MATLAB: Entering multiple input values for the x-axis in a graph - matlab

The MATLAB program below is a function that references specific input values for S, E, r, sigma, and tau.
function [C, Cdelta, P, Pdelta] = ch08(S,E,r,sigma,tau)
% Input arguments: S = asset price at time t
% E = Exercise price
% r = interest rate
% sigma = volatility
% tau = time to expiry (T-t)
%
% Output arguments: C = call value, Cdelta = delta value of call
% P = Put value, Pdelta = delta value of put
%
% function [C, Cdelta, P, Pdelta] = ch08(S,E,r,sigma,tau)
if tau > 0
d1 = (log(S/E) + (r + 0.5*sigma^2)*(tau))/(sigma*sqrt(tau));
d2 = d1 - sigma*sqrt(tau);
N1 = 0.5*(1+erf(d1/sqrt(2)));
N2 = 0.5*(1+erf(d2/sqrt(2)));
C = S*N1-E*exp(-r*(tau))*N2;
Cdelta = N1;
P = C + E*exp(-r*tau) - S;
Pdelta = Cdelta - 1;
title('Graph of Call Value vs. Time to Expiry')
xlabel('Time to expiry')
ylabel('Call Value')
plot (tau,C)
else
C = max(S-E,0);
Cdelta = 0.5*(sign(S-E) + 1);
P = max(E-S,0);
Pdelta = Cdelta - 1;
title('Graph of Call Value vs. Time to Expiry')
xlabel('Time to expiry')
ylabel('Call Value')
plot (tau,C)
end
After running
ch08(3,2.5,0.03,0.25,1)
The following output is produced
After running the function again,
ch08(3,2.5,0.03,0.25,1)
hold on
ch08(3,2.5,0.03,0.25,0.9)
Two data points are produced
After manually typing decreasing tau values,
ch08(3,2.5,0.03,0.25,1)
hold on
ch08(3,2.5,0.03,0.25,0.9)
hold on
ch08(3,2.5,0.03,0.25,0.8)
hold on
ch08(3,2.5,0.03,0.25,0.7)
hold on
ch08(3,2.5,0.03,0.25,0.6)
hold on
ch08(3,2.5,0.03,0.25,0.5)
hold on
ch08(3,2.5,0.03,0.25,0.4)
hold on
ch08(3,2.5,0.03,0.25,0.3)
hold on
ch08(3,2.5,0.03,0.25,0.2)
hold on
ch08(3,2.5,0.03,0.25,0.1)
The graph will produce a bunch of data points,
Is there a way to automate the tau values entered in ch08(S,E,r,sigma,tau) so that the user doesn't have to type all of the input in?

As I suggested in comments, you need to use a for loop. You can create an array with values of tau that you want to use, and call your function with a different element from that array in each loop iteration:
figure, hold on
tau = 10.^(0:-1:-6);
for ii = 1:length(tau)
ch08(3,2.5,0.03,0.25,tau(ii))
end
However, a better solution would be to not plot within your ch08 function, and return the value C as you did in your first version of your question. Then you can do this:
tau = 10.^(0:-1:-6);
C = zeros(size(tau));
for ii = 1:length(tau)
C(ii) = ch08(3,2.5,0.03,0.25,tau(ii));
end
plot(tau,C,'.');
This would allow you to change your plot as you please, for example drawing a line through your points.
PS: Note that you only need to give hold on once. It sets a flag in the figure window that is not cleared until you do hold off or clf.

Related

Finding Percent Error of a Fourier Series

Find the error as a function of n, where the error is defined as the difference between two the voltage from the Fourier series (vF (t)) and the value from the ideal function (v(t)), normalized to the maximum magnitude (Vm ):
I am given this prompt where Vm = 1 V. Below this line is the code which I have written.
I am trying to write a function to solve this question: Plot the error versus time for n=3,n=5,n=10, and n=50. (10points). What does it look like I am doing incorrectly?
clc;
close all;
clear all;
% define the signal parameters
Vm = 1;
T = 1;
w0 = 2*pi/T;
% define the symbolic variables
syms n t;
% define the signal
v1 = Vm*sin(4*pi*t/T);
v2 = 2*Vm*sin(4*pi*t/T);
% evaluate the fourier series integral
an1 = 2/T*int(v1*cos(n*w0*t),0,T/2) + 2/T*int(v2*cos(n*w0*t),T/2,T);
bn1 = 2/T*int(v1*sin(n*w0*t),0,T/2) + 2/T*int(v2*sin(n*w0*t),T/2,T);
a0 = 1/T*int(v1,0,T/2) + 1/T*int(v2,T/2,T);
% obtain C by substituting n in c[n]
nmax = 100;
n = 1:nmax;
a = subs(an1);
b = subs(bn1);
% define the time vector
ts = 1e-2; % ts is sampling the
t = 0:ts:3*T-ts;
% directly plot the signal x(t)
t1 = 0:ts:T-ts;
v1 = Vm*sin(4*pi*t1/T).*(t1<=T/2);
v2 = 2*Vm*sin(4*pi*t1/T).*(t1>T/2).*(t1<T);
v = v1+v2;
x = repmat(v,1,3);
% Now fourier series reconstruction
N = [3];
for p = 1:length(N)
for i = 1:length(t)
for k = N(p)
x(k,i) = a(k)*cos(k*w0*t(i)) + b(k)*sin(k*w0*t(i));
end
% y(k,i) = a0+sum(x(:,i)); % Add DC term
end
end
z = a0 + sum(x);
figure(1);
plot(t,z);
%Percent error
function [per_error] = percent_error(measured, actual)
per_error = abs(( (measured - actual) ./ 1) * 100);
end
The purpose of the forum is helping with specific technical questions, not doing your homework.

MATLAB to Scilab conversion: mfile2sci error "File contains no instruction"

I am very new to Scilab, but so far have not been able to find an answer (either here or via google) to my question. I'm sure it's a simple solution, but I'm at a loss. I have a lot of MATLAB scripts I wrote in grad school, but now that I'm out of school, I no longer have access to MATLAB (and can't justify the cost). Scilab looked like the best open alternative. I'm trying to convert my .m files to Scilab compatible versions using mfile2sci, but when running the mfile2sci GUI, I get the error/message shown below. Attached is the original code from the M-file, in case it's relevant.
I Searched Stack Overflow and companion sites, Google, Scilab documentation.
The M-file code follows (it's a super basic MATLAB script as part of an old homework question -- I chose it as it's the shortest, most straightforward M-file I had):
Mmax = 15;
N = 20;
T = 2000;
%define upper limit for sparsity of signal
smax = 15;
mNE = zeros(smax,Mmax);
mESR= zeros(smax,Mmax);
for M = 1:Mmax
aNormErr = zeros(smax,1);
aSz = zeros(smax,1);
ESR = zeros(smax,1);
for s=1:smax % for-loop to loop script smax times
normErr = zeros(1,T);
vESR = zeros(1,T);
sz = zeros(1,T);
for t=1:T %for-loop to carry out 2000 trials per s-value
esr = 0;
A = randn(M,N); % generate random MxN matrix
[M,N] = size(A);
An = zeros(M,N); % initialize normalized matrix
for h = 1:size(A,2) % normalize columns of matrix A
V = A(:,h)/norm(A(:,h));
An(:,h) = V;
end
A = An; % replace A with its column-normalized counterpart
c = randperm(N,s); % create random support vector with s entries
x = zeros(N,1); % initialize vector x
for i = 1:size(c,2)
val = (10-1)*rand + 1;% generate interval [1,10]
neg = mod(randi(10),2); % include [-10,-1]
if neg~=0
val = -1*val;
end
x(c(i)) = val; %replace c(i)th value of x with the nonzero value
end
y = A*x; % generate measurement vector (y)
R = y;
S = []; % initialize array to store selected columns of A
indx = []; % vector to store indices of selected columns
coeff = zeros(1,s); % vector to store coefficients of approx.
stop = 10; % init. stop condition
in = 0; % index variable
esr = 0;
xhat = zeros(N,1); % intialize estimated x signal
while (stop>0.5 && size(S,2)<smax)
%MAX = abs(A(:,1)'*R);
maxV = zeros(1,N);
for i = 1:size(A,2)
maxV(i) = abs(A(:,i)'*R);
end
in = find(maxV == max(maxV));
indx = [indx in];
S = [S A(:,in)];
coeff = [coeff R'*S(:,size(S,2))]; % update coefficient vector
for w=1:size(S,2)
r = y - ((R'*S(:,w))*S(:,w)); % update residuals
if norm(r)<norm(R)
index = w;
end
R = r;
stop = norm(R); % update stop condition
end
for j=1:size(S,2) % place coefficients into xhat at correct indices
xhat(indx(j))=coeff(j);
end
nE = norm(x-xhat)/norm(x); % calculate normalized error for this estimate
%esr = 0;
indx = sort(indx);
c = sort(c);
if isequal(indx,c)
esr = esr+1;
end
end
vESR(t) = esr;
sz(t) = size(S,2);
normErr(t) = nE;
end
%avsz = sum(sz)/T;
aSz(s) = sum(sz)/T;
%aESR = sum(vESR)/T;
ESR(s) = sum(vESR)/T;
%avnormErr = sum(normErr)/T; % produce average normalized error for these run
aNormErr(s) = sum(normErr)/T; % add new avnormErr to vector of all av norm errors
end
% just put this here to view the vector
mNE(:,M) = aNormErr;
mESR(:,M) = ESR;
% had an 'end' placed here, might've been unmatched
mNE%reshape(mNE,[],Mmax)
mESR%reshape(mESR,[],Mmax)]
figure
dimx = [1 Mmax];
dimy = [1 smax];
imagesc(dimx,dimy,mESR)
colormap gray
strESR = sprintf('Average ESR, N=%d',N);
title(strESR);
xlabel('M');
ylabel('s');
strNE = sprintf('Average Normed Error, N=%d',N);
figure
imagesc(dimx,dimy,mNE)
colormap gray
title(strNE)
xlabel('M');
ylabel('s');
The command used (and results) follow:
--> mfile2sci
ans =
[]
****** Beginning of mfile2sci() session ******
File to convert: C:/Users/User/Downloads/WTF_new.m
Result file path: C:/Users/User/DOWNLO~1/
Recursive mode: OFF
Only double values used in M-file: NO
Verbose mode: 3
Generate formatted code: NO
M-file reading...
M-file reading: Done
Syntax modification...
Syntax modification: Done
File contains no instruction, no translation made...
****** End of mfile2sci() session ******
To convert the foo.m file one has to enter
mfile2sci <path>/foo.m
where stands for the path of the directoty where foo.m is. The result is written in /foo.sci
Remove the ```` at the begining of each line, the conversion will proceed normally ?. However, don't expect to obtain a working .sci file as the m2sci converter is (to me) still an experimental tool !

MATLAB changing variable inside a for loop

I created the Matlab code below to implement the value of an European Put following the implementation inside this paper. I am trying to graph the value of M against the value of the European Put as M increases from 20 to 250 in time steps of 5.
In order to do this, I created a for loop to change the value of M,
for M = 20:5:250
I think that I need to create this for loop in order to change the value of M. Unit testing shows that I did something wrong. The for loop isn't working as intended. The graph produced by the code is referencing the original value of M (defined to be 200) instead of the changing values of M inside the for loop. I don't know why the code returns the original value of M instead of the values inside the for loop.
clear all;
close all;
% EURO9 Binomial method for a European put.
%
% Uses explicit solution based on binomial expansion.
% Vectorized, based on logs to avoid overflow,
% and avoids computing with zeros.
%%%%%%%%%% Problem and method parameters %%%%%%%%%%%%%
S = 9 ;E = 10 ;T = 3 ;r = 0.06 ;sigma = 0.3 ; M = 200;
dt = T/M ; A = 0.5*(exp(-r*dt)+exp((r+sigma^2)*dt)) ;
u= A + sqrt(A^2-1) ; d = 1/u ; p = (exp(r*dt)-d)/(u-d) ;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% cut-off index
for M = 20:5:250
z = max(1,min(M+1,floor( log((E*u)/(S*d^(M+1)))/(log(u/d)) )));
% Option values at time T
W=E-S*d.^([M:-1:M-z+1]').*u.^([0:z-1]');
% log/cumsum version using cut-off index z
tmp1 = cumsum(log([1;[M:-1:M-z+2]'])) - cumsum(log([1;[1:z-1]']));
tmp2 = tmp1 + log(p)*([0:z-1]') + log(1-p)*([M:-1:M-z+1]');
value = exp(-r*T)*sum(exp(tmp2).*W);
disp('M is'), disp(M)
disp('Option value is'), disp(value)
hold on;
xlabel('M') % x-axis label
ylabel('European Put') % y-axis label
plot(M,value,'r*')
end
Unit testing shows that my code is wrong. Testing against M=20 returns a value less than one when the true value is 1.5076.
Did I write the for loop completely wrong? Why is it referencing the value of M=200 at every iteration instead of the increment specified in the for loop for M = 20:5:250?
As an example, running
clear all;
close all;
% EURO9 Binomial method for a European put.
%
% Uses explicit solution based on binomial expansion.
% Vectorized, based on logs to avoid overflow,
% and avoids computing with zeros.
%%%%%%%%%% Problem and method parameters %%%%%%%%%%%%%
S = 9 ;E = 10 ;T = 3 ;r = 0.06 ;sigma = 0.3 ; M = 20;
dt = T/M ; A = 0.5*(exp(-r*dt)+exp((r+sigma^2)*dt)) ;
u= A + sqrt(A^2-1) ; d = 1/u ; p = (exp(r*dt)-d)/(u-d) ;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% cut-off index
z = max(1,min(M+1,floor( log((E*u)/(S*d^(M+1)))/(log(u/d)) )));
% Option values at time T
W=E-S*d.^([M:-1:M-z+1]').*u.^([0:z-1]');
% log/cumsum version using cut-off index z
tmp1 = cumsum(log([1;[M:-1:M-z+2]'])) - cumsum(log([1;[1:z-1]']));
tmp2 = tmp1 + log(p)*([0:z-1]') + log(1-p)*([M:-1:M-z+1]');
value = exp(-r*T)*sum(exp(tmp2).*W);
disp('M is'), disp(M)
disp('Option value is'), disp(value)
returns
Option value is
1.5076
and running
clear all;
close all;
% EURO9 Binomial method for a European put.
%
% Uses explicit solution based on binomial expansion.
% Vectorized, based on logs to avoid overflow,
% and avoids computing with zeros.
%%%%%%%%%% Problem and method parameters %%%%%%%%%%%%%
S = 9 ;E = 10 ;T = 3 ;r = 0.06 ;sigma = 0.3 ; M = 25;
dt = T/M ; A = 0.5*(exp(-r*dt)+exp((r+sigma^2)*dt)) ;
u= A + sqrt(A^2-1) ; d = 1/u ; p = (exp(r*dt)-d)/(u-d) ;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% cut-off index
z = max(1,min(M+1,floor( log((E*u)/(S*d^(M+1)))/(log(u/d)) )));
% Option values at time T
W=E-S*d.^([M:-1:M-z+1]').*u.^([0:z-1]');
% log/cumsum version using cut-off index z
tmp1 = cumsum(log([1;[M:-1:M-z+2]'])) - cumsum(log([1;[1:z-1]']));
tmp2 = tmp1 + log(p)*([0:z-1]') + log(1-p)*([M:-1:M-z+1]');
value = exp(-r*T)*sum(exp(tmp2).*W);
disp('M is'), disp(M)
disp('Option value is'), disp(value)
returns
Option value is
1.4666
Although, I don't get these values in the graph of the for loop for M = 20:5:250. I must have made a mistake inside the for loop.
The problem is with M. You initialised M=200 before the start of the loop which is affecting all the calculations that you're doing before the loop. Whereas in the two unit tests that you have provided, you used M=20 and M=25 for all the calculations respectively.
So the fix is to simply move the calculations that are affected by M inside the loop. i.e
S=9; E=10; T=3; r=0.06; sigma=0.3;
for M = 20:5:250
dt = T/M;
A = 0.5*(exp(-r*dt)+exp((r+sigma^2)*dt)) ;
u = A + sqrt(A^2-1);
d = 1/u;
p = (exp(r*dt)-d)/(u-d);
%And here goes what you already have in your loop
%....
%....
end

Matlab- How can I plot a function?

I created a function that receives certain inputs and produced some outputs for queue theory simulation.
function [Ws, Wq, c_util, p_drop, p_state] = MMCQ(lambda, mu, c, Nwait)
rho = lambda./mu;
Lq = (rho.^2)/(1-rho); %lenght of queue
Ls = rho./(1-rho); %lenght of system
c_bar = Ls - Lq;
c_util = c_bar./c ;
Wq = Lq/c*mu*c_util;
Ws = Ls/lambda;
Po = (1-rho)*(rho.^0);
Pi = (1-rho)*(rho.^1);
p_drop = 1-Po-Pi;
p_state = (1-rho)*rho.^0;
end
I need to create a plot of Wq as a function of c starting at the smallest value of c and stoping at 20. How can I achieve this?
Loop through values of c, store results to a matrix (assuming Wq is scalar), then plot Wq against c.
% Define lambda, mu, Nwait first
c = (1:20); % List of c values to input
Wq = zeros(size(c));
for ii = 1:numel(c)
% Only interested in Wq, so use tilde for other outputs
% Store to (ii)th element of Wq
[~, Wq(ii), ~, ~, ~] = MMCQ(lambda, mu, c(ii), Nwait)
end
plot(c,Wq);

change filter(B,A, X) in matlab and Out of memoy Error

this post is related to my previous question : image processing in matlab
as I have uploaded my algorithme there.
the think is that I am trying to change the filtering part of the code.
in matlab filter.m function can accpet filter(B, A, my pixels evolutions in Time) and it return me the filtered values.
but at the moment I have to pass the the whole time series together.
but the problem is that now I want to change the code in a way instead of passing the whole timeseries into the filter, I want to pass one value at a time, but I want filter function treat the value like the nth value not the first valu.
I have created a sudo code, as I am injecting one picture into the code, but I dont know how can change the filtering part., any body has any idea??
clear all
j=1;
for i=0:3000
str = num2str(i);
str1 = strcat(str,'.mat');
load(str1);
D{j}=A(20:200,130:230);
j=j+1;
end
N=5;
w = [0.00000002 0.05;0.05 0.1;0.1 0.15;0.15 0.20;
0.20 0.25;0.25 0.30;0.30 0.35;0.35 0.40;
0.40 0.45;0.45 0.50;0.50 0.55;0.55 0.60;
0.60 0.65;0.65 0.70;0.70 0.75;0.75 0.80;
0.80 0.85;0.85 0.90;0.90 0.95;0.95 0.99999999];
for ind=1:20
wn = w(ind,:);
[b,a] = butter(N,wn);
bCoeff(ind,:)=b;
aCoeff(ind,:)=a;
end
ts=[];
sumLastImages=[];
for k=1:10 %number of images
for bands=1:20 %number of bands
for i=1:10 %image h
for j=1:10 %image w
pixelValue = D{k}(i,j);
% reflectivity elimination
% for the current pixel, have the summation of the same position from before
% images and create a mean value base on the temporal values
sumLastImages(i,j)=pixelValue+sumLastImages(i,j);
meanValue = sumLastImages(i,j)/k;
if(meanValue==0)
filteredimages{bands}(i,j)=0;
continue;
else
pixel_calculated_meanvalue = pixelValue/meanValue;
end
% filter part that need to be changed, and because we are adding
% one value then the reutrn of the filter is one too
ts_f = filter(bCoeff(bands,:), aCoeff(bands,:), ...
pixel_calculated_meanvalue);
filteredimages{bands}(i,j)=ts_f;
end
end
finalImagesSummation{bands}(:,:) = ...
(filteredimages{bands}(:,:)^2)+finalImagesSummation{bands}(:,:);
finalImages{bands}(:,:)=finalImagesSummation/k;
end
end
EDIT
I managed to change the code like this, which now I load the fist 200 images, and after that I am able to inject the images one by one into the filter, but now the problem is that I am getting "Out of memory. Type HELP MEMORY for your options." error for big
images.
here is my code any idea to efficent the code :
%%
cd('D:\MatlabTest\06-06-Lentils');
clear all
%%
N=5;
W = [0.0 0.10;0.10 0.20;0.20 0.30;0.30 0.40;
0.40 0.50;0.50 0.60 ;0.60 0.70;0.70 0.80 ;
0.80 0.90;0.90 1.0];
[bCoeff{1},aCoeff{1}] = butter(N,0.1,'Low');
for ind=2:9
wn = W(ind,:);
[b,a] = butter(N,wn);
bCoeff{ind}=b;
aCoeff{ind}=a;
end
[bCoeff{10},aCoeff{10}] = butter(N,0.9,'high');
%%
j=1;
D = zeros(200,380,320);
T = 200;
K = 0:399;
l = T+1;
Yout = cell(1,10);
figure;
for i = 1:length(K)-200
disp(i)
if i == 1
for j = 1:T
str = int2str(K(1)+j-1);
str1 = strcat(str,'.mat');
load(str1);
D(j,1:380,1:320) = A;
end
else
str = int2str(l);
str1 = strcat(str,'.mat');
load(str1);
temp = D(2:200,1:380,1:320) ;
temp(200,1:380,1:320) = A;
D = temp;
clear temp
l = l +1;
end
for p = 1:380
for q = 1:320
x = D(:,p,q) - mean(D(:,p,q));
for k = 1:10
temp = filter(bCoeff{k},aCoeff{k},x);
if i == 1
Yout{k}(p,q) = mean(temp);
else
Yout{k}(p,q) = (Yout{k}(p,q) + mean(temp))/2;
end
end
end
end
for k = 1:10
subplot(5,2,k)
subimage(Yout{k}*1000,[0 255]);
color bar
colormap jet
end
pause(0.01);
end
disp('Done Loading...')
No need to rewrite the filter function, there is a simple solution!
If you want to feed filter with one sample at a time, you need to pass the state parameters as well so that each input sample is processed depending on its predecessor. After filtering, the new state is actually returned as a second parameter, so that most of the work is already done by MATLAB for you. This is good news!
For the sake of readability, allow me to temporarily replace your variable names with simple letters:
a = aCoeff(bands, :);
b = bCoeff(bands, :);
x = pixel_calculated_meanvalue;
ts_f is represented by y.
And so, this:
y = filter(b, a, x);
is actually equivalent to this:
N = numel(x);
y = zeros(N, 1); %# Preallocate memory for output
z = zeros(max(length(a), length(b)) - 1, 1); %# This is the initial filter state
for i = 1:N
[y(i), z] = filter(b, a, x(i), z);
end
You can check for yourself that the result is the same!
For your example, the code would be:
N = numel(pixel_calculated_meanvalue);
ts_f = zeros(N, 1);
z = zeros(max(length(aCoeff(bands, :)), length(bCoeff(bands, :))) - 1, 1);
for i = 1:N
[ts_f(i), z] = filter(bCoeff(bands, :), aCoeff(bands, :), ...
pixel_calculated_meanvalue(i), z);
end
With this method you can process one input sample at a time, just make sure you store the last filter state after every filter call. If you plan on using multiple filters, you'll have to store a state vector per filter!
Overview
If all you want to have is an IIR filter, which you can feed incrementally, i.e. where you do not have to supply the full vector at once, you can simply implement your own function and use either persistent variables.
Simple approach
The code snippet below defines a function myFilter, which makes use of persistent
variables, which you can control with the following commands:
init: set up the IIR coefficients
getA: returns the A coefficients, i.e. the outputweights
getB: returns the B coefficients, i.e. the input weights
getX: returns the stored input data x[0], x[1], ... x[M]
getY: returns the output data y[0], y[1], ... y[N]
getCurrentY: returns the last output data y[N]
Here is the function:
function result = myFilter(varargin)
% myFilter A simple IIR filter which can be fed incrementally.
%
% The filter is controlled with the following commands:
% myFilter('init', B, A)
% Initializes the coefficients B and A. B are the weights for the
% input and A for the output.
% myFilter('reset')
% Resets the input and output buffers to zero.
% A = myFilter('getA')
% B = myFilter('getB')
% Returns the filter coefficients A and B, respectively.
% x = myFilter('getX')
% y = myFilter('getY')
% Returns the buffered input and output vectors.
% y = myFilter('getCurrentY')
% Returns the current output value.
% myFilter(x)
% Adds the new value x as input to the filter and updates the
% output.
persistent Bcoeff
persistent Acoeff
persistent x
persistent y
if ischar(varargin{1})
% This is a command.
switch varargin{1}
case 'init'
Bcoeff = varargin{2};
Acoeff = varargin{3};
Bcoeff = Bcoeff / Acoeff(1);
Acoeff = Acoeff / Acoeff(1);
x = zeros(size(Bcoeff));
y = zeros(1, length(Acoeff) - 1);
return
case 'reset'
x = zeros(size(Bcoeff));
y = zeros(1, length(Acoeff) - 1);
return
case 'getA'
result = Acoeff;
return
case 'getB'
result = Bcoeff;
return
case 'getX'
result = x;
return
case 'getY'
result = y;
return
case 'getCurrentY'
result = y(1);
return
otherwise
error('Unknown command');
end
end
% A new value has to be filtered.
xnew = varargin{1};
x = [xnew, x(1:end-1)];
ynew = sum(x .* Bcoeff) - sum(y .* Acoeff(2:end));
y = [ynew, y(1:end-1)];
end
And a usage example:
% Define the filter coefficients. Bcoeff acts on the input, Acoeff on
% the output.
Bcoeff = [4, 5];
Acoeff = [1, 2, 3];
% Initialize the filter.
myFilter('init', Bcoeff, Acoeff);
% Add a value to be filtered.
myFilter(10)
myFilter('getCurrentY')
ans =
40
% Add another one.
myFilter(20)
myFilter('getCurrentY')
ans =
50
% And a third one.
myFilter(30)
myFilter('getCurrentY')
ans =
0
% Compare with the Matlab filter function.
filter(Bcoeff, Acoeff, [10 20 30])
ans =
40 50 0
The drawback of this approach is that it is only possible to have one active filter
simultaneously. This is problematic e.g. in your question, where you have different
filters which are updated in an alternating fashion.
Advanced approach
In order to operate multiple filters simultatenously, you need some way to identify
the filter. The solution I present here works with handles. A handle is simple an
integer. To be more precise, it is actually an index into a persistent array, which
itself holds the filter state, i.e. the filter coefficients and the buffers for the
input and the output.
The calling syntax is a bit more complicated, because you have to pass a handle. However,
it is possible that multiple filters are active simultaneously.
function result = myFilterH(varargin)
% myFilterH A simple IIR filter which can be fed incrementally.
% Operates on a filter handle.
%
% The filter is controlled with the following commands:
% handle = myFilterH('create')
% Creates a new filter handle.
% myFilterH(handle, 'init', B, A)
% Initializes the coefficients B and A. B are the weights for the
% input and A for the output. handle identifies the filter.
% myFilterH(handle, 'reset')
% Resets the input and output buffers to zero.
% A = myFilterH(handle, 'getA')
% B = myFilterH(handle 'getB')
% Returns the filter coefficients A and B, respectively.
% x = myFilterH(handle, 'getX')
% y = myFilterH(handle, 'getY')
% Returns the buffered input and output vectors.
% y = myFilterH(handle, 'getCurrentY')
% Returns the current output value.
% myFilterH(handle, x)
% Adds the new value x as input to the filter and updates the
% output.
persistent handles
if ischar(varargin{1})
if strcmp(varargin{1}, 'create')
if isempty(handles)
handles = struct('x', [], 'y', [], 'A', [], 'B', []);
result = 1;
else
result = length(handles) + 1;
handles(result).x = [];
end
return
else
error('First argument must be a filter handle or ''create''');
end
end
% The first input should be the handles(hIdx).
hIdx = varargin{1};
if hIdx < 0 || hIdx > length(handles)
error('Invalid filter handle')
end
if ischar(varargin{2})
% This is a command.
switch varargin{2}
case 'init'
handles(hIdx).B = varargin{3};
handles(hIdx).A = varargin{4};
handles(hIdx).B = handles(hIdx).B / handles(hIdx).A(1);
handles(hIdx).A = handles(hIdx).A / handles(hIdx).A(1);
handles(hIdx).x = zeros(size(handles(hIdx).B));
handles(hIdx).y = zeros(1, length(handles(hIdx).A) - 1);
return
case 'reset'
handles(hIdx).x = zeros(size(handles(hIdx).B));
handles(hIdx).y = zeros(1, length(handles(hIdx).A) - 1);
return
case 'getA'
result = handles(hIdx).A;
return
case 'getB'
result = handles(hIdx).B;
return
case 'getX'
result = handles(hIdx).x;
return
case 'getY'
result = handles(hIdx).y;
return
case 'getCurrentY'
result = handles(hIdx).y(1);
return
otherwise
error('Unknown command');
end
end
% A new value has to be filtered.
xnew = varargin{2};
handles(hIdx).x = [xnew, handles(hIdx).x(1:end-1)];
ynew = sum(handles(hIdx).x .* handles(hIdx).B) ...
- sum(handles(hIdx).y .* handles(hIdx).A(2:end));
handles(hIdx).y = [ynew, handles(hIdx).y(1:end-1)];
end
And the example:
% Define the filter coefficients.
Bcoeff = [4, 5];
Acoeff = [1, 2, 3];
% Create new filter handles.
fh1 = myFilterH('create');
fh2 = myFilterH('create');
% Initialize the filter handle. Note that reversing Acoeff and Bcoeff creates
% two totally different filters.
myFilterH(fh1, 'init', Bcoeff, Acoeff);
myFilterH(fh2, 'init', Acoeff, Bcoeff);
% Add a value to be filtered.
myFilterH(fh1, 10);
myFilterH(fh2, 10);
[myFilterH(fh1, 'getCurrentY'), myFilterH(fh2, 'getCurrentY')]
ans =
40.0000 2.5000
% Add another one.
myFilterH(fh1, 20);
myFilterH(fh2, 20);
[myFilterH(fh1, 'getCurrentY'), myFilterH(fh2, 'getCurrentY')]
ans =
50.0000 6.8750
% And a third one.
myFilterH(fh1, 30);
myFilterH(fh2, 30);
[myFilterH(fh1, 'getCurrentY'), myFilterH(fh2, 'getCurrentY')]
ans =
0 16.4063
% Compare with the Matlab filter function.
filter(Bcoeff, Acoeff, [10 20 30])
ans =
40 50 0
filter(Acoeff, Bcoeff, [10 20 30])
ans =
2.5000 6.8750 16.4063
Using it for your example
To use the advanced approach in your example, you could first create an array of filters:
fh = [];
for ind = 1:20
wn = w(ind,:);
[b,a] = butter(N,wn);
fh(ind) = myFilterH('create');
myFilterH(fh(ind), 'init', b, a);
end
Later on in the filter part simply add your value to all of the filters. However, for this
you also need to reverse the loops because right now you would need one filter per
band per pixel. If you loop over pixels first and then over bands, you can reuse the filters:
for height = 1:10
for width = 1:10
for bands = 1:20
myFilterH(fh(bands), 'reset');
for k = 1:10
[...]
ts_f = myFilterH(fh(bands), ...
pixel_calculated_meanvalue);
filteredimages{bands}(i,j) = myFilterH(fh(bands), 'getCurrentY');
end
end
end
end
Hope that helps!
If I understand the question correctly, the crux is "How do I return multiple things from a Matlab function?"
You can return multiple things like this:
function [a, b, np, x, y] = filter(ord, a, b, np, x, y)
%code of function here
%make some changes to a, b, np, x, and y
end
If you want to call the filter from another function and catch its return values, you can do this:
function [] = main()
%do some stuff, presumably generate initial values for ord, a, b, np, x, y
[new_a, new_b, new_np, new_x, new_y] = filter(ord, a, b, np, x, y)
end
In short, if you do function [x, y] = myfunc(a, b), then myfunc returns both x and y.