)
def savgol_filter(x, window_length, polyorder, deriv=0, delta=1.0,
axis=-1, mode='interp', cval=0.0):
""" Apply a Savitzky-Golay filter to an array.
This is a 1-D filter. If `x` has dimension greater than 1, `axis`
determines the axis along which the filter is applied.
Parameters
----------
x : array_like
The data to be filtered. If `x` is not a single or double precision
floating point array, it will be converted to type ``numpy.float64``
before filtering.
window_length : int
The length of the filter window (i.e., the number of coefficients).
If `mode` is 'interp', `window_length` must be less than or equal
to the size of `x`.
polyorder : int
The order of the polynomial used to fit the samples.
`polyorder` must be less than `window_length`.
deriv : int, optional
The order of the derivative to compute. This must be a
nonnegative integer. The default is 0, which means to filter
the data without differentiating.
delta : float, optional
The spacing of the samples to which the filter will be applied.
This is only used if deriv > 0. Default is 1.0.
axis : int, optional
The axis of the array `x` along which the filter is to be applied.
Default is -1.
mode : str, optional
Must be 'mirror', 'constant', 'nearest', 'wrap' or 'interp'. This
determines the type of extension to use for the padded signal to
which the filter is applied. When `mode` is 'constant', the padding
value is given by `cval`. See the Notes for more details on 'mirror',
'constant', 'wrap', and 'nearest'.
When the 'interp' mode is selected (the default), no extension
is used. Instead, a degree `polyorder` polynomial is fit to the
last `window_length` values of the edges, and this polynomial is
used to evaluate the last `window_length // 2` output values.
cval : scalar, optional
Value to fill past the edges of the input if `mode` is 'constant'.
Default is 0.0.
Returns
-------
y : ndarray, same shape as `x`
The filtered data.
See Also
--------
savgol_coeffs
Notes
-----
Details on the `mode` options:
'mirror':
Repeats the values at the edges in reverse order. The value
closest to the edge is not included.
'nearest':
The extension contains the nearest input value.
'constant':
The extension contains the value given by the `cval` argument.
'wrap':
The extension contains the values from the other end of the array.
For example, if the input is [1, 2, 3, 4, 5, 6, 7, 8], and
`window_length` is 7, the following shows the extended data for
the various `mode` options (assuming `cval` is 0)::
mode | Ext | Input | Ext
-----------+---------+------------------------+---------
'mirror' | 4 3 2 | 1 2 3 4 5 6 7 8 | 7 6 5
'nearest' | 1 1 1 | 1 2 3 4 5 6 7 8 | 8 8 8
'constant' | 0 0 0 | 1 2 3 4 5 6 7 8 | 0 0 0
'wrap' | 6 7 8 | 1 2 3 4 5 6 7 8 | 1 2 3
.. versionadded:: 0.14.0
Examples
--------
>>> import numpy as np
>>> from scipy.signal import savgol_filter
>>> np.set_printoptions(precision=2) # For compact display.
>>> x = np.array([2, 2, 5, 2, 1, 0, 1, 4, 9])
Filter with a window length of 5 and a degree 2 polynomial. Use
the defaults for all other parameters.
>>> savgol_filter(x, 5, 2)
array([1.66, 3.17, 3.54, 2.86, 0.66, 0.17, 1. , 4. , 9. ])
Note that the last five values in x are samples of a parabola, so
when mode='interp' (the default) is used with polyorder=2, the last
three values are unchanged. Compare that to, for example,
`mode='nearest'`:
>>> savgol_filter(x, 5, 2, mode='nearest')
array([1.74, 3.03, 3.54, 2.86, 0.66, 0.17, 1. , 4.6 , 7.97])
"""
if mode not in ["mirror", "constant", "nearest", "interp", "wrap"]:
raise ValueError("mode must be 'mirror', 'constant', 'nearest' "
"'wrap' or 'interp'.")
x = np.asarray(x)
# Ensure that x is either single or double precision floating point.
if x.dtype != np.float64 and x.dtype != np.float32:
x = x.astype(np.float64)
coeffs = savgol_coeffs(window_length, polyorder, deriv=deriv, delta=delta)
if mode == "interp":
if window_length > x.shape[axis]:
raise ValueError("If mode is 'interp', window_length must be less "
"than or equal to the size of x.")
# Do not pad. Instead, for the elements within `window_length // 2`
# of the ends of the sequence, use the polynomial that is fitted to
# the last `window_length` elements.
y = convolve1d(x, coeffs, axis=axis, mode="constant")
_fit_edges_polyfit(x, window_length, polyorder, deriv, delta, axis, y)
else:
# Any mode other than 'interp' is passed on to ndimage.convolve1d.
y = convolve1d(x, coeffs, axis=axis, mode=mode, cval=cval)
return y

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# Author: Pim Schellart
# 2010 - 2011
"""Tools for spectral analysis of unequally sampled signals."""
import numpy as np
#pythran export _lombscargle(float64[], float64[], float64[])
def _lombscargle(x, y, freqs):
"""
_lombscargle(x, y, freqs)
Computes the Lomb-Scargle periodogram.
Parameters
----------
x : array_like
Sample times.
y : array_like
Measurement values (must be registered so the mean is zero).
freqs : array_like
Angular frequencies for output periodogram.
Returns
-------
pgram : array_like
Lomb-Scargle periodogram.
Raises
------
ValueError
If the input arrays `x` and `y` do not have the same shape.
See also
--------
lombscargle
"""
# Check input sizes
if x.shape != y.shape:
raise ValueError("Input arrays do not have the same size.")
# Create empty array for output periodogram
pgram = np.empty_like(freqs)
c = np.empty_like(x)
s = np.empty_like(x)
for i in range(freqs.shape[0]):
xc = 0.
xs = 0.
cc = 0.
ss = 0.
cs = 0.
c[:] = np.cos(freqs[i] * x)
s[:] = np.sin(freqs[i] * x)
for j in range(x.shape[0]):
xc += y[j] * c[j]
xs += y[j] * s[j]
cc += c[j] * c[j]
ss += s[j] * s[j]
cs += c[j] * s[j]
if freqs[i] == 0:
raise ZeroDivisionError()
tau = np.arctan2(2 * cs, cc - ss) / (2 * freqs[i])
c_tau = np.cos(freqs[i] * tau)
s_tau = np.sin(freqs[i] * tau)
c_tau2 = c_tau * c_tau
s_tau2 = s_tau * s_tau
cs_tau = 2 * c_tau * s_tau
pgram[i] = 0.5 * (((c_tau * xc + s_tau * xs)**2 /
(c_tau2 * cc + cs_tau * cs + s_tau2 * ss)) +
((c_tau * xs - s_tau * xc)**2 /
(c_tau2 * ss - cs_tau * cs + s_tau2 * cc)))
return pgram

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

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@@ -0,0 +1,672 @@
# Author: Travis Oliphant
# 2003
#
# Feb. 2010: Updated by Warren Weckesser:
# Rewrote much of chirp()
# Added sweep_poly()
import numpy as np
from numpy import asarray, zeros, place, nan, mod, pi, extract, log, sqrt, \
exp, cos, sin, polyval, polyint
__all__ = ['sawtooth', 'square', 'gausspulse', 'chirp', 'sweep_poly',
'unit_impulse']
def sawtooth(t, width=1):
"""
Return a periodic sawtooth or triangle waveform.
The sawtooth waveform has a period ``2*pi``, rises from -1 to 1 on the
interval 0 to ``width*2*pi``, then drops from 1 to -1 on the interval
``width*2*pi`` to ``2*pi``. `width` must be in the interval [0, 1].
Note that this is not band-limited. It produces an infinite number
of harmonics, which are aliased back and forth across the frequency
spectrum.
Parameters
----------
t : array_like
Time.
width : array_like, optional
Width of the rising ramp as a proportion of the total cycle.
Default is 1, producing a rising ramp, while 0 produces a falling
ramp. `width` = 0.5 produces a triangle wave.
If an array, causes wave shape to change over time, and must be the
same length as t.
Returns
-------
y : ndarray
Output array containing the sawtooth waveform.
Examples
--------
A 5 Hz waveform sampled at 500 Hz for 1 second:
>>> import numpy as np
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t = np.linspace(0, 1, 500)
>>> plt.plot(t, signal.sawtooth(2 * np.pi * 5 * t))
"""
t, w = asarray(t), asarray(width)
w = asarray(w + (t - t))
t = asarray(t + (w - w))
if t.dtype.char in ['fFdD']:
ytype = t.dtype.char
else:
ytype = 'd'
y = zeros(t.shape, ytype)
# width must be between 0 and 1 inclusive
mask1 = (w > 1) | (w < 0)
place(y, mask1, nan)
# take t modulo 2*pi
tmod = mod(t, 2 * pi)
# on the interval 0 to width*2*pi function is
# tmod / (pi*w) - 1
mask2 = (1 - mask1) & (tmod < w * 2 * pi)
tsub = extract(mask2, tmod)
wsub = extract(mask2, w)
place(y, mask2, tsub / (pi * wsub) - 1)
# on the interval width*2*pi to 2*pi function is
# (pi*(w+1)-tmod) / (pi*(1-w))
mask3 = (1 - mask1) & (1 - mask2)
tsub = extract(mask3, tmod)
wsub = extract(mask3, w)
place(y, mask3, (pi * (wsub + 1) - tsub) / (pi * (1 - wsub)))
return y
def square(t, duty=0.5):
"""
Return a periodic square-wave waveform.
The square wave has a period ``2*pi``, has value +1 from 0 to
``2*pi*duty`` and -1 from ``2*pi*duty`` to ``2*pi``. `duty` must be in
the interval [0,1].
Note that this is not band-limited. It produces an infinite number
of harmonics, which are aliased back and forth across the frequency
spectrum.
Parameters
----------
t : array_like
The input time array.
duty : array_like, optional
Duty cycle. Default is 0.5 (50% duty cycle).
If an array, causes wave shape to change over time, and must be the
same length as t.
Returns
-------
y : ndarray
Output array containing the square waveform.
Examples
--------
A 5 Hz waveform sampled at 500 Hz for 1 second:
>>> import numpy as np
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t = np.linspace(0, 1, 500, endpoint=False)
>>> plt.plot(t, signal.square(2 * np.pi * 5 * t))
>>> plt.ylim(-2, 2)
A pulse-width modulated sine wave:
>>> plt.figure()
>>> sig = np.sin(2 * np.pi * t)
>>> pwm = signal.square(2 * np.pi * 30 * t, duty=(sig + 1)/2)
>>> plt.subplot(2, 1, 1)
>>> plt.plot(t, sig)
>>> plt.subplot(2, 1, 2)
>>> plt.plot(t, pwm)
>>> plt.ylim(-1.5, 1.5)
"""
t, w = asarray(t), asarray(duty)
w = asarray(w + (t - t))
t = asarray(t + (w - w))
if t.dtype.char in ['fFdD']:
ytype = t.dtype.char
else:
ytype = 'd'
y = zeros(t.shape, ytype)
# width must be between 0 and 1 inclusive
mask1 = (w > 1) | (w < 0)
place(y, mask1, nan)
# on the interval 0 to duty*2*pi function is 1
tmod = mod(t, 2 * pi)
mask2 = (1 - mask1) & (tmod < w * 2 * pi)
place(y, mask2, 1)
# on the interval duty*2*pi to 2*pi function is
# (pi*(w+1)-tmod) / (pi*(1-w))
mask3 = (1 - mask1) & (1 - mask2)
place(y, mask3, -1)
return y
def gausspulse(t, fc=1000, bw=0.5, bwr=-6, tpr=-60, retquad=False,
retenv=False):
"""
Return a Gaussian modulated sinusoid:
``exp(-a t^2) exp(1j*2*pi*fc*t).``
If `retquad` is True, then return the real and imaginary parts
(in-phase and quadrature).
If `retenv` is True, then return the envelope (unmodulated signal).
Otherwise, return the real part of the modulated sinusoid.
Parameters
----------
t : ndarray or the string 'cutoff'
Input array.
fc : float, optional
Center frequency (e.g. Hz). Default is 1000.
bw : float, optional
Fractional bandwidth in frequency domain of pulse (e.g. Hz).
Default is 0.5.
bwr : float, optional
Reference level at which fractional bandwidth is calculated (dB).
Default is -6.
tpr : float, optional
If `t` is 'cutoff', then the function returns the cutoff
time for when the pulse amplitude falls below `tpr` (in dB).
Default is -60.
retquad : bool, optional
If True, return the quadrature (imaginary) as well as the real part
of the signal. Default is False.
retenv : bool, optional
If True, return the envelope of the signal. Default is False.
Returns
-------
yI : ndarray
Real part of signal. Always returned.
yQ : ndarray
Imaginary part of signal. Only returned if `retquad` is True.
yenv : ndarray
Envelope of signal. Only returned if `retenv` is True.
See Also
--------
scipy.signal.morlet
Examples
--------
Plot real component, imaginary component, and envelope for a 5 Hz pulse,
sampled at 100 Hz for 2 seconds:
>>> import numpy as np
>>> from scipy import signal
>>> import matplotlib.pyplot as plt
>>> t = np.linspace(-1, 1, 2 * 100, endpoint=False)
>>> i, q, e = signal.gausspulse(t, fc=5, retquad=True, retenv=True)
>>> plt.plot(t, i, t, q, t, e, '--')
"""
if fc < 0:
raise ValueError("Center frequency (fc=%.2f) must be >=0." % fc)
if bw <= 0:
raise ValueError("Fractional bandwidth (bw=%.2f) must be > 0." % bw)
if bwr >= 0:
raise ValueError("Reference level for bandwidth (bwr=%.2f) must "
"be < 0 dB" % bwr)
# exp(-a t^2) <-> sqrt(pi/a) exp(-pi^2/a * f^2) = g(f)
ref = pow(10.0, bwr / 20.0)
# fdel = fc*bw/2: g(fdel) = ref --- solve this for a
#
# pi^2/a * fc^2 * bw^2 /4=-log(ref)
a = -(pi * fc * bw) ** 2 / (4.0 * log(ref))
if isinstance(t, str):
if t == 'cutoff': # compute cut_off point
# Solve exp(-a tc**2) = tref for tc
# tc = sqrt(-log(tref) / a) where tref = 10^(tpr/20)
if tpr >= 0:
raise ValueError("Reference level for time cutoff must "
"be < 0 dB")
tref = pow(10.0, tpr / 20.0)
return sqrt(-log(tref) / a)
else:
raise ValueError("If `t` is a string, it must be 'cutoff'")
yenv = exp(-a * t * t)
yI = yenv * cos(2 * pi * fc * t)
yQ = yenv * sin(2 * pi * fc * t)
if not retquad and not retenv:
return yI
if not retquad and retenv:
return yI, yenv
if retquad and not retenv:
return yI, yQ
if retquad and retenv:
return yI, yQ, yenv
def chirp(t, f0, t1, f1, method='linear', phi=0, vertex_zero=True):
"""Frequency-swept cosine generator.
In the following, 'Hz' should be interpreted as 'cycles per unit';
there is no requirement here that the unit is one second. The
important distinction is that the units of rotation are cycles, not
radians. Likewise, `t` could be a measurement of space instead of time.
Parameters
----------
t : array_like
Times at which to evaluate the waveform.
f0 : float
Frequency (e.g. Hz) at time t=0.
t1 : float
Time at which `f1` is specified.
f1 : float
Frequency (e.g. Hz) of the waveform at time `t1`.
method : {'linear', 'quadratic', 'logarithmic', 'hyperbolic'}, optional
Kind of frequency sweep. If not given, `linear` is assumed. See
Notes below for more details.
phi : float, optional
Phase offset, in degrees. Default is 0.
vertex_zero : bool, optional
This parameter is only used when `method` is 'quadratic'.
It determines whether the vertex of the parabola that is the graph
of the frequency is at t=0 or t=t1.
Returns
-------
y : ndarray
A numpy array containing the signal evaluated at `t` with the
requested time-varying frequency. More precisely, the function
returns ``cos(phase + (pi/180)*phi)`` where `phase` is the integral
(from 0 to `t`) of ``2*pi*f(t)``. ``f(t)`` is defined below.
See Also
--------
sweep_poly
Notes
-----
There are four options for the `method`. The following formulas give
the instantaneous frequency (in Hz) of the signal generated by
`chirp()`. For convenience, the shorter names shown below may also be
used.
linear, lin, li:
``f(t) = f0 + (f1 - f0) * t / t1``
quadratic, quad, q:
The graph of the frequency f(t) is a parabola through (0, f0) and
(t1, f1). By default, the vertex of the parabola is at (0, f0).
If `vertex_zero` is False, then the vertex is at (t1, f1). The
formula is:
if vertex_zero is True:
``f(t) = f0 + (f1 - f0) * t**2 / t1**2``
else:
``f(t) = f1 - (f1 - f0) * (t1 - t)**2 / t1**2``
To use a more general quadratic function, or an arbitrary
polynomial, use the function `scipy.signal.sweep_poly`.
logarithmic, log, lo:
``f(t) = f0 * (f1/f0)**(t/t1)``
f0 and f1 must be nonzero and have the same sign.
This signal is also known as a geometric or exponential chirp.
hyperbolic, hyp:
``f(t) = f0*f1*t1 / ((f0 - f1)*t + f1*t1)``
f0 and f1 must be nonzero.
Examples
--------
The following will be used in the examples:
>>> import numpy as np
>>> from scipy.signal import chirp, spectrogram
>>> import matplotlib.pyplot as plt
For the first example, we'll plot the waveform for a linear chirp
from 6 Hz to 1 Hz over 10 seconds:
>>> t = np.linspace(0, 10, 1500)
>>> w = chirp(t, f0=6, f1=1, t1=10, method='linear')
>>> plt.plot(t, w)
>>> plt.title("Linear Chirp, f(0)=6, f(10)=1")
>>> plt.xlabel('t (sec)')
>>> plt.show()
For the remaining examples, we'll use higher frequency ranges,
and demonstrate the result using `scipy.signal.spectrogram`.
We'll use a 4 second interval sampled at 7200 Hz.
>>> fs = 7200
>>> T = 4
>>> t = np.arange(0, int(T*fs)) / fs
We'll use this function to plot the spectrogram in each example.
>>> def plot_spectrogram(title, w, fs):
... ff, tt, Sxx = spectrogram(w, fs=fs, nperseg=256, nfft=576)
... fig, ax = plt.subplots()
... ax.pcolormesh(tt, ff[:145], Sxx[:145], cmap='gray_r',
... shading='gouraud')
... ax.set_title(title)
... ax.set_xlabel('t (sec)')
... ax.set_ylabel('Frequency (Hz)')
... ax.grid(True)
...
Quadratic chirp from 1500 Hz to 250 Hz
(vertex of the parabolic curve of the frequency is at t=0):
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='quadratic')
>>> plot_spectrogram(f'Quadratic Chirp, f(0)=1500, f({T})=250', w, fs)
>>> plt.show()
Quadratic chirp from 1500 Hz to 250 Hz
(vertex of the parabolic curve of the frequency is at t=T):
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='quadratic',
... vertex_zero=False)
>>> plot_spectrogram(f'Quadratic Chirp, f(0)=1500, f({T})=250\\n' +
... '(vertex_zero=False)', w, fs)
>>> plt.show()
Logarithmic chirp from 1500 Hz to 250 Hz:
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='logarithmic')
>>> plot_spectrogram(f'Logarithmic Chirp, f(0)=1500, f({T})=250', w, fs)
>>> plt.show()
Hyperbolic chirp from 1500 Hz to 250 Hz:
>>> w = chirp(t, f0=1500, f1=250, t1=T, method='hyperbolic')
>>> plot_spectrogram(f'Hyperbolic Chirp, f(0)=1500, f({T})=250', w, fs)
>>> plt.show()
"""
# 'phase' is computed in _chirp_phase, to make testing easier.
phase = _chirp_phase(t, f0, t1, f1, method, vertex_zero)
# Convert phi to radians.
phi *= pi / 180
return cos(phase + phi)
def _chirp_phase(t, f0, t1, f1, method='linear', vertex_zero=True):
"""
Calculate the phase used by `chirp` to generate its output.
See `chirp` for a description of the arguments.
"""
t = asarray(t)
f0 = float(f0)
t1 = float(t1)
f1 = float(f1)
if method in ['linear', 'lin', 'li']:
beta = (f1 - f0) / t1
phase = 2 * pi * (f0 * t + 0.5 * beta * t * t)
elif method in ['quadratic', 'quad', 'q']:
beta = (f1 - f0) / (t1 ** 2)
if vertex_zero:
phase = 2 * pi * (f0 * t + beta * t ** 3 / 3)
else:
phase = 2 * pi * (f1 * t + beta * ((t1 - t) ** 3 - t1 ** 3) / 3)
elif method in ['logarithmic', 'log', 'lo']:
if f0 * f1 <= 0.0:
raise ValueError("For a logarithmic chirp, f0 and f1 must be "
"nonzero and have the same sign.")
if f0 == f1:
phase = 2 * pi * f0 * t
else:
beta = t1 / log(f1 / f0)
phase = 2 * pi * beta * f0 * (pow(f1 / f0, t / t1) - 1.0)
elif method in ['hyperbolic', 'hyp']:
if f0 == 0 or f1 == 0:
raise ValueError("For a hyperbolic chirp, f0 and f1 must be "
"nonzero.")
if f0 == f1:
# Degenerate case: constant frequency.
phase = 2 * pi * f0 * t
else:
# Singular point: the instantaneous frequency blows up
# when t == sing.
sing = -f1 * t1 / (f0 - f1)
phase = 2 * pi * (-sing * f0) * log(np.abs(1 - t/sing))
else:
raise ValueError("method must be 'linear', 'quadratic', 'logarithmic',"
" or 'hyperbolic', but a value of %r was given."
% method)
return phase
def sweep_poly(t, poly, phi=0):
"""
Frequency-swept cosine generator, with a time-dependent frequency.
This function generates a sinusoidal function whose instantaneous
frequency varies with time. The frequency at time `t` is given by
the polynomial `poly`.
Parameters
----------
t : ndarray
Times at which to evaluate the waveform.
poly : 1-D array_like or instance of numpy.poly1d
The desired frequency expressed as a polynomial. If `poly` is
a list or ndarray of length n, then the elements of `poly` are
the coefficients of the polynomial, and the instantaneous
frequency is
``f(t) = poly[0]*t**(n-1) + poly[1]*t**(n-2) + ... + poly[n-1]``
If `poly` is an instance of numpy.poly1d, then the
instantaneous frequency is
``f(t) = poly(t)``
phi : float, optional
Phase offset, in degrees, Default: 0.
Returns
-------
sweep_poly : ndarray
A numpy array containing the signal evaluated at `t` with the
requested time-varying frequency. More precisely, the function
returns ``cos(phase + (pi/180)*phi)``, where `phase` is the integral
(from 0 to t) of ``2 * pi * f(t)``; ``f(t)`` is defined above.
See Also
--------
chirp
Notes
-----
.. versionadded:: 0.8.0
If `poly` is a list or ndarray of length `n`, then the elements of
`poly` are the coefficients of the polynomial, and the instantaneous
frequency is:
``f(t) = poly[0]*t**(n-1) + poly[1]*t**(n-2) + ... + poly[n-1]``
If `poly` is an instance of `numpy.poly1d`, then the instantaneous
frequency is:
``f(t) = poly(t)``
Finally, the output `s` is:
``cos(phase + (pi/180)*phi)``
where `phase` is the integral from 0 to `t` of ``2 * pi * f(t)``,
``f(t)`` as defined above.
Examples
--------
Compute the waveform with instantaneous frequency::
f(t) = 0.025*t**3 - 0.36*t**2 + 1.25*t + 2
over the interval 0 <= t <= 10.
>>> import numpy as np
>>> from scipy.signal import sweep_poly
>>> p = np.poly1d([0.025, -0.36, 1.25, 2.0])
>>> t = np.linspace(0, 10, 5001)
>>> w = sweep_poly(t, p)
Plot it:
>>> import matplotlib.pyplot as plt
>>> plt.subplot(2, 1, 1)
>>> plt.plot(t, w)
>>> plt.title("Sweep Poly\\nwith frequency " +
... "$f(t) = 0.025t^3 - 0.36t^2 + 1.25t + 2$")
>>> plt.subplot(2, 1, 2)
>>> plt.plot(t, p(t), 'r', label='f(t)')
>>> plt.legend()
>>> plt.xlabel('t')
>>> plt.tight_layout()
>>> plt.show()
"""
# 'phase' is computed in _sweep_poly_phase, to make testing easier.
phase = _sweep_poly_phase(t, poly)
# Convert to radians.
phi *= pi / 180
return cos(phase + phi)
def _sweep_poly_phase(t, poly):
"""
Calculate the phase used by sweep_poly to generate its output.
See `sweep_poly` for a description of the arguments.
"""
# polyint handles lists, ndarrays and instances of poly1d automatically.
intpoly = polyint(poly)
phase = 2 * pi * polyval(intpoly, t)
return phase
def unit_impulse(shape, idx=None, dtype=float):
"""
Unit impulse signal (discrete delta function) or unit basis vector.
Parameters
----------
shape : int or tuple of int
Number of samples in the output (1-D), or a tuple that represents the
shape of the output (N-D).
idx : None or int or tuple of int or 'mid', optional
Index at which the value is 1. If None, defaults to the 0th element.
If ``idx='mid'``, the impulse will be centered at ``shape // 2`` in
all dimensions. If an int, the impulse will be at `idx` in all
dimensions.
dtype : data-type, optional
The desired data-type for the array, e.g., ``numpy.int8``. Default is
``numpy.float64``.
Returns
-------
y : ndarray
Output array containing an impulse signal.
Notes
-----
The 1D case is also known as the Kronecker delta.
.. versionadded:: 0.19.0
Examples
--------
An impulse at the 0th element (:math:`\\delta[n]`):
>>> from scipy import signal
>>> signal.unit_impulse(8)
array([ 1., 0., 0., 0., 0., 0., 0., 0.])
Impulse offset by 2 samples (:math:`\\delta[n-2]`):
>>> signal.unit_impulse(7, 2)
array([ 0., 0., 1., 0., 0., 0., 0.])
2-dimensional impulse, centered:
>>> signal.unit_impulse((3, 3), 'mid')
array([[ 0., 0., 0.],
[ 0., 1., 0.],
[ 0., 0., 0.]])
Impulse at (2, 2), using broadcasting:
>>> signal.unit_impulse((4, 4), 2)
array([[ 0., 0., 0., 0.],
[ 0., 0., 0., 0.],
[ 0., 0., 1., 0.],
[ 0., 0., 0., 0.]])
Plot the impulse response of a 4th-order Butterworth lowpass filter:
>>> imp = signal.unit_impulse(100, 'mid')
>>> b, a = signal.butter(4, 0.2)
>>> response = signal.lfilter(b, a, imp)
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> plt.plot(np.arange(-50, 50), imp)
>>> plt.plot(np.arange(-50, 50), response)
>>> plt.margins(0.1, 0.1)
>>> plt.xlabel('Time [samples]')
>>> plt.ylabel('Amplitude')
>>> plt.grid(True)
>>> plt.show()
"""
out = zeros(shape, dtype)
shape = np.atleast_1d(shape)
if idx is None:
idx = (0,) * len(shape)
elif idx == 'mid':
idx = tuple(shape // 2)
elif not hasattr(idx, "__iter__"):
idx = (idx,) * len(shape)
out[idx] = 1
return out

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

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.signal` namespace for importing the functions
# included below.
import warnings
from . import _bsplines
__all__ = [ # noqa: F822
'spline_filter', 'bspline', 'gauss_spline', 'cubic', 'quadratic',
'cspline1d', 'qspline1d', 'cspline1d_eval', 'qspline1d_eval',
'logical_and', 'zeros_like', 'piecewise', 'array', 'arctan2',
'tan', 'arange', 'floor', 'exp', 'greater', 'less', 'add',
'less_equal', 'greater_equal', 'cspline2d', 'sepfir2d', 'comb',
'float_factorial'
]
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
"scipy.signal.bsplines is deprecated and has no attribute "
f"{name}. Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.bsplines` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_bsplines, name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.signal` namespace for importing the functions
# included below.
import warnings
from . import _filter_design
__all__ = [ # noqa: F822
'findfreqs', 'freqs', 'freqz', 'tf2zpk', 'zpk2tf', 'normalize',
'lp2lp', 'lp2hp', 'lp2bp', 'lp2bs', 'bilinear', 'iirdesign',
'iirfilter', 'butter', 'cheby1', 'cheby2', 'ellip', 'bessel',
'band_stop_obj', 'buttord', 'cheb1ord', 'cheb2ord', 'ellipord',
'buttap', 'cheb1ap', 'cheb2ap', 'ellipap', 'besselap',
'BadCoefficients', 'freqs_zpk', 'freqz_zpk',
'tf2sos', 'sos2tf', 'zpk2sos', 'sos2zpk', 'group_delay',
'sosfreqz', 'iirnotch', 'iirpeak', 'bilinear_zpk',
'lp2lp_zpk', 'lp2hp_zpk', 'lp2bp_zpk', 'lp2bs_zpk',
'gammatone', 'iircomb',
'atleast_1d', 'poly', 'polyval', 'roots', 'resize', 'absolute',
'logspace', 'tan', 'log10', 'arctan', 'arcsinh', 'exp', 'arccosh',
'ceil', 'conjugate', 'append', 'prod', 'full', 'array', 'mintypecode',
'npp_polyval', 'polyvalfromroots', 'optimize', 'sp_fft', 'comb',
'float_factorial', 'abs', 'maxflat', 'yulewalk',
'EPSILON', 'filter_dict', 'band_dict', 'bessel_norms'
]
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
"scipy.signal.filter_design is deprecated and has no attribute "
f"{name}. Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.filter_design` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_filter_design, name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.signal` namespace for importing the functions
# included below.
import warnings
from . import _fir_filter_design
__all__ = [ # noqa: F822
'kaiser_beta', 'kaiser_atten', 'kaiserord',
'firwin', 'firwin2', 'remez', 'firls', 'minimum_phase',
'ceil', 'log', 'irfft', 'fft', 'ifft', 'sinc', 'toeplitz',
'hankel', 'solve', 'LinAlgError', 'LinAlgWarning', 'lstsq'
]
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
"scipy.signal.fir_filter_design is deprecated and has no attribute "
f"{name}. Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.fir_filter_design` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_fir_filter_design, name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.signal` namespace for importing the functions
# included below.
import warnings
from . import _lti_conversion
__all__ = [ # noqa: F822
'tf2ss', 'abcd_normalize', 'ss2tf', 'zpk2ss', 'ss2zpk',
'cont2discrete','eye', 'atleast_2d',
'poly', 'prod', 'array', 'outer', 'linalg', 'tf2zpk', 'zpk2tf', 'normalize'
]
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
"scipy.signal.lti_conversion is deprecated and has no attribute "
f"{name}. Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.lti_conversion` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_lti_conversion, name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.signal` namespace for importing the functions
# included below.
import warnings
from . import _ltisys
__all__ = [ # noqa: F822
'lti', 'dlti', 'TransferFunction', 'ZerosPolesGain', 'StateSpace',
'lsim', 'lsim2', 'impulse', 'impulse2', 'step', 'step2', 'bode',
'freqresp', 'place_poles', 'dlsim', 'dstep', 'dimpulse',
'dfreqresp', 'dbode', 's_qr', 'integrate', 'interpolate', 'linalg',
'interp1d', 'tf2zpk', 'zpk2tf', 'normalize', 'freqs',
'freqz', 'freqs_zpk', 'freqz_zpk', 'tf2ss', 'abcd_normalize',
'ss2tf', 'zpk2ss', 'ss2zpk', 'cont2discrete', 'atleast_1d',
'atleast_2d', 'squeeze', 'transpose', 'zeros_like', 'linspace',
'nan_to_num', 'LinearTimeInvariant', 'TransferFunctionContinuous',
'TransferFunctionDiscrete', 'ZerosPolesGainContinuous',
'ZerosPolesGainDiscrete', 'StateSpaceContinuous',
'StateSpaceDiscrete', 'Bunch'
]
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
"scipy.signal.ltisys is deprecated and has no attribute "
f"{name}. Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.ltisys` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_ltisys, name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.signal` namespace for importing the functions
# included below.
import warnings
from . import _signaltools
__all__ = [ # noqa: F822
'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',
'timeit', 'cKDTree', 'dlti', 'upfirdn', 'linalg',
'sp_fft', 'lambertw', 'get_window', 'axis_slice', 'axis_reverse',
'odd_ext', 'even_ext', 'const_ext', 'cheby1', 'firwin'
]
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
"scipy.signal.signaltools is deprecated and has no attribute "
f"{name}. Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.signaltools` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_signaltools, name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.signal` namespace for importing the functions
# included below.
import warnings
from . import _spectral_py
__all__ = [ # noqa: F822
'periodogram', 'welch', 'lombscargle', 'csd', 'coherence',
'spectrogram', 'stft', 'istft', 'check_COLA', 'check_NOLA',
'sp_fft', 'get_window', 'const_ext', 'even_ext',
'odd_ext', 'zero_ext'
]
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
"scipy.signal.spectral is deprecated and has no attribute "
f"{name}. Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.spectral` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_spectral_py, name)

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# This file is not meant for public use and will be removed in the future
# versions of SciPy. Use the `scipy.signal` namespace for importing the
# functions included below.
import warnings
from . import _spline
__all__ = [ # noqa: F822
'cspline2d', 'qspline2d', 'sepfir2d', 'symiirorder1', 'symiirorder2']
def __dir__():
return __all__
def __getattr__(name):
if name not in __all__:
raise AttributeError(
f"scipy.signal.spline is deprecated and has no attribute {name}. "
"Try looking in scipy.signal instead.")
warnings.warn(f"Please use `{name}` from the `scipy.signal` namespace, "
"the `scipy.signal.spline` namespace is deprecated.",
category=DeprecationWarning, stacklevel=2)
return getattr(_spline, name)

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

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

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# pylint: disable=missing-docstring
import numpy as np
from numpy import array
from numpy.testing import (assert_allclose, assert_array_equal,
assert_almost_equal)
import pytest
from pytest import raises
import scipy.signal._bsplines as bsp
from scipy import signal
class TestBSplines:
"""Test behaviors of B-splines. The values tested against were returned as of
SciPy 1.1.0 and are included for regression testing purposes"""
def test_spline_filter(self):
np.random.seed(12457)
# Test the type-error branch
raises(TypeError, bsp.spline_filter, array([0]), 0)
# Test the complex branch
data_array_complex = np.random.rand(7, 7) + np.random.rand(7, 7)*1j
# make the magnitude exceed 1, and make some negative
data_array_complex = 10*(1+1j-2*data_array_complex)
result_array_complex = array(
[[-4.61489230e-01-1.92994022j, 8.33332443+6.25519943j,
6.96300745e-01-9.05576038j, 5.28294849+3.97541356j,
5.92165565+7.68240595j, 6.59493160-1.04542804j,
9.84503460-5.85946894j],
[-8.78262329-8.4295969j, 7.20675516+5.47528982j,
-8.17223072+2.06330729j, -4.38633347-8.65968037j,
9.89916801-8.91720295j, 2.67755103+8.8706522j,
6.24192142+3.76879835j],
[-3.15627527+2.56303072j, 9.87658501-0.82838702j,
-9.96930313+8.72288895j, 3.17193985+6.42474651j,
-4.50919819-6.84576082j, 5.75423431+9.94723988j,
9.65979767+6.90665293j],
[-8.28993416-6.61064005j, 9.71416473e-01-9.44907284j,
-2.38331890+9.25196648j, -7.08868170-0.77403212j,
4.89887714+7.05371094j, -1.37062311-2.73505688j,
7.70705748+2.5395329j],
[2.51528406-1.82964492j, 3.65885472+2.95454836j,
5.16786575-1.66362023j, -8.77737999e-03+5.72478867j,
4.10533333-3.10287571j, 9.04761887+1.54017115j,
-5.77960968e-01-7.87758923j],
[9.86398506-3.98528528j, -4.71444130-2.44316983j,
-1.68038976-1.12708664j, 2.84695053+1.01725709j,
1.14315915-8.89294529j, -3.17127085-5.42145538j,
1.91830420-6.16370344j],
[7.13875294+2.91851187j, -5.35737514+9.64132309j,
-9.66586399+0.70250005j, -9.87717438-2.0262239j,
9.93160629+1.5630846j, 4.71948051-2.22050714j,
9.49550819+7.8995142j]])
# FIXME: for complex types, the computations are done in
# single precision (reason unclear). When this is changed,
# this test needs updating.
assert_allclose(bsp.spline_filter(data_array_complex, 0),
result_array_complex, rtol=1e-6)
# Test the real branch
np.random.seed(12457)
data_array_real = np.random.rand(12, 12)
# make the magnitude exceed 1, and make some negative
data_array_real = 10*(1-2*data_array_real)
result_array_real = array(
[[-.463312621, 8.33391222, .697290949, 5.28390836,
5.92066474, 6.59452137, 9.84406950, -8.78324188,
7.20675750, -8.17222994, -4.38633345, 9.89917069],
[2.67755154, 6.24192170, -3.15730578, 9.87658581,
-9.96930425, 3.17194115, -4.50919947, 5.75423446,
9.65979824, -8.29066885, .971416087, -2.38331897],
[-7.08868346, 4.89887705, -1.37062289, 7.70705838,
2.51526461, 3.65885497, 5.16786604, -8.77715342e-03,
4.10533325, 9.04761993, -.577960351, 9.86382519],
[-4.71444301, -1.68038985, 2.84695116, 1.14315938,
-3.17127091, 1.91830461, 7.13779687, -5.35737482,
-9.66586425, -9.87717456, 9.93160672, 4.71948144],
[9.49551194, -1.92958436, 6.25427993, -9.05582911,
3.97562282, 7.68232426, -1.04514824, -5.86021443,
-8.43007451, 5.47528997, 2.06330736, -8.65968112],
[-8.91720100, 8.87065356, 3.76879937, 2.56222894,
-.828387146, 8.72288903, 6.42474741, -6.84576083,
9.94724115, 6.90665380, -6.61084494, -9.44907391],
[9.25196790, -.774032030, 7.05371046, -2.73505725,
2.53953305, -1.82889155, 2.95454824, -1.66362046,
5.72478916, -3.10287679, 1.54017123, -7.87759020],
[-3.98464539, -2.44316992, -1.12708657, 1.01725672,
-8.89294671, -5.42145629, -6.16370321, 2.91775492,
9.64132208, .702499998, -2.02622392, 1.56308431],
[-2.22050773, 7.89951554, 5.98970713, -7.35861835,
5.45459283, -7.76427957, 3.67280490, -4.05521315,
4.51967507, -3.22738749, -3.65080177, 3.05630155],
[-6.21240584, -.296796126, -8.34800163, 9.21564563,
-3.61958784, -4.77120006, -3.99454057, 1.05021988e-03,
-6.95982829, 6.04380797, 8.43181250, -2.71653339],
[1.19638037, 6.99718842e-02, 6.72020394, -2.13963198,
3.75309875, -5.70076744, 5.92143551, -7.22150575,
-3.77114594, -1.11903194, -5.39151466, 3.06620093],
[9.86326886, 1.05134482, -7.75950607, -3.64429655,
7.81848957, -9.02270373, 3.73399754, -4.71962549,
-7.71144306, 3.78263161, 6.46034818, -4.43444731]])
assert_allclose(bsp.spline_filter(data_array_real, 0),
result_array_real)
def test_bspline(self):
np.random.seed(12458)
assert_allclose(bsp.bspline(np.random.rand(1, 1), 2),
array([[0.73694695]]))
data_array_complex = np.random.rand(4, 4) + np.random.rand(4, 4)*1j
data_array_complex = 0.1*data_array_complex
result_array_complex = array(
[[0.40882362, 0.41021151, 0.40886708, 0.40905103],
[0.40829477, 0.41021230, 0.40966097, 0.40939871],
[0.41036803, 0.40901724, 0.40965331, 0.40879513],
[0.41032862, 0.40925287, 0.41037754, 0.41027477]])
assert_allclose(bsp.bspline(data_array_complex, 10),
result_array_complex)
def test_gauss_spline(self):
np.random.seed(12459)
assert_almost_equal(bsp.gauss_spline(0, 0), 1.381976597885342)
assert_allclose(bsp.gauss_spline(array([1.]), 1), array([0.04865217]))
def test_gauss_spline_list(self):
# regression test for gh-12152 (accept array_like)
knots = [-1.0, 0.0, -1.0]
assert_almost_equal(bsp.gauss_spline(knots, 3),
array([0.15418033, 0.6909883, 0.15418033]))
def test_cubic(self):
np.random.seed(12460)
assert_array_equal(bsp.cubic([0]), array([0]))
data_array_complex = np.random.rand(4, 4) + np.random.rand(4, 4)*1j
data_array_complex = 1+1j-2*data_array_complex
# scaling the magnitude by 10 makes the results close enough to zero,
# that the assertion fails, so just make the elements have a mix of
# positive and negative imaginary components...
result_array_complex = array(
[[0.23056563, 0.38414406, 0.08342987, 0.06904847],
[0.17240848, 0.47055447, 0.63896278, 0.39756424],
[0.12672571, 0.65862632, 0.1116695, 0.09700386],
[0.3544116, 0.17856518, 0.1528841, 0.17285762]])
assert_allclose(bsp.cubic(data_array_complex), result_array_complex)
def test_quadratic(self):
np.random.seed(12461)
assert_array_equal(bsp.quadratic([0]), array([0]))
data_array_complex = np.random.rand(4, 4) + np.random.rand(4, 4)*1j
# scaling the magnitude by 10 makes the results all zero,
# so just make the elements have a mix of positive and negative
# imaginary components...
data_array_complex = (1+1j-2*data_array_complex)
result_array_complex = array(
[[0.23062746, 0.06338176, 0.34902312, 0.31944105],
[0.14701256, 0.13277773, 0.29428615, 0.09814697],
[0.52873842, 0.06484157, 0.09517566, 0.46420389],
[0.09286829, 0.09371954, 0.1422526, 0.16007024]])
assert_allclose(bsp.quadratic(data_array_complex),
result_array_complex)
def test_cspline1d(self):
np.random.seed(12462)
assert_array_equal(bsp.cspline1d(array([0])), [0.])
c1d = array([1.21037185, 1.86293902, 2.98834059, 4.11660378,
4.78893826])
# test lamda != 0
assert_allclose(bsp.cspline1d(array([1., 2, 3, 4, 5]), 1), c1d)
c1d0 = array([0.78683946, 2.05333735, 2.99981113, 3.94741812,
5.21051638])
assert_allclose(bsp.cspline1d(array([1., 2, 3, 4, 5])), c1d0)
def test_qspline1d(self):
np.random.seed(12463)
assert_array_equal(bsp.qspline1d(array([0])), [0.])
# test lamda != 0
raises(ValueError, bsp.qspline1d, array([1., 2, 3, 4, 5]), 1.)
raises(ValueError, bsp.qspline1d, array([1., 2, 3, 4, 5]), -1.)
q1d0 = array([0.85350007, 2.02441743, 2.99999534, 3.97561055,
5.14634135])
assert_allclose(bsp.qspline1d(array([1., 2, 3, 4, 5])), q1d0)
def test_cspline1d_eval(self):
np.random.seed(12464)
assert_allclose(bsp.cspline1d_eval(array([0., 0]), [0.]), array([0.]))
assert_array_equal(bsp.cspline1d_eval(array([1., 0, 1]), []),
array([]))
x = [-3, -2, -1, 0, 1, 2, 3, 4, 5, 6]
dx = x[1]-x[0]
newx = [-6., -5.5, -5., -4.5, -4., -3.5, -3., -2.5, -2., -1.5, -1.,
-0.5, 0., 0.5, 1., 1.5, 2., 2.5, 3., 3.5, 4., 4.5, 5., 5.5, 6.,
6.5, 7., 7.5, 8., 8.5, 9., 9.5, 10., 10.5, 11., 11.5, 12.,
12.5]
y = array([4.216, 6.864, 3.514, 6.203, 6.759, 7.433, 7.874, 5.879,
1.396, 4.094])
cj = bsp.cspline1d(y)
newy = array([6.203, 4.41570658, 3.514, 5.16924703, 6.864, 6.04643068,
4.21600281, 6.04643068, 6.864, 5.16924703, 3.514,
4.41570658, 6.203, 6.80717667, 6.759, 6.98971173, 7.433,
7.79560142, 7.874, 7.41525761, 5.879, 3.18686814, 1.396,
2.24889482, 4.094, 2.24889482, 1.396, 3.18686814, 5.879,
7.41525761, 7.874, 7.79560142, 7.433, 6.98971173, 6.759,
6.80717667, 6.203, 4.41570658])
assert_allclose(bsp.cspline1d_eval(cj, newx, dx=dx, x0=x[0]), newy)
def test_qspline1d_eval(self):
np.random.seed(12465)
assert_allclose(bsp.qspline1d_eval(array([0., 0]), [0.]), array([0.]))
assert_array_equal(bsp.qspline1d_eval(array([1., 0, 1]), []),
array([]))
x = [-3, -2, -1, 0, 1, 2, 3, 4, 5, 6]
dx = x[1]-x[0]
newx = [-6., -5.5, -5., -4.5, -4., -3.5, -3., -2.5, -2., -1.5, -1.,
-0.5, 0., 0.5, 1., 1.5, 2., 2.5, 3., 3.5, 4., 4.5, 5., 5.5, 6.,
6.5, 7., 7.5, 8., 8.5, 9., 9.5, 10., 10.5, 11., 11.5, 12.,
12.5]
y = array([4.216, 6.864, 3.514, 6.203, 6.759, 7.433, 7.874, 5.879,
1.396, 4.094])
cj = bsp.qspline1d(y)
newy = array([6.203, 4.49418159, 3.514, 5.18390821, 6.864, 5.91436915,
4.21600002, 5.91436915, 6.864, 5.18390821, 3.514,
4.49418159, 6.203, 6.71900226, 6.759, 7.03980488, 7.433,
7.81016848, 7.874, 7.32718426, 5.879, 3.23872593, 1.396,
2.34046013, 4.094, 2.34046013, 1.396, 3.23872593, 5.879,
7.32718426, 7.874, 7.81016848, 7.433, 7.03980488, 6.759,
6.71900226, 6.203, 4.49418159])
assert_allclose(bsp.qspline1d_eval(cj, newx, dx=dx, x0=x[0]), newy)
def test_sepfir2d_invalid_filter():
filt = np.array([1.0, 2.0, 4.0, 2.0, 1.0])
image = np.random.rand(7, 9)
# No error for odd lengths
signal.sepfir2d(image, filt, filt[2:])
# Row or column filter must be odd
with pytest.raises(ValueError, match="odd length"):
signal.sepfir2d(image, filt, filt[1:])
with pytest.raises(ValueError, match="odd length"):
signal.sepfir2d(image, filt[1:], filt)
# Filters must be 1-dimensional
with pytest.raises(ValueError, match="object too deep"):
signal.sepfir2d(image, filt.reshape(1, -1), filt)
with pytest.raises(ValueError, match="object too deep"):
signal.sepfir2d(image, filt, filt.reshape(1, -1))
def test_sepfir2d_invalid_image():
filt = np.array([1.0, 2.0, 4.0, 2.0, 1.0])
image = np.random.rand(8, 8)
# Image must be 2 dimensional
with pytest.raises(ValueError, match="object too deep"):
signal.sepfir2d(image.reshape(4, 4, 4), filt, filt)
with pytest.raises(ValueError, match="object of too small depth"):
signal.sepfir2d(image[0], filt, filt)
def test_cspline2d():
np.random.seed(181819142)
image = np.random.rand(71, 73)
signal.cspline2d(image, 8.0)
def test_qspline2d():
np.random.seed(181819143)
image = np.random.rand(71, 73)
signal.qspline2d(image)

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

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# This program is public domain
# Authors: Paul Kienzle, Nadav Horesh
'''
A unit test module for czt.py
'''
import pytest
from numpy.testing import assert_allclose
from scipy.fft import fft
from scipy.signal import (czt, zoom_fft, czt_points, CZT, ZoomFFT)
import numpy as np
def check_czt(x):
# Check that czt is the equivalent of normal fft
y = fft(x)
y1 = czt(x)
assert_allclose(y1, y, rtol=1e-13)
# Check that interpolated czt is the equivalent of normal fft
y = fft(x, 100*len(x))
y1 = czt(x, 100*len(x))
assert_allclose(y1, y, rtol=1e-12)
def check_zoom_fft(x):
# Check that zoom_fft is the equivalent of normal fft
y = fft(x)
y1 = zoom_fft(x, [0, 2-2./len(y)], endpoint=True)
assert_allclose(y1, y, rtol=1e-11, atol=1e-14)
y1 = zoom_fft(x, [0, 2])
assert_allclose(y1, y, rtol=1e-11, atol=1e-14)
# Test fn scalar
y1 = zoom_fft(x, 2-2./len(y), endpoint=True)
assert_allclose(y1, y, rtol=1e-11, atol=1e-14)
y1 = zoom_fft(x, 2)
assert_allclose(y1, y, rtol=1e-11, atol=1e-14)
# Check that zoom_fft with oversampling is equivalent to zero padding
over = 10
yover = fft(x, over*len(x))
y2 = zoom_fft(x, [0, 2-2./len(yover)], m=len(yover), endpoint=True)
assert_allclose(y2, yover, rtol=1e-12, atol=1e-10)
y2 = zoom_fft(x, [0, 2], m=len(yover))
assert_allclose(y2, yover, rtol=1e-12, atol=1e-10)
# Check that zoom_fft works on a subrange
w = np.linspace(0, 2-2./len(x), len(x))
f1, f2 = w[3], w[6]
y3 = zoom_fft(x, [f1, f2], m=3*over+1, endpoint=True)
idx3 = slice(3*over, 6*over+1)
assert_allclose(y3, yover[idx3], rtol=1e-13)
def test_1D():
# Test of 1D version of the transforms
np.random.seed(0) # Deterministic randomness
# Random signals
lengths = np.random.randint(8, 200, 20)
np.append(lengths, 1)
for length in lengths:
x = np.random.random(length)
check_zoom_fft(x)
check_czt(x)
# Gauss
t = np.linspace(-2, 2, 128)
x = np.exp(-t**2/0.01)
check_zoom_fft(x)
# Linear
x = [1, 2, 3, 4, 5, 6, 7]
check_zoom_fft(x)
# Check near powers of two
check_zoom_fft(range(126-31))
check_zoom_fft(range(127-31))
check_zoom_fft(range(128-31))
check_zoom_fft(range(129-31))
check_zoom_fft(range(130-31))
# Check transform on n-D array input
x = np.reshape(np.arange(3*2*28), (3, 2, 28))
y1 = zoom_fft(x, [0, 2-2./28])
y2 = zoom_fft(x[2, 0, :], [0, 2-2./28])
assert_allclose(y1[2, 0], y2, rtol=1e-13, atol=1e-12)
y1 = zoom_fft(x, [0, 2], endpoint=False)
y2 = zoom_fft(x[2, 0, :], [0, 2], endpoint=False)
assert_allclose(y1[2, 0], y2, rtol=1e-13, atol=1e-12)
# Random (not a test condition)
x = np.random.rand(101)
check_zoom_fft(x)
# Spikes
t = np.linspace(0, 1, 128)
x = np.sin(2*np.pi*t*5)+np.sin(2*np.pi*t*13)
check_zoom_fft(x)
# Sines
x = np.zeros(100, dtype=complex)
x[[1, 5, 21]] = 1
check_zoom_fft(x)
# Sines plus complex component
x += 1j*np.linspace(0, 0.5, x.shape[0])
check_zoom_fft(x)
def test_large_prime_lengths():
np.random.seed(0) # Deterministic randomness
for N in (101, 1009, 10007):
x = np.random.rand(N)
y = fft(x)
y1 = czt(x)
assert_allclose(y, y1, rtol=1e-12)
@pytest.mark.slow
def test_czt_vs_fft():
np.random.seed(123)
random_lengths = np.random.exponential(100000, size=10).astype('int')
for n in random_lengths:
a = np.random.randn(n)
assert_allclose(czt(a), fft(a), rtol=1e-11)
def test_empty_input():
with pytest.raises(ValueError, match='Invalid number of CZT'):
czt([])
with pytest.raises(ValueError, match='Invalid number of CZT'):
zoom_fft([], 0.5)
def test_0_rank_input():
with pytest.raises(IndexError, match='tuple index out of range'):
czt(5)
with pytest.raises(IndexError, match='tuple index out of range'):
zoom_fft(5, 0.5)
@pytest.mark.parametrize('impulse', ([0, 0, 1], [0, 0, 1, 0, 0],
np.concatenate((np.array([0, 0, 1]),
np.zeros(100)))))
@pytest.mark.parametrize('m', (1, 3, 5, 8, 101, 1021))
@pytest.mark.parametrize('a', (1, 2, 0.5, 1.1))
# Step that tests away from the unit circle, but not so far it explodes from
# numerical error
@pytest.mark.parametrize('w', (None, 0.98534 + 0.17055j))
def test_czt_math(impulse, m, w, a):
# z-transform of an impulse is 1 everywhere
assert_allclose(czt(impulse[2:], m=m, w=w, a=a),
np.ones(m), rtol=1e-10)
# z-transform of a delayed impulse is z**-1
assert_allclose(czt(impulse[1:], m=m, w=w, a=a),
czt_points(m=m, w=w, a=a)**-1, rtol=1e-10)
# z-transform of a 2-delayed impulse is z**-2
assert_allclose(czt(impulse, m=m, w=w, a=a),
czt_points(m=m, w=w, a=a)**-2, rtol=1e-10)
def test_int_args():
# Integer argument `a` was producing all 0s
assert_allclose(abs(czt([0, 1], m=10, a=2)), 0.5*np.ones(10), rtol=1e-15)
assert_allclose(czt_points(11, w=2), 1/(2**np.arange(11)), rtol=1e-30)
def test_czt_points():
for N in (1, 2, 3, 8, 11, 100, 101, 10007):
assert_allclose(czt_points(N), np.exp(2j*np.pi*np.arange(N)/N),
rtol=1e-30)
assert_allclose(czt_points(7, w=1), np.ones(7), rtol=1e-30)
assert_allclose(czt_points(11, w=2.), 1/(2**np.arange(11)), rtol=1e-30)
func = CZT(12, m=11, w=2., a=1)
assert_allclose(func.points(), 1/(2**np.arange(11)), rtol=1e-30)
@pytest.mark.parametrize('cls, args', [(CZT, (100,)), (ZoomFFT, (100, 0.2))])
def test_CZT_size_mismatch(cls, args):
# Data size doesn't match function's expected size
myfunc = cls(*args)
with pytest.raises(ValueError, match='CZT defined for'):
myfunc(np.arange(5))
def test_invalid_range():
with pytest.raises(ValueError, match='2-length sequence'):
ZoomFFT(100, [1, 2, 3])
@pytest.mark.parametrize('m', [0, -11, 5.5, 4.0])
def test_czt_points_errors(m):
# Invalid number of points
with pytest.raises(ValueError, match='Invalid number of CZT'):
czt_points(m)
@pytest.mark.parametrize('size', [0, -5, 3.5, 4.0])
def test_nonsense_size(size):
# Numpy and Scipy fft() give ValueError for 0 output size, so we do, too
with pytest.raises(ValueError, match='Invalid number of CZT'):
CZT(size, 3)
with pytest.raises(ValueError, match='Invalid number of CZT'):
ZoomFFT(size, 0.2, 3)
with pytest.raises(ValueError, match='Invalid number of CZT'):
CZT(3, size)
with pytest.raises(ValueError, match='Invalid number of CZT'):
ZoomFFT(3, 0.2, size)
with pytest.raises(ValueError, match='Invalid number of CZT'):
czt([1, 2, 3], size)
with pytest.raises(ValueError, match='Invalid number of CZT'):
zoom_fft([1, 2, 3], 0.2, size)

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

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

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

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import copy
import numpy as np
from numpy.testing import (
assert_,
assert_equal,
assert_allclose,
assert_array_equal
)
import pytest
from pytest import raises, warns
from scipy.signal._peak_finding import (
argrelmax,
argrelmin,
peak_prominences,
peak_widths,
_unpack_condition_args,
find_peaks,
find_peaks_cwt,
_identify_ridge_lines
)
from scipy.signal.windows import gaussian
from scipy.signal._peak_finding_utils import _local_maxima_1d, PeakPropertyWarning
def _gen_gaussians(center_locs, sigmas, total_length):
xdata = np.arange(0, total_length).astype(float)
out_data = np.zeros(total_length, dtype=float)
for ind, sigma in enumerate(sigmas):
tmp = (xdata - center_locs[ind]) / sigma
out_data += np.exp(-(tmp**2))
return out_data
def _gen_gaussians_even(sigmas, total_length):
num_peaks = len(sigmas)
delta = total_length / (num_peaks + 1)
center_locs = np.linspace(delta, total_length - delta, num=num_peaks).astype(int)
out_data = _gen_gaussians(center_locs, sigmas, total_length)
return out_data, center_locs
def _gen_ridge_line(start_locs, max_locs, length, distances, gaps):
"""
Generate coordinates for a ridge line.
Will be a series of coordinates, starting a start_loc (length 2).
The maximum distance between any adjacent columns will be
`max_distance`, the max distance between adjacent rows
will be `map_gap'.
`max_locs` should be the size of the intended matrix. The
ending coordinates are guaranteed to be less than `max_locs`,
although they may not approach `max_locs` at all.
"""
def keep_bounds(num, max_val):
out = max(num, 0)
out = min(out, max_val)
return out
gaps = copy.deepcopy(gaps)
distances = copy.deepcopy(distances)
locs = np.zeros([length, 2], dtype=int)
locs[0, :] = start_locs
total_length = max_locs[0] - start_locs[0] - sum(gaps)
if total_length < length:
raise ValueError('Cannot generate ridge line according to constraints')
dist_int = length / len(distances) - 1
gap_int = length / len(gaps) - 1
for ind in range(1, length):
nextcol = locs[ind - 1, 1]
nextrow = locs[ind - 1, 0] + 1
if (ind % dist_int == 0) and (len(distances) > 0):
nextcol += ((-1)**ind)*distances.pop()
if (ind % gap_int == 0) and (len(gaps) > 0):
nextrow += gaps.pop()
nextrow = keep_bounds(nextrow, max_locs[0])
nextcol = keep_bounds(nextcol, max_locs[1])
locs[ind, :] = [nextrow, nextcol]
return [locs[:, 0], locs[:, 1]]
class TestLocalMaxima1d:
def test_empty(self):
"""Test with empty signal."""
x = np.array([], dtype=np.float64)
for array in _local_maxima_1d(x):
assert_equal(array, np.array([]))
assert_(array.base is None)
def test_linear(self):
"""Test with linear signal."""
x = np.linspace(0, 100)
for array in _local_maxima_1d(x):
assert_equal(array, np.array([]))
assert_(array.base is None)
def test_simple(self):
"""Test with simple signal."""
x = np.linspace(-10, 10, 50)
x[2::3] += 1
expected = np.arange(2, 50, 3)
for array in _local_maxima_1d(x):
# For plateaus of size 1, the edges are identical with the
# midpoints
assert_equal(array, expected)
assert_(array.base is None)
def test_flat_maxima(self):
"""Test if flat maxima are detected correctly."""
x = np.array([-1.3, 0, 1, 0, 2, 2, 0, 3, 3, 3, 2.99, 4, 4, 4, 4, -10,
-5, -5, -5, -5, -5, -10])
midpoints, left_edges, right_edges = _local_maxima_1d(x)
assert_equal(midpoints, np.array([2, 4, 8, 12, 18]))
assert_equal(left_edges, np.array([2, 4, 7, 11, 16]))
assert_equal(right_edges, np.array([2, 5, 9, 14, 20]))
@pytest.mark.parametrize('x', [
np.array([1., 0, 2]),
np.array([3., 3, 0, 4, 4]),
np.array([5., 5, 5, 0, 6, 6, 6]),
])
def test_signal_edges(self, x):
"""Test if behavior on signal edges is correct."""
for array in _local_maxima_1d(x):
assert_equal(array, np.array([]))
assert_(array.base is None)
def test_exceptions(self):
"""Test input validation and raised exceptions."""
with raises(ValueError, match="wrong number of dimensions"):
_local_maxima_1d(np.ones((1, 1)))
with raises(ValueError, match="expected 'const float64_t'"):
_local_maxima_1d(np.ones(1, dtype=int))
with raises(TypeError, match="list"):
_local_maxima_1d([1., 2.])
with raises(TypeError, match="'x' must not be None"):
_local_maxima_1d(None)
class TestRidgeLines:
def test_empty(self):
test_matr = np.zeros([20, 100])
lines = _identify_ridge_lines(test_matr, np.full(20, 2), 1)
assert_(len(lines) == 0)
def test_minimal(self):
test_matr = np.zeros([20, 100])
test_matr[0, 10] = 1
lines = _identify_ridge_lines(test_matr, np.full(20, 2), 1)
assert_(len(lines) == 1)
test_matr = np.zeros([20, 100])
test_matr[0:2, 10] = 1
lines = _identify_ridge_lines(test_matr, np.full(20, 2), 1)
assert_(len(lines) == 1)
def test_single_pass(self):
distances = [0, 1, 2, 5]
gaps = [0, 1, 2, 0, 1]
test_matr = np.zeros([20, 50]) + 1e-12
length = 12
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_distances = np.full(20, max(distances))
identified_lines = _identify_ridge_lines(test_matr, max_distances, max(gaps) + 1)
assert_array_equal(identified_lines, [line])
def test_single_bigdist(self):
distances = [0, 1, 2, 5]
gaps = [0, 1, 2, 4]
test_matr = np.zeros([20, 50])
length = 12
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_dist = 3
max_distances = np.full(20, max_dist)
#This should get 2 lines, since the distance is too large
identified_lines = _identify_ridge_lines(test_matr, max_distances, max(gaps) + 1)
assert_(len(identified_lines) == 2)
for iline in identified_lines:
adists = np.diff(iline[1])
np.testing.assert_array_less(np.abs(adists), max_dist)
agaps = np.diff(iline[0])
np.testing.assert_array_less(np.abs(agaps), max(gaps) + 0.1)
def test_single_biggap(self):
distances = [0, 1, 2, 5]
max_gap = 3
gaps = [0, 4, 2, 1]
test_matr = np.zeros([20, 50])
length = 12
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_dist = 6
max_distances = np.full(20, max_dist)
#This should get 2 lines, since the gap is too large
identified_lines = _identify_ridge_lines(test_matr, max_distances, max_gap)
assert_(len(identified_lines) == 2)
for iline in identified_lines:
adists = np.diff(iline[1])
np.testing.assert_array_less(np.abs(adists), max_dist)
agaps = np.diff(iline[0])
np.testing.assert_array_less(np.abs(agaps), max(gaps) + 0.1)
def test_single_biggaps(self):
distances = [0]
max_gap = 1
gaps = [3, 6]
test_matr = np.zeros([50, 50])
length = 30
line = _gen_ridge_line([0, 25], test_matr.shape, length, distances, gaps)
test_matr[line[0], line[1]] = 1
max_dist = 1
max_distances = np.full(50, max_dist)
#This should get 3 lines, since the gaps are too large
identified_lines = _identify_ridge_lines(test_matr, max_distances, max_gap)
assert_(len(identified_lines) == 3)
for iline in identified_lines:
adists = np.diff(iline[1])
np.testing.assert_array_less(np.abs(adists), max_dist)
agaps = np.diff(iline[0])
np.testing.assert_array_less(np.abs(agaps), max(gaps) + 0.1)
class TestArgrel:
def test_empty(self):
# Regression test for gh-2832.
# When there are no relative extrema, make sure that
# the number of empty arrays returned matches the
# dimension of the input.
empty_array = np.array([], dtype=int)
z1 = np.zeros(5)
i = argrelmin(z1)
assert_equal(len(i), 1)
assert_array_equal(i[0], empty_array)
z2 = np.zeros((3,5))
row, col = argrelmin(z2, axis=0)
assert_array_equal(row, empty_array)
assert_array_equal(col, empty_array)
row, col = argrelmin(z2, axis=1)
assert_array_equal(row, empty_array)
assert_array_equal(col, empty_array)
def test_basic(self):
# Note: the docstrings for the argrel{min,max,extrema} functions
# do not give a guarantee of the order of the indices, so we'll
# sort them before testing.
x = np.array([[1, 2, 2, 3, 2],
[2, 1, 2, 2, 3],
[3, 2, 1, 2, 2],
[2, 3, 2, 1, 2],
[1, 2, 3, 2, 1]])
row, col = argrelmax(x, axis=0)
order = np.argsort(row)
assert_equal(row[order], [1, 2, 3])
assert_equal(col[order], [4, 0, 1])
row, col = argrelmax(x, axis=1)
order = np.argsort(row)
assert_equal(row[order], [0, 3, 4])
assert_equal(col[order], [3, 1, 2])
row, col = argrelmin(x, axis=0)
order = np.argsort(row)
assert_equal(row[order], [1, 2, 3])
assert_equal(col[order], [1, 2, 3])
row, col = argrelmin(x, axis=1)
order = np.argsort(row)
assert_equal(row[order], [1, 2, 3])
assert_equal(col[order], [1, 2, 3])
def test_highorder(self):
order = 2
sigmas = [1.0, 2.0, 10.0, 5.0, 15.0]
test_data, act_locs = _gen_gaussians_even(sigmas, 500)
test_data[act_locs + order] = test_data[act_locs]*0.99999
test_data[act_locs - order] = test_data[act_locs]*0.99999
rel_max_locs = argrelmax(test_data, order=order, mode='clip')[0]
assert_(len(rel_max_locs) == len(act_locs))
assert_((rel_max_locs == act_locs).all())
def test_2d_gaussians(self):
sigmas = [1.0, 2.0, 10.0]
test_data, act_locs = _gen_gaussians_even(sigmas, 100)
rot_factor = 20
rot_range = np.arange(0, len(test_data)) - rot_factor
test_data_2 = np.vstack([test_data, test_data[rot_range]])
rel_max_rows, rel_max_cols = argrelmax(test_data_2, axis=1, order=1)
for rw in range(0, test_data_2.shape[0]):
inds = (rel_max_rows == rw)
assert_(len(rel_max_cols[inds]) == len(act_locs))
assert_((act_locs == (rel_max_cols[inds] - rot_factor*rw)).all())
class TestPeakProminences:
def test_empty(self):
"""
Test if an empty array is returned if no peaks are provided.
"""
out = peak_prominences([1, 2, 3], [])
for arr, dtype in zip(out, [np.float64, np.intp, np.intp]):
assert_(arr.size == 0)
assert_(arr.dtype == dtype)
out = peak_prominences([], [])
for arr, dtype in zip(out, [np.float64, np.intp, np.intp]):
assert_(arr.size == 0)
assert_(arr.dtype == dtype)
def test_basic(self):
"""
Test if height of prominences is correctly calculated in signal with
rising baseline (peak widths are 1 sample).
"""
# Prepare basic signal
x = np.array([-1, 1.2, 1.2, 1, 3.2, 1.3, 2.88, 2.1])
peaks = np.array([1, 2, 4, 6])
lbases = np.array([0, 0, 0, 5])
rbases = np.array([3, 3, 5, 7])
proms = x[peaks] - np.max([x[lbases], x[rbases]], axis=0)
# Test if calculation matches handcrafted result
out = peak_prominences(x, peaks)
assert_equal(out[0], proms)
assert_equal(out[1], lbases)
assert_equal(out[2], rbases)
def test_edge_cases(self):
"""
Test edge cases.
"""
# Peaks have same height, prominence and bases
x = [0, 2, 1, 2, 1, 2, 0]
peaks = [1, 3, 5]
proms, lbases, rbases = peak_prominences(x, peaks)
assert_equal(proms, [2, 2, 2])
assert_equal(lbases, [0, 0, 0])
assert_equal(rbases, [6, 6, 6])
# Peaks have same height & prominence but different bases
x = [0, 1, 0, 1, 0, 1, 0]
peaks = np.array([1, 3, 5])
proms, lbases, rbases = peak_prominences(x, peaks)
assert_equal(proms, [1, 1, 1])
assert_equal(lbases, peaks - 1)
assert_equal(rbases, peaks + 1)
def test_non_contiguous(self):
"""
Test with non-C-contiguous input arrays.
"""
x = np.repeat([-9, 9, 9, 0, 3, 1], 2)
peaks = np.repeat([1, 2, 4], 2)
proms, lbases, rbases = peak_prominences(x[::2], peaks[::2])
assert_equal(proms, [9, 9, 2])
assert_equal(lbases, [0, 0, 3])
assert_equal(rbases, [3, 3, 5])
def test_wlen(self):
"""
Test if wlen actually shrinks the evaluation range correctly.
"""
x = [0, 1, 2, 3, 1, 0, -1]
peak = [3]
# Test rounding behavior of wlen
assert_equal(peak_prominences(x, peak), [3., 0, 6])
for wlen, i in [(8, 0), (7, 0), (6, 0), (5, 1), (3.2, 1), (3, 2), (1.1, 2)]:
assert_equal(peak_prominences(x, peak, wlen), [3. - i, 0 + i, 6 - i])
def test_exceptions(self):
"""
Verify that exceptions and warnings are raised.
"""
# x with dimension > 1
with raises(ValueError, match='1-D array'):
peak_prominences([[0, 1, 1, 0]], [1, 2])
# peaks with dimension > 1
with raises(ValueError, match='1-D array'):
peak_prominences([0, 1, 1, 0], [[1, 2]])
# x with dimension < 1
with raises(ValueError, match='1-D array'):
peak_prominences(3, [0,])
# empty x with supplied
with raises(ValueError, match='not a valid index'):
peak_prominences([], [0])
# invalid indices with non-empty x
for p in [-100, -1, 3, 1000]:
with raises(ValueError, match='not a valid index'):
peak_prominences([1, 0, 2], [p])
# peaks is not cast-able to np.intp
with raises(TypeError, match='cannot safely cast'):
peak_prominences([0, 1, 1, 0], [1.1, 2.3])
# wlen < 3
with raises(ValueError, match='wlen'):
peak_prominences(np.arange(10), [3, 5], wlen=1)
def test_warnings(self):
"""
Verify that appropriate warnings are raised.
"""
msg = "some peaks have a prominence of 0"
for p in [0, 1, 2]:
with warns(PeakPropertyWarning, match=msg):
peak_prominences([1, 0, 2], [p,])
with warns(PeakPropertyWarning, match=msg):
peak_prominences([0, 1, 1, 1, 0], [2], wlen=2)
class TestPeakWidths:
def test_empty(self):
"""
Test if an empty array is returned if no peaks are provided.
"""
widths = peak_widths([], [])[0]
assert_(isinstance(widths, np.ndarray))
assert_equal(widths.size, 0)
widths = peak_widths([1, 2, 3], [])[0]
assert_(isinstance(widths, np.ndarray))
assert_equal(widths.size, 0)
out = peak_widths([], [])
for arr in out:
assert_(isinstance(arr, np.ndarray))
assert_equal(arr.size, 0)
@pytest.mark.filterwarnings("ignore:some peaks have a width of 0")
def test_basic(self):
"""
Test a simple use case with easy to verify results at different relative
heights.
"""
x = np.array([1, 0, 1, 2, 1, 0, -1])
prominence = 2
for rel_height, width_true, lip_true, rip_true in [
(0., 0., 3., 3.), # raises warning
(0.25, 1., 2.5, 3.5),
(0.5, 2., 2., 4.),
(0.75, 3., 1.5, 4.5),
(1., 4., 1., 5.),
(2., 5., 1., 6.),
(3., 5., 1., 6.)
]:
width_calc, height, lip_calc, rip_calc = peak_widths(
x, [3], rel_height)
assert_allclose(width_calc, width_true)
assert_allclose(height, 2 - rel_height * prominence)
assert_allclose(lip_calc, lip_true)
assert_allclose(rip_calc, rip_true)
def test_non_contiguous(self):
"""
Test with non-C-contiguous input arrays.
"""
x = np.repeat([0, 100, 50], 4)
peaks = np.repeat([1], 3)
result = peak_widths(x[::4], peaks[::3])
assert_equal(result, [0.75, 75, 0.75, 1.5])
def test_exceptions(self):
"""
Verify that argument validation works as intended.
"""
with raises(ValueError, match='1-D array'):
# x with dimension > 1
peak_widths(np.zeros((3, 4)), np.ones(3))
with raises(ValueError, match='1-D array'):
# x with dimension < 1
peak_widths(3, [0])
with raises(ValueError, match='1-D array'):
# peaks with dimension > 1
peak_widths(np.arange(10), np.ones((3, 2), dtype=np.intp))
with raises(ValueError, match='1-D array'):
# peaks with dimension < 1
peak_widths(np.arange(10), 3)
with raises(ValueError, match='not a valid index'):
# peak pos exceeds x.size
peak_widths(np.arange(10), [8, 11])
with raises(ValueError, match='not a valid index'):
# empty x with peaks supplied
peak_widths([], [1, 2])
with raises(TypeError, match='cannot safely cast'):
# peak cannot be safely casted to intp
peak_widths(np.arange(10), [1.1, 2.3])
with raises(ValueError, match='rel_height'):
# rel_height is < 0
peak_widths([0, 1, 0, 1, 0], [1, 3], rel_height=-1)
with raises(TypeError, match='None'):
# prominence data contains None
peak_widths([1, 2, 1], [1], prominence_data=(None, None, None))
def test_warnings(self):
"""
Verify that appropriate warnings are raised.
"""
msg = "some peaks have a width of 0"
with warns(PeakPropertyWarning, match=msg):
# Case: rel_height is 0
peak_widths([0, 1, 0], [1], rel_height=0)
with warns(PeakPropertyWarning, match=msg):
# Case: prominence is 0 and bases are identical
peak_widths(
[0, 1, 1, 1, 0], [2],
prominence_data=(np.array([0.], np.float64),
np.array([2], np.intp),
np.array([2], np.intp))
)
def test_mismatching_prominence_data(self):
"""Test with mismatching peak and / or prominence data."""
x = [0, 1, 0]
peak = [1]
for i, (prominences, left_bases, right_bases) in enumerate([
((1.,), (-1,), (2,)), # left base not in x
((1.,), (0,), (3,)), # right base not in x
((1.,), (2,), (0,)), # swapped bases same as peak
((1., 1.), (0, 0), (2, 2)), # array shapes don't match peaks
((1., 1.), (0,), (2,)), # arrays with different shapes
((1.,), (0, 0), (2,)), # arrays with different shapes
((1.,), (0,), (2, 2)) # arrays with different shapes
]):
# Make sure input is matches output of signal.peak_prominences
prominence_data = (np.array(prominences, dtype=np.float64),
np.array(left_bases, dtype=np.intp),
np.array(right_bases, dtype=np.intp))
# Test for correct exception
if i < 3:
match = "prominence data is invalid for peak"
else:
match = "arrays in `prominence_data` must have the same shape"
with raises(ValueError, match=match):
peak_widths(x, peak, prominence_data=prominence_data)
@pytest.mark.filterwarnings("ignore:some peaks have a width of 0")
def test_intersection_rules(self):
"""Test if x == eval_height counts as an intersection."""
# Flatt peak with two possible intersection points if evaluated at 1
x = [0, 1, 2, 1, 3, 3, 3, 1, 2, 1, 0]
# relative height is 0 -> width is 0 as well, raises warning
assert_allclose(peak_widths(x, peaks=[5], rel_height=0),
[(0.,), (3.,), (5.,), (5.,)])
# width_height == x counts as intersection -> nearest 1 is chosen
assert_allclose(peak_widths(x, peaks=[5], rel_height=2/3),
[(4.,), (1.,), (3.,), (7.,)])
def test_unpack_condition_args():
"""
Verify parsing of condition arguments for `scipy.signal.find_peaks` function.
"""
x = np.arange(10)
amin_true = x
amax_true = amin_true + 10
peaks = amin_true[1::2]
# Test unpacking with None or interval
assert_((None, None) == _unpack_condition_args((None, None), x, peaks))
assert_((1, None) == _unpack_condition_args(1, x, peaks))
assert_((1, None) == _unpack_condition_args((1, None), x, peaks))
assert_((None, 2) == _unpack_condition_args((None, 2), x, peaks))
assert_((3., 4.5) == _unpack_condition_args((3., 4.5), x, peaks))
# Test if borders are correctly reduced with `peaks`
amin_calc, amax_calc = _unpack_condition_args((amin_true, amax_true), x, peaks)
assert_equal(amin_calc, amin_true[peaks])
assert_equal(amax_calc, amax_true[peaks])
# Test raises if array borders don't match x
with raises(ValueError, match="array size of lower"):
_unpack_condition_args(amin_true, np.arange(11), peaks)
with raises(ValueError, match="array size of upper"):
_unpack_condition_args((None, amin_true), np.arange(11), peaks)
class TestFindPeaks:
# Keys of optionally returned properties
property_keys = {'peak_heights', 'left_thresholds', 'right_thresholds',
'prominences', 'left_bases', 'right_bases', 'widths',
'width_heights', 'left_ips', 'right_ips'}
def test_constant(self):
"""
Test behavior for signal without local maxima.
"""
open_interval = (None, None)
peaks, props = find_peaks(np.ones(10),
height=open_interval, threshold=open_interval,
prominence=open_interval, width=open_interval)
assert_(peaks.size == 0)
for key in self.property_keys:
assert_(props[key].size == 0)
def test_plateau_size(self):
"""
Test plateau size condition for peaks.
"""
# Prepare signal with peaks with peak_height == plateau_size
plateau_sizes = np.array([1, 2, 3, 4, 8, 20, 111])
x = np.zeros(plateau_sizes.size * 2 + 1)
x[1::2] = plateau_sizes
repeats = np.ones(x.size, dtype=int)
repeats[1::2] = x[1::2]
x = np.repeat(x, repeats)
# Test full output
peaks, props = find_peaks(x, plateau_size=(None, None))
assert_equal(peaks, [1, 3, 7, 11, 18, 33, 100])
assert_equal(props["plateau_sizes"], plateau_sizes)
assert_equal(props["left_edges"], peaks - (plateau_sizes - 1) // 2)
assert_equal(props["right_edges"], peaks + plateau_sizes // 2)
# Test conditions
assert_equal(find_peaks(x, plateau_size=4)[0], [11, 18, 33, 100])
assert_equal(find_peaks(x, plateau_size=(None, 3.5))[0], [1, 3, 7])
assert_equal(find_peaks(x, plateau_size=(5, 50))[0], [18, 33])
def test_height_condition(self):
"""
Test height condition for peaks.
"""
x = (0., 1/3, 0., 2.5, 0, 4., 0)
peaks, props = find_peaks(x, height=(None, None))
assert_equal(peaks, np.array([1, 3, 5]))
assert_equal(props['peak_heights'], np.array([1/3, 2.5, 4.]))
assert_equal(find_peaks(x, height=0.5)[0], np.array([3, 5]))
assert_equal(find_peaks(x, height=(None, 3))[0], np.array([1, 3]))
assert_equal(find_peaks(x, height=(2, 3))[0], np.array([3]))
def test_threshold_condition(self):
"""
Test threshold condition for peaks.
"""
x = (0, 2, 1, 4, -1)
peaks, props = find_peaks(x, threshold=(None, None))
assert_equal(peaks, np.array([1, 3]))
assert_equal(props['left_thresholds'], np.array([2, 3]))
assert_equal(props['right_thresholds'], np.array([1, 5]))
assert_equal(find_peaks(x, threshold=2)[0], np.array([3]))
assert_equal(find_peaks(x, threshold=3.5)[0], np.array([]))
assert_equal(find_peaks(x, threshold=(None, 5))[0], np.array([1, 3]))
assert_equal(find_peaks(x, threshold=(None, 4))[0], np.array([1]))
assert_equal(find_peaks(x, threshold=(2, 4))[0], np.array([]))
def test_distance_condition(self):
"""
Test distance condition for peaks.
"""
# Peaks of different height with constant distance 3
peaks_all = np.arange(1, 21, 3)
x = np.zeros(21)
x[peaks_all] += np.linspace(1, 2, peaks_all.size)
# Test if peaks with "minimal" distance are still selected (distance = 3)
assert_equal(find_peaks(x, distance=3)[0], peaks_all)
# Select every second peak (distance > 3)
peaks_subset = find_peaks(x, distance=3.0001)[0]
# Test if peaks_subset is subset of peaks_all
assert_(
np.setdiff1d(peaks_subset, peaks_all, assume_unique=True).size == 0
)
# Test if every second peak was removed
assert_equal(np.diff(peaks_subset), 6)
# Test priority of peak removal
x = [-2, 1, -1, 0, -3]
peaks_subset = find_peaks(x, distance=10)[0] # use distance > x size
assert_(peaks_subset.size == 1 and peaks_subset[0] == 1)
def test_prominence_condition(self):
"""
Test prominence condition for peaks.
"""
x = np.linspace(0, 10, 100)
peaks_true = np.arange(1, 99, 2)
offset = np.linspace(1, 10, peaks_true.size)
x[peaks_true] += offset
prominences = x[peaks_true] - x[peaks_true + 1]
interval = (3, 9)
keep = np.nonzero(
(interval[0] <= prominences) & (prominences <= interval[1]))
peaks_calc, properties = find_peaks(x, prominence=interval)
assert_equal(peaks_calc, peaks_true[keep])
assert_equal(properties['prominences'], prominences[keep])
assert_equal(properties['left_bases'], 0)
assert_equal(properties['right_bases'], peaks_true[keep] + 1)
def test_width_condition(self):
"""
Test width condition for peaks.
"""
x = np.array([1, 0, 1, 2, 1, 0, -1, 4, 0])
peaks, props = find_peaks(x, width=(None, 2), rel_height=0.75)
assert_equal(peaks.size, 1)
assert_equal(peaks, 7)
assert_allclose(props['widths'], 1.35)
assert_allclose(props['width_heights'], 1.)
assert_allclose(props['left_ips'], 6.4)
assert_allclose(props['right_ips'], 7.75)
def test_properties(self):
"""
Test returned properties.
"""
open_interval = (None, None)
x = [0, 1, 0, 2, 1.5, 0, 3, 0, 5, 9]
peaks, props = find_peaks(x,
height=open_interval, threshold=open_interval,
prominence=open_interval, width=open_interval)
assert_(len(props) == len(self.property_keys))
for key in self.property_keys:
assert_(peaks.size == props[key].size)
def test_raises(self):
"""
Test exceptions raised by function.
"""
with raises(ValueError, match="1-D array"):
find_peaks(np.array(1))
with raises(ValueError, match="1-D array"):
find_peaks(np.ones((2, 2)))
with raises(ValueError, match="distance"):
find_peaks(np.arange(10), distance=-1)
@pytest.mark.filterwarnings("ignore:some peaks have a prominence of 0",
"ignore:some peaks have a width of 0")
def test_wlen_smaller_plateau(self):
"""
Test behavior of prominence and width calculation if the given window
length is smaller than a peak's plateau size.
Regression test for gh-9110.
"""
peaks, props = find_peaks([0, 1, 1, 1, 0], prominence=(None, None),
width=(None, None), wlen=2)
assert_equal(peaks, 2)
assert_equal(props["prominences"], 0)
assert_equal(props["widths"], 0)
assert_equal(props["width_heights"], 1)
for key in ("left_bases", "right_bases", "left_ips", "right_ips"):
assert_equal(props[key], peaks)
@pytest.mark.parametrize("kwargs", [
{},
{"distance": 3.0},
{"prominence": (None, None)},
{"width": (None, 2)},
])
def test_readonly_array(self, kwargs):
"""
Test readonly arrays are accepted.
"""
x = np.linspace(0, 10, 15)
x_readonly = x.copy()
x_readonly.flags.writeable = False
peaks, _ = find_peaks(x)
peaks_readonly, _ = find_peaks(x_readonly, **kwargs)
assert_allclose(peaks, peaks_readonly)
class TestFindPeaksCwt:
def test_find_peaks_exact(self):
"""
Generate a series of gaussians and attempt to find the peak locations.
"""
sigmas = [5.0, 3.0, 10.0, 20.0, 10.0, 50.0]
num_points = 500
test_data, act_locs = _gen_gaussians_even(sigmas, num_points)
widths = np.arange(0.1, max(sigmas))
found_locs = find_peaks_cwt(test_data, widths, gap_thresh=2, min_snr=0,
min_length=None)
np.testing.assert_array_equal(found_locs, act_locs,
"Found maximum locations did not equal those expected")
def test_find_peaks_withnoise(self):
"""
Verify that peak locations are (approximately) found
for a series of gaussians with added noise.
"""
sigmas = [5.0, 3.0, 10.0, 20.0, 10.0, 50.0]
num_points = 500
test_data, act_locs = _gen_gaussians_even(sigmas, num_points)
widths = np.arange(0.1, max(sigmas))
noise_amp = 0.07
np.random.seed(18181911)
test_data += (np.random.rand(num_points) - 0.5)*(2*noise_amp)
found_locs = find_peaks_cwt(test_data, widths, min_length=15,
gap_thresh=1, min_snr=noise_amp / 5)
np.testing.assert_equal(len(found_locs), len(act_locs), 'Different number' +
'of peaks found than expected')
diffs = np.abs(found_locs - act_locs)
max_diffs = np.array(sigmas) / 5
np.testing.assert_array_less(diffs, max_diffs, 'Maximum location differed' +
'by more than %s' % (max_diffs))
def test_find_peaks_nopeak(self):
"""
Verify that no peak is found in
data that's just noise.
"""
noise_amp = 1.0
num_points = 100
np.random.seed(181819141)
test_data = (np.random.rand(num_points) - 0.5)*(2*noise_amp)
widths = np.arange(10, 50)
found_locs = find_peaks_cwt(test_data, widths, min_snr=5, noise_perc=30)
np.testing.assert_equal(len(found_locs), 0)
def test_find_peaks_with_non_default_wavelets(self):
x = gaussian(200, 2)
widths = np.array([1, 2, 3, 4])
a = find_peaks_cwt(x, widths, wavelet=gaussian)
np.testing.assert_equal(np.array([100]), a)
def test_find_peaks_window_size(self):
"""
Verify that window_size is passed correctly to private function and
affects the result.
"""
sigmas = [2.0, 2.0]
num_points = 1000
test_data, act_locs = _gen_gaussians_even(sigmas, num_points)
widths = np.arange(0.1, max(sigmas), 0.2)
noise_amp = 0.05
np.random.seed(18181911)
test_data += (np.random.rand(num_points) - 0.5)*(2*noise_amp)
# Possibly contrived negative region to throw off peak finding
# when window_size is too large
test_data[250:320] -= 1
found_locs = find_peaks_cwt(test_data, widths, gap_thresh=2, min_snr=3,
min_length=None, window_size=None)
with pytest.raises(AssertionError):
assert found_locs.size == act_locs.size
found_locs = find_peaks_cwt(test_data, widths, gap_thresh=2, min_snr=3,
min_length=None, window_size=20)
assert found_locs.size == act_locs.size
def test_find_peaks_with_one_width(self):
"""
Verify that the `width` argument
in `find_peaks_cwt` can be a float
"""
xs = np.arange(0, np.pi, 0.05)
test_data = np.sin(xs)
widths = 1
found_locs = find_peaks_cwt(test_data, widths)
np.testing.assert_equal(found_locs, 32)

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# Regressions tests on result types of some signal functions
import numpy as np
from numpy.testing import assert_
from scipy.signal import (decimate,
lfilter_zi,
lfiltic,
sos2tf,
sosfilt_zi)
def test_decimate():
ones_f32 = np.ones(32, dtype=np.float32)
assert_(decimate(ones_f32, 2).dtype == np.float32)
ones_i64 = np.ones(32, dtype=np.int64)
assert_(decimate(ones_i64, 2).dtype == np.float64)
def test_lfilter_zi():
b_f32 = np.array([1, 2, 3], dtype=np.float32)
a_f32 = np.array([4, 5, 6], dtype=np.float32)
assert_(lfilter_zi(b_f32, a_f32).dtype == np.float32)
def test_lfiltic():
# this would return f32 when given a mix of f32 / f64 args
b_f32 = np.array([1, 2, 3], dtype=np.float32)
a_f32 = np.array([4, 5, 6], dtype=np.float32)
x_f32 = np.ones(32, dtype=np.float32)
b_f64 = b_f32.astype(np.float64)
a_f64 = a_f32.astype(np.float64)
x_f64 = x_f32.astype(np.float64)
assert_(lfiltic(b_f64, a_f32, x_f32).dtype == np.float64)
assert_(lfiltic(b_f32, a_f64, x_f32).dtype == np.float64)
assert_(lfiltic(b_f32, a_f32, x_f64).dtype == np.float64)
assert_(lfiltic(b_f32, a_f32, x_f32, x_f64).dtype == np.float64)
def test_sos2tf():
sos_f32 = np.array([[4, 5, 6, 1, 2, 3]], dtype=np.float32)
b, a = sos2tf(sos_f32)
assert_(b.dtype == np.float32)
assert_(a.dtype == np.float32)
def test_sosfilt_zi():
sos_f32 = np.array([[4, 5, 6, 1, 2, 3]], dtype=np.float32)
assert_(sosfilt_zi(sos_f32).dtype == np.float32)

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import pytest
import numpy as np
from numpy.testing import (assert_allclose, assert_equal,
assert_almost_equal, assert_array_equal,
assert_array_almost_equal)
from scipy.ndimage import convolve1d
from scipy.signal import savgol_coeffs, savgol_filter
from scipy.signal._savitzky_golay import _polyder
def check_polyder(p, m, expected):
dp = _polyder(p, m)
assert_array_equal(dp, expected)
def test_polyder():
cases = [
([5], 0, [5]),
([5], 1, [0]),
([3, 2, 1], 0, [3, 2, 1]),
([3, 2, 1], 1, [6, 2]),
([3, 2, 1], 2, [6]),
([3, 2, 1], 3, [0]),
([[3, 2, 1], [5, 6, 7]], 0, [[3, 2, 1], [5, 6, 7]]),
([[3, 2, 1], [5, 6, 7]], 1, [[6, 2], [10, 6]]),
([[3, 2, 1], [5, 6, 7]], 2, [[6], [10]]),
([[3, 2, 1], [5, 6, 7]], 3, [[0], [0]]),
]
for p, m, expected in cases:
check_polyder(np.array(p).T, m, np.array(expected).T)
#--------------------------------------------------------------------
# savgol_coeffs tests
#--------------------------------------------------------------------
def alt_sg_coeffs(window_length, polyorder, pos):
"""This is an alternative implementation of the SG coefficients.
It uses numpy.polyfit and numpy.polyval. The results should be
equivalent to those of savgol_coeffs(), but this implementation
is slower.
window_length should be odd.
"""
if pos is None:
pos = window_length // 2
t = np.arange(window_length)
unit = (t == pos).astype(int)
h = np.polyval(np.polyfit(t, unit, polyorder), t)
return h
def test_sg_coeffs_trivial():
# Test a trivial case of savgol_coeffs: polyorder = window_length - 1
h = savgol_coeffs(1, 0)
assert_allclose(h, [1])
h = savgol_coeffs(3, 2)
assert_allclose(h, [0, 1, 0], atol=1e-10)
h = savgol_coeffs(5, 4)
assert_allclose(h, [0, 0, 1, 0, 0], atol=1e-10)
h = savgol_coeffs(5, 4, pos=1)
assert_allclose(h, [0, 0, 0, 1, 0], atol=1e-10)
h = savgol_coeffs(5, 4, pos=1, use='dot')
assert_allclose(h, [0, 1, 0, 0, 0], atol=1e-10)
def compare_coeffs_to_alt(window_length, order):
# For the given window_length and order, compare the results
# of savgol_coeffs and alt_sg_coeffs for pos from 0 to window_length - 1.
# Also include pos=None.
for pos in [None] + list(range(window_length)):
h1 = savgol_coeffs(window_length, order, pos=pos, use='dot')
h2 = alt_sg_coeffs(window_length, order, pos=pos)
assert_allclose(h1, h2, atol=1e-10,
err_msg=("window_length = %d, order = %d, pos = %s" %
(window_length, order, pos)))
def test_sg_coeffs_compare():
# Compare savgol_coeffs() to alt_sg_coeffs().
for window_length in range(1, 8, 2):
for order in range(window_length):
compare_coeffs_to_alt(window_length, order)
def test_sg_coeffs_exact():
polyorder = 4
window_length = 9
halflen = window_length // 2
x = np.linspace(0, 21, 43)
delta = x[1] - x[0]
# The data is a cubic polynomial. We'll use an order 4
# SG filter, so the filtered values should equal the input data
# (except within half window_length of the edges).
y = 0.5 * x ** 3 - x
h = savgol_coeffs(window_length, polyorder)
y0 = convolve1d(y, h)
assert_allclose(y0[halflen:-halflen], y[halflen:-halflen])
# Check the same input, but use deriv=1. dy is the exact result.
dy = 1.5 * x ** 2 - 1
h = savgol_coeffs(window_length, polyorder, deriv=1, delta=delta)
y1 = convolve1d(y, h)
assert_allclose(y1[halflen:-halflen], dy[halflen:-halflen])
# Check the same input, but use deriv=2. d2y is the exact result.
d2y = 3.0 * x
h = savgol_coeffs(window_length, polyorder, deriv=2, delta=delta)
y2 = convolve1d(y, h)
assert_allclose(y2[halflen:-halflen], d2y[halflen:-halflen])
def test_sg_coeffs_deriv():
# The data in `x` is a sampled parabola, so using savgol_coeffs with an
# order 2 or higher polynomial should give exact results.
i = np.array([-2.0, 0.0, 2.0, 4.0, 6.0])
x = i ** 2 / 4
dx = i / 2
d2x = np.full_like(i, 0.5)
for pos in range(x.size):
coeffs0 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot')
assert_allclose(coeffs0.dot(x), x[pos], atol=1e-10)
coeffs1 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot', deriv=1)
assert_allclose(coeffs1.dot(x), dx[pos], atol=1e-10)
coeffs2 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot', deriv=2)
assert_allclose(coeffs2.dot(x), d2x[pos], atol=1e-10)
def test_sg_coeffs_deriv_gt_polyorder():
"""
If deriv > polyorder, the coefficients should be all 0.
This is a regression test for a bug where, e.g.,
savgol_coeffs(5, polyorder=1, deriv=2)
raised an error.
"""
coeffs = savgol_coeffs(5, polyorder=1, deriv=2)
assert_array_equal(coeffs, np.zeros(5))
coeffs = savgol_coeffs(7, polyorder=4, deriv=6)
assert_array_equal(coeffs, np.zeros(7))
def test_sg_coeffs_large():
# Test that for large values of window_length and polyorder the array of
# coefficients returned is symmetric. The aim is to ensure that
# no potential numeric overflow occurs.
coeffs0 = savgol_coeffs(31, 9)
assert_array_almost_equal(coeffs0, coeffs0[::-1])
coeffs1 = savgol_coeffs(31, 9, deriv=1)
assert_array_almost_equal(coeffs1, -coeffs1[::-1])
# --------------------------------------------------------------------
# savgol_coeffs tests for even window length
# --------------------------------------------------------------------
def test_sg_coeffs_even_window_length():
# Simple case - deriv=0, polyorder=0, 1
window_lengths = [4, 6, 8, 10, 12, 14, 16]
for length in window_lengths:
h_p_d = savgol_coeffs(length, 0, 0)
assert_allclose(h_p_d, 1/length)
# Verify with closed forms
# deriv=1, polyorder=1, 2
def h_p_d_closed_form_1(k, m):
return 6*(k - 0.5)/((2*m + 1)*m*(2*m - 1))
# deriv=2, polyorder=2
def h_p_d_closed_form_2(k, m):
numer = 15*(-4*m**2 + 1 + 12*(k - 0.5)**2)
denom = 4*(2*m + 1)*(m + 1)*m*(m - 1)*(2*m - 1)
return numer/denom
for length in window_lengths:
m = length//2
expected_output = [h_p_d_closed_form_1(k, m)
for k in range(-m + 1, m + 1)][::-1]
actual_output = savgol_coeffs(length, 1, 1)
assert_allclose(expected_output, actual_output)
actual_output = savgol_coeffs(length, 2, 1)
assert_allclose(expected_output, actual_output)
expected_output = [h_p_d_closed_form_2(k, m)
for k in range(-m + 1, m + 1)][::-1]
actual_output = savgol_coeffs(length, 2, 2)
assert_allclose(expected_output, actual_output)
actual_output = savgol_coeffs(length, 3, 2)
assert_allclose(expected_output, actual_output)
#--------------------------------------------------------------------
# savgol_filter tests
#--------------------------------------------------------------------
def test_sg_filter_trivial():
""" Test some trivial edge cases for savgol_filter()."""
x = np.array([1.0])
y = savgol_filter(x, 1, 0)
assert_equal(y, [1.0])
# Input is a single value. With a window length of 3 and polyorder 1,
# the value in y is from the straight-line fit of (-1,0), (0,3) and
# (1, 0) at 0. This is just the average of the three values, hence 1.0.
x = np.array([3.0])
y = savgol_filter(x, 3, 1, mode='constant')
assert_almost_equal(y, [1.0], decimal=15)
x = np.array([3.0])
y = savgol_filter(x, 3, 1, mode='nearest')
assert_almost_equal(y, [3.0], decimal=15)
x = np.array([1.0] * 3)
y = savgol_filter(x, 3, 1, mode='wrap')
assert_almost_equal(y, [1.0, 1.0, 1.0], decimal=15)
def test_sg_filter_basic():
# Some basic test cases for savgol_filter().
x = np.array([1.0, 2.0, 1.0])
y = savgol_filter(x, 3, 1, mode='constant')
assert_allclose(y, [1.0, 4.0 / 3, 1.0])
y = savgol_filter(x, 3, 1, mode='mirror')
assert_allclose(y, [5.0 / 3, 4.0 / 3, 5.0 / 3])
y = savgol_filter(x, 3, 1, mode='wrap')
assert_allclose(y, [4.0 / 3, 4.0 / 3, 4.0 / 3])
def test_sg_filter_2d():
x = np.array([[1.0, 2.0, 1.0],
[2.0, 4.0, 2.0]])
expected = np.array([[1.0, 4.0 / 3, 1.0],
[2.0, 8.0 / 3, 2.0]])
y = savgol_filter(x, 3, 1, mode='constant')
assert_allclose(y, expected)
y = savgol_filter(x.T, 3, 1, mode='constant', axis=0)
assert_allclose(y, expected.T)
def test_sg_filter_interp_edges():
# Another test with low degree polynomial data, for which we can easily
# give the exact results. In this test, we use mode='interp', so
# savgol_filter should match the exact solution for the entire data set,
# including the edges.
t = np.linspace(-5, 5, 21)
delta = t[1] - t[0]
# Polynomial test data.
x = np.array([t,
3 * t ** 2,
t ** 3 - t])
dx = np.array([np.ones_like(t),
6 * t,
3 * t ** 2 - 1.0])
d2x = np.array([np.zeros_like(t),
np.full_like(t, 6),
6 * t])
window_length = 7
y = savgol_filter(x, window_length, 3, axis=-1, mode='interp')
assert_allclose(y, x, atol=1e-12)
y1 = savgol_filter(x, window_length, 3, axis=-1, mode='interp',
deriv=1, delta=delta)
assert_allclose(y1, dx, atol=1e-12)
y2 = savgol_filter(x, window_length, 3, axis=-1, mode='interp',
deriv=2, delta=delta)
assert_allclose(y2, d2x, atol=1e-12)
# Transpose everything, and test again with axis=0.
x = x.T
dx = dx.T
d2x = d2x.T
y = savgol_filter(x, window_length, 3, axis=0, mode='interp')
assert_allclose(y, x, atol=1e-12)
y1 = savgol_filter(x, window_length, 3, axis=0, mode='interp',
deriv=1, delta=delta)
assert_allclose(y1, dx, atol=1e-12)
y2 = savgol_filter(x, window_length, 3, axis=0, mode='interp',
deriv=2, delta=delta)
assert_allclose(y2, d2x, atol=1e-12)
def test_sg_filter_interp_edges_3d():
# Test mode='interp' with a 3-D array.
t = np.linspace(-5, 5, 21)
delta = t[1] - t[0]
x1 = np.array([t, -t])
x2 = np.array([t ** 2, 3 * t ** 2 + 5])
x3 = np.array([t ** 3, 2 * t ** 3 + t ** 2 - 0.5 * t])
dx1 = np.array([np.ones_like(t), -np.ones_like(t)])
dx2 = np.array([2 * t, 6 * t])
dx3 = np.array([3 * t ** 2, 6 * t ** 2 + 2 * t - 0.5])
# z has shape (3, 2, 21)
z = np.array([x1, x2, x3])
dz = np.array([dx1, dx2, dx3])
y = savgol_filter(z, 7, 3, axis=-1, mode='interp', delta=delta)
assert_allclose(y, z, atol=1e-10)
dy = savgol_filter(z, 7, 3, axis=-1, mode='interp', deriv=1, delta=delta)
assert_allclose(dy, dz, atol=1e-10)
# z has shape (3, 21, 2)
z = np.array([x1.T, x2.T, x3.T])
dz = np.array([dx1.T, dx2.T, dx3.T])
y = savgol_filter(z, 7, 3, axis=1, mode='interp', delta=delta)
assert_allclose(y, z, atol=1e-10)
dy = savgol_filter(z, 7, 3, axis=1, mode='interp', deriv=1, delta=delta)
assert_allclose(dy, dz, atol=1e-10)
# z has shape (21, 3, 2)
z = z.swapaxes(0, 1).copy()
dz = dz.swapaxes(0, 1).copy()
y = savgol_filter(z, 7, 3, axis=0, mode='interp', delta=delta)
assert_allclose(y, z, atol=1e-10)
dy = savgol_filter(z, 7, 3, axis=0, mode='interp', deriv=1, delta=delta)
assert_allclose(dy, dz, atol=1e-10)
def test_sg_filter_valid_window_length_3d():
"""Tests that the window_length check is using the correct axis."""
x = np.ones((10, 20, 30))
savgol_filter(x, window_length=29, polyorder=3, mode='interp')
with pytest.raises(ValueError, match='window_length must be less than'):
# window_length is more than x.shape[-1].
savgol_filter(x, window_length=31, polyorder=3, mode='interp')
savgol_filter(x, window_length=9, polyorder=3, axis=0, mode='interp')
with pytest.raises(ValueError, match='window_length must be less than'):
# window_length is more than x.shape[0].
savgol_filter(x, window_length=11, polyorder=3, axis=0, mode='interp')

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