Parametric modelling functions that can be found in MATLAB... now in Python! (AR, ARMA, frequency response modeling) The idea is to have all the functions listed at: http://www.mathworks.es/es/help/signal/parametric-modeling.html
Right now we have:
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arburg Autoregressive (AR) all-pole model parameters estimated using Burg method
- Working thanks to spectrum arburg (http://thomas-cokelaer.info/software/spectrum/html/user/ref_param.html#spectrum.burg.arburg)
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arcov Estimate AR model parameters using covariance method
- Working thanks to spectrum arcovar (http://thomas-cokelaer.info/software/spectrum/html/user/ref_psd_other.html#spectrum.covar.arcovar)
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armcov Estimate AR model parameters using modified covariance method
- Working thanks to spectrum modcovar (http://thomas-cokelaer.info/software/spectrum/html/user/ref_psd_other.html#spectrum.modcovar.modcovar)
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aryule Estimate autoregressive (AR) all-pole model using Yule-Walker method
- Working thanks to spectrum aryule (http://thomas-cokelaer.info/software/spectrum/html/user/ref_param.html#spectrum.yulewalker.aryule)
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invfreqs Identify continuous-time filter parameters from frequency response data
- Working thanks to a file found at http://projects.scipy.org/scipy/attachment/ticket/393/invfreq.py
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invfreqz Identify discrete-time filter parameters from frequency response data
- Not working :( whenever polystab function in spectrum is implemented this file can be finalized easily (it's nearly done!) Note that I found a maybe working implementation here: https://github.com/yurochka/dsptools/blob/master/dsptools/invfreqz.py
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prony Prony method for filter design
- Working thanks to... me!
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stmcb Compute linear model using Steiglitz-McBride iteration
- Working thanks to... me!
Also I needed to implement:
- convmtx Convolution matrix
- Working thanks to... me!
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Developed using Python 2.7, Eclipse + PyDev, MATLAB R2013a 64 bits
- Using numpy 1.6.1 (from ubuntu debs, using Ubuntu 12.04 64 bit)
sudo apt-get install numpy
- Using scipy 0.13.1 (upgraded it from Ubuntu debs as I needed newer functions and some bugfixes)
sudo pip install scipy
- Using spectrum 0.5.6 https://pypi.python.org/pypi/spectrum
sudo pip install spectrum
I wanted to use/integrate in: python_control, using a checkout of the most updated branch, can be found at: https://github.com/awesomebytes/python-control-code
But I don't have time for now.
- For testing purposes using matlabpipe from python-mlabwrap
This great library lets you execute MATLAB code from Python (easily! check the tests xxxxx_matlab_vs_python.py).
https://github.com/awesomebytes/python-mlabwrap
This is a fork from the work of Filipe Fernandes which he forked from http://code.google.com/p/danapeerlab/
git clone https://github.com/awesomebytes/python-mlabwrap
cd python-mlwrap
sudo python setup.py install
Thanks to this tool I can test the behaviour of my functions versus the MATLAB functions and also give the same input data without needing to implement lots of other functions.
- Also another incredible tool is libermate http://libermate.sourceforge.net/
A MATLAB to Python code translator which doesn't do all the job but helps
I've rehosted it now in Github https://github.com/awesomebytes/libermate to give it more visibility and add it's README to it and my advice on how to use it if you ever want to translate a MATLAB script to Python.
Note: I haven't tried it, but you may want to try: https://github.com/victorlei/smop for the automatic MATLAB->Python translation
- Use libermate for making a quick automatic translation
python libermate.py ~/my_path_to/my_matlab_script.m
If you have problems check my file: https://github.com/awesomebytes/libermate/blob/master/notes_on_using_libermate.txt
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Correct other errors (many mentioned in notes_on_using_libermate.txt), use http://wiki.scipy.org/NumPy_for_Matlab_Users for helping yourself
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Check little pieces of code executing in MATLAB the same line using https://github.com/awesomebytes/python-mlabwrap Use any of my test files as an example on how to execute code and recover variables (structs and cells have some problems).
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Keep a iPython open to check little doubts (numpy arrays don't behave the same as MATLAB matrices)
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Use some IDE on Python to ease your life looking at how to use functions and correcting coding errors, I recomend Eclipse + PyDev
Eclipse (Standard 4.3.1 as of writing) http://www.eclipse.org/downloads/
PyDev plugin (Instructions on how to install) http://pydev.org/manual_101_install.html
You may need to update Java, here you have a nice tutorial on that: http://www.webupd8.org/2012/01/install-oracle-java-jdk-7-in-ubuntu-via.html