[Octave-cvsupdate] SF.net SVN: octave:[10726] trunk/octave-forge/extra/tsa/inst/mvfilter.m

[<sch...@us...>]

Revision: 10726
          http://octave.svn.sourceforge.net/octave/?rev=10726&view=rev
Author:   schloegl
Date:     2012-07-04 10:23:38 +0000 (Wed, 04 Jul 2012)
Log Message:
-----------
fix normalization when A0 is not the identity matrix

Modified Paths:
--------------
    trunk/octave-forge/extra/tsa/inst/mvfilter.m

Modified: trunk/octave-forge/extra/tsa/inst/mvfilter.m
===================================================================
--- trunk/octave-forge/extra/tsa/inst/mvfilter.m	2012-07-03 15:39:22 UTC (rev 10725)
+++ trunk/octave-forge/extra/tsa/inst/mvfilter.m	2012-07-04 10:23:38 UTC (rev 10726)
@@ -1,4 +1,3 @@
-
 function [x,z]=mvfilter(B,A,x,z)
 % Multi-variate filter function
 %
@@ -30,7 +29,7 @@
 % see also: MVAR, FILTER
 
 %	$Id$
-%	Copyright (C) 1996-2003 by Alois Schloegl <a.s...@ie...>	
+%	Copyright (C) 1996-2003,2010,2012 by Alois Schloegl <alo...@is...>	
 %
 %    This program is free software: you can redistribute it and/or modify
 %    it under the terms of the GNU General Public License as published by
@@ -84,18 +83,13 @@
 end;
 
 %%%%% normalization to A{1}=I;
-if p<=q, 
-        for k=1:p,
-                %A{k}=A{k}/A{1};
-                A(:,k*M+(1:M)) = A(:,k*M+(1:M)) / A(:,1:M);
+	for k=1:p,
+                A(:,k*M+(1:M)) = A(:,1:M) \ A(:,k*M+(1:M));
         end;
-	A(:,1:M) = eye(M);
-else
         for k=0:q,
-                %B{k}=B{k}/A{1};
-                B(:,k*M+(1:M)) = B(:,k*M+(1:M)) / A(:,1:M);
+                B(:,k*M+(1:M)) = A(:,1:M) \ B(:,k*M+(1:M));
         end;
-end; 
+	A(:,1:M) = eye(M);
 
 for k = 1:N,
         acc = B(:,1:M) * x(:,k) + z(:,1);  % / A{1};

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