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fftfilt.m
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1998-11-10
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## Copyright (C) 1996, 1997 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, 59 Temple Place - Suite 330, Boston, MA
## 02111-1307, USA.
## 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.
##
## Reference: Oppenheim & Schafer (1989). Discrete-time Signal
## Processing (Chapter 8). Prentice-Hall.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Created: 3 September 1994
## Adapted-By: jwe
function y = fftfilt (b, x, N)
## 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