Rank: 3550 based on 37 downloads (last 30 days) and 1 file submitted
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José Goulart

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Company/University
Universidade de São Paulo

Personal Profile:

Electrical Engineering Master degree student

Professional Interests:
Nonlinear System Theory, System identification, Signal processing

 

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12 Oct 2011 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart simulation, signal processing, volterra filter 37 14
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17 Mar 2014 "Smart"/Silent Figure Create or switch to a figure without it stealing focus from other windows. Author: Daniel Eaton

Works also in Ubuntu 13.10.

Thanks!

25 Sep 2013 matlab2tikz A script to convert MATLAB/Octave into TikZ figures for easy and consistent inclusion into LaTeX. Author: Nico Schlömer

Very practical, and the result looks really great.

01 Mar 2013 Theme from Super Mario Brothers Song plays the Super Mario Brothers theme song. Author: James Humes

23 Oct 2011 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart

Maher,

This is because the kernels in the paper are assumed to be symmetric. So, this constant basically multiplies each term by the number of all possible equivalent permutations of its kernels indexes. Since I am supposing that the kernels provided to the function are in the triangular form, this constant is not necessary. In fact, to convert a symmetric kernel to a triangular kernel, one simply multiplies the terms with indexes such that k1<=k2<=...<=kp by their respective S constants.

12 Oct 2011 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart

Goryn,

Each row p of y corresponds to the output of the p-th order homogeneous system output.

That is, the p-th row is the multidimensional convolution of the input with the kernel kp.

About the zeros in the result, this is just as expected, because your kernels are all null. To get a nonzero result, you must provide the correct kernels of your Volterra filter.

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19 Feb 2013 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart Gauth

Very useful routine. Just what I needed,
saved me a lot of work.

23 Oct 2011 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart Goulart, José

Maher,

This is because the kernels in the paper are assumed to be symmetric. So, this constant basically multiplies each term by the number of all possible equivalent permutations of its kernels indexes. Since I am supposing that the kernels provided to the function are in the triangular form, this constant is not necessary. In fact, to convert a symmetric kernel to a triangular kernel, one simply multiplies the terms with indexes such that k1<=k2<=...<=kp by their respective S constants.

23 Oct 2011 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart Maher

Goulart,

I have read the paper which you implemented and also I have followed your script. I am wonder about the constant ( S in the paper) which multiple by the kernel of Volterra series. I didn't notice this constant in the script.

Thanks for your effort

12 Oct 2011 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart Goulart, José

Goryn,

Each row p of y corresponds to the output of the p-th order homogeneous system output.

That is, the p-th row is the multidimensional convolution of the input with the kernel kp.

About the zeros in the result, this is just as expected, because your kernels are all null. To get a nonzero result, you must provide the correct kernels of your Volterra filter.

12 Oct 2011 Fast Volterra Filtering Fast algorithm for computing the response of a discrete Volterra model given a input sequence. Author: José Goulart Goryn

Ok. Now I use:

u = data; %1000x1 matrix

N1 = 100;
k1 = zeros(1,N1);
N2 = 100;
k2 = zeros(N2,N2);
N3 = 100;
k3 = zeros(N3,N3,N3);

kernels = {k1 k2 k3};
memories = [N1 N2 N3];

y = fastVMcell(u, kernels, memories);

Now it works! But the result 'y' is 3x1099 matrix with zeros. No filtered data in output, just three rows of zeros.

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