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Colored noise in FIRuncFilter and provide utility functions #55

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merged 49 commits into from
Mar 20, 2020

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@mgrub mgrub commented Jul 8, 2019

Requires detailled review of implemented new methods

  • check normalization of created ideal autocorrelation
  • check normalization of generated colored noise from white noise
  • check execution of propagate-filter (compare sigma as float or np.ndarray)
  • review tests

Maximilian Gruber added 2 commits July 4, 2019 10:57
- method to generate correlation-matrix of correlated/colored noise
- method to generate colored noise from white noise (with same mean+var)
- added test for testsignal.py
- used propagate-filter-example to make test
- resolving issue #44
Maximilian Gruber added 2 commits July 8, 2019 15:06
- noise is proportional to 1/f^beta
- more and updated tests
- added user warning if color + beta are specified simultaneously
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now compatible with 1.12<=numpy<1.16
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mgrub commented Jul 10, 2019

Next steps:

  • review new implementation with @eichstaedtPTB
  • if isinstance(sigma_noise, float) => maintain the more performant old implementations

pulling latest changes from master into this issue-handling-branch (to
ease later pull request)
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codecov-io commented Jul 11, 2019

Codecov Report

Merging #55 into master will not change coverage by %.
The diff coverage is n/a.

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@@           Coverage Diff           @@
##           master      #55   +/-   ##
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  Coverage   35.88%   35.88%           
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  Files          18       18           
  Lines        1544     1544           
  Branches      263      263           
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  Hits          554      554           
  Misses        931      931           
  Partials       59       59           

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PyDynamic/misc/noise.py Outdated Show resolved Hide resolved
@PTB-M4D PTB-M4D deleted a comment Nov 8, 2019
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This would be the changelog as of now:


Fix

  • Set internal state of lfilter (23c9998)
  • Case: diag and no lowpass (586126f)
  • Case: corr and lowpass (4826892)
  • Case: diag and lowpass (e7269cc)
  • Return single sided acf (deae507)

Documentation

  • Add validation script for firuncfilter (448ece9)

@mgrub mgrub merged commit 7627790 into master Mar 20, 2020
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mgrub commented Mar 20, 2020

@BjoernLudwigPTB : Please add the follwoing features to the changelog:
feat(FIRuncFilter): input signal of FIRuncFilter can have colored/correlated noise
feat(misc.noise): added utility functions in misc.noise for generation of colored noise and the corresponding right-sided autocorrelation

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@BjoernLudwigPTB : Please add the follwoing features to the changelog:
feat(FIRuncFilter): input signal of FIRuncFilter can have colored/correlated noise
feat(misc.noise): added utility functions in misc.noise for generation of colored noise and the corresponding right-sided autocorrelation

Check!

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