--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/lqg/spec.py Fri May 27 14:24:59 2011 +0530
@@ -0,0 +1,38 @@
+#!/usr/bin/python
+# 13.1
+
+import os, sys
+sys.path += [os.getcwdu() + os.sep + ".." + os.sep + "python"]
+
+import scipy as sp
+from polyfuncs import polmul, poladd
+
+def spec(A, dA, B, dB, rho):
+ AA = rho * sp.convolve(A, A[::-1])
+ BB = sp.convolve(B, B[::-1])
+ diff1 = dA - dB
+ dBB = 2 * dB
+ for i in range(diff1):
+ BB, dBB = polmul(BB, dBB, sp.array([0, 1]), 1)
+ rbbr, drbbr = poladd(AA, 2*dA, BB, dBB)
+ rbbr = rbbr.squeeze()
+ rts = sp.roots(rbbr)
+ rtsin = rts[dA:2*dA+1]
+ b = 1
+ for i in range(dA):
+ b = sp.convolve(b, sp.array([1, -rtsin[i]]))
+ bbr = sp.convolve(b, b[::-1])
+ r = rbbr[0] / bbr[0]
+ return r,b,rbbr
+
+if __name__ == "__main__":
+ A = sp.convolve([-0.5, 1], [-0.9, 1])
+ dA = 2
+ B = 0.5*sp.array([-0.9, 1])
+ dB = 1
+ rho = 1
+
+ r, beta1, sigma = spec(A, dA, B, dB, rho)
+ print "sigma", sigma
+ print "beta1", beta1
+ print "r", r