database-entikts.rar_NOISE

function [y, s, u, v] = embedfilt(x, I, D) % function [y, s, u] = embedfilt(x, I, D) % % Filter the vector x by making a phase space embedding of it and then % projecting onto some singular vectors. % % x Vector to be filtered % I Indices of the singular vectors onto which x is projected. % Default [1]. % D Dimension in which to embed. Default 20. % % y Filtered x. % s Singular values from embedding of x; X = u s v' % u Singular vectors from embedding. % v Singular vectors from embedding. % $Id: embedfilt.m,v 1.2 1998/04/28 12:38:34 rme Exp $ if nargin < 2 | isempty(I), I = [1]; end if nargin < 3 | isempty(D), D = 20; end x=x(:); % Pad L = length(x); d = floor((D-1)/2); w = D - 1 -d; xx = [x(1:d); x; x(L-w+1:L)]; [u, s, v] = svd(embed(xx, D, 1), 0); s = diag(s); % Project onto the sv U = u(:,I); c = U'*x; y = sum(U*diag(c), 2); return;