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fftfilt.m
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1996-10-12
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# Copyright (C) 1995 John W. Eaton
#
# This file is part of Octave.
#
# Octave is free software; you can redistribute it and/or modify it
# under the terms of the GNU General Public License as published by the
# Free Software Foundation; either version 2, or (at your option) any
# later version.
#
# Octave is distributed in the hope that it will be useful, but WITHOUT
# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
# FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
# for more details.
#
# You should have received a copy of the GNU General Public License
# along with Octave; see the file COPYING. If not, write to the Free
# Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
function y = fftfilt (b, x, N)
# usage: fftfilt (b, x [, N])
#
# y = fftfilt (b, x) filters x with the FIR filter b using the FFT.
# y = fftfilt (b, x, N) uses the overlap-add method to filter x with
# b using an N-point FFT.
# Written by KH (Kurt.Hornik@ci.tuwien.ac.at) on Sep 3, 1994
# Reference: Oppenheim & Schafer (1989). Discrete-time Signal
# Processing (Chapter 8). Prentice-Hall.
# If N is not specified explicitly, we do not use the overlap-add
# method at all because loops are really slow. Otherwise, we only
# ensure that the number of points in the FFT is the smallest power
# of two larger than N and length(b). This could result in length
# one blocks, but if the user knows better ...
if (nargin < 2 || nargin > 3)
usage (" fftfilt (b, x [, N])");
endif
[r_x, c_x] = size (x);
[r_b, c_b] = size (b);
if (! (min ([r_x c_x]) == 1 || min ([r_b c_b]) == 1))
error ("fftfilt: both x and b should be vectors");
endif
l_x = r_x * c_x;
l_b = r_b * c_b;
if ((l_x == 1) && (l_b == 1))
y = b * x;
return;
endif
x = reshape (x, 1, l_x);
b = reshape (b, 1, l_b);
if (nargin == 2)
# Use FFT with the smallest power of 2 which is >= length (x) +
# length (b) - 1 as number of points ...
N = 2^(ceil (log (l_x + l_b - 1) / log(2)));
y = ifft (fft (x, N) .* fft(b, N));
else
# Use overlap-add method ...
if !(is_scalar (N))
error ("fftfilt: N has to be a scalar");
endif
N = 2^(ceil (log (max ([N l_b])) / log(2)));
L = N - l_b + 1;
B = fft (b, N);
R = ceil (l_x / L);
y = zeros (1, l_x);
for r = 1:R;
lo = (r - 1) * L + 1;
hi = min (r * L, l_x);
tmp = ifft (fft (x(lo:hi), N) .* B);
hi = min (lo+N-1, l_x);
y(lo:hi) = y(lo:hi) + tmp(1:(hi-lo+1));
endfor
endif
y = reshape (y(1:l_x), r_x, c_x);
# Final cleanups: if both x and b are real respectively integer, y
# should also be
if (! (any (imag (x)) || any (imag (b))))
y = real (y);
endif
if (! (any (x - round (x)) || any (b - round (b))))
y = round (y);
endif
endfunction