function [y_final f_final ckIter] = mckd(x,filterSize,termIter,T,M,plotMode)
%MAXIMUM CORRELATED KURTOSIS DECONVOLTUION
% code and method by Geoff McDonald (glmcdona@gmail.com), May 2011
% This code file is an external reference for a paper being submitted
% for review.
%
% mckd(x,filterSize,termIter,plotMode,T,M)
%
% Description:
% This method tries to deconvolve a periodic series of impulses from
% a 1d vector. It does this by designing a FIR filter to maximize
% a norm criterion called Correlated Kurtosis. This method is has
% applications in fault detection of rotating machinery (such as
% ball bearing and gear faults).
%
% Algorithm Reference:
% (Paper link coming soon. If you are interested in this, please
% contact me at glmcdona@gmail.com. I will add the link if/when the
% paper is available online)
%
% Inputs:
% x:
% Signal to perform deconvolution on. This should be a 1d vector.
% MCKD will be performed on this vector by designing a FIR
% filter.
%
% filterSize:
% This is the length of the finite impulse filter filter to
% design. Using a value of around 100 is appropriate depending on
% the data. Investigate the performance difference using
% different values.
%
% termIter: (OPTIONAL)
% This is the termination number of iterations. If the
% the number of iterations exceeds this number, the MCKD process
% will complete. Specify [] to use default value of 30.
%
% T:
% This is the period for the deconvolution. The algorithm will
% try to deconvolve periodic impulses separated by this period.
% This period should be specified in number of samples and can be
% fractional (such as 106.29). In the case of a fractional T, the
% method will resample the data to the nearest larger integer T:
% i.e. 106.29 -> 107
% and the y_final output will still be at this resampled factor.
%
% M:
% This is the shift order of the deconvolution algorithm.
% Typically an integer value between 1 and 5 is good. Increasing
% the number increases the number of periodic impulses it tries
% to find in a row. For example M = 5 would try to extract at
% least 5 impulses in a row. When you use a larger M you need a
% better estimate of T. Using too large a M (approx M > 10) will
% result in a loss of numerical precision.
%
% plotMode:
% If this value is > 0, plots will be generated of the iterative
% performance and of the resulting signal.
%
% Outputs:
% y_final:
% The input signal x filtered by the resulting MCKD filter.
% This is obtained simply as: y_final = filter(f_final,1,x);
%
% f_final:
% The final MCKD filter in finite impulse response format.
%
% ckIter:
% Correlated Kurtosis of shift M according to MED iteration.
% ckIter(end) is the final ck.
%
% Example Usage:
% % We want to extract the periodic impulses
% % from the very strong white noise!
% n = 0:999;
% x = 3*(mod(n,100)==0) + randn(size(n));
% [y_final f_final ck_iter] = mckd(x,400,30,100,7,1); % M = 7
% % T = 100
%
%
% Note:
% The solution is not guaranteed to be the optimal solution to the
% correlated kurtosis maximization problem, the solution is just a
% local maximum and therefore a good pick.
% Assign default values for inputs
if( isempty(filterSize) )
filterSize = 100;
end
if( isempty(termIter) )
termIter = 30;
end
if( isempty(plotMode) )
plotMode = 0;
end
if( isempty(T) )
T = 0;
end
if( isempty(M) )
M = 1;
end
% Validate the inputs
if( sum( size(x) > 1 ) > 1 )
error('MCKD:InvalidInput', 'Input signal x must be a 1d vector.')
elseif( sum(size(T) > 1) ~= 0 || T < 0 )
error('MCKD:InvalidInput', 'Input argument T must be a zero or positive scalar.')
elseif( sum(size(termIter) > 1) ~= 0 || mod(termIter, 1) ~= 0 || termIter <= 0 )
error('MCKD:InvalidInput', 'Input argument termIter must be a positive integer scalar.')
elseif( sum(size(plotMode) > 1) ~= 0 )
error('MCKD:InvalidInput', 'Input argument plotMode must be a scalar.')
elseif( sum(size(filterSize) > 1) ~= 0 || filterSize <= 0 || mod(filterSize, 1) ~= 0 )
error('MCKD:InvalidInput', 'Input argument filterSize must be a positive integer scalar.')
elseif( sum(size(M) > 1) ~= 0 || M < 1 || round(M)-M ~= 0 )
error('MCKD:InvalidInput', 'Input argument M must be a positive integer scalar.')
elseif( filterSize > length(x) )
error('MCKD:InvalidInput', 'The length of the filter must be less than or equal to the length of the data.')
end
% Force x into a column vector
x = x(:);
L = filterSize;
OriginalLength = length(x);
% Perform a resampling of x to an integer period if required
if( abs(round(T) - T) > 0.01 )
% We need to resample x to an integer period
T_new = ceil(T);
% The rate transformation factor
Factor = 20;
% Calculate the resample factor
P = round(T_new * Factor);
Q = round(T * Factor);
Common = gcd(P,Q);
P = P / Common;
Q = Q / Common;
% Resample the input
x = resample(x, P, Q);
T = T_new;
else
T = round(T);
end
N = length(x);
% Calculate XmT
XmT = zeros(L,N,M+1);
for( m = 0:M)
for( l = 1:L )
if( l == 1 )
XmT(l,(m*T+1):end,m+1) = x(1:N-m*T);
else
XmT(l, 2:end,m+1) = XmT(l-1, 1:end-1,m+1);
end
end
end
% Calculate the matrix inverse section
Xinv = inv(XmT(:,:,1)*XmT(:,:,1)');
% Assume initial filter as a delayed impulse
f = zeros(L,1);
f(round(L/2)) = 1;
f(round(L/2)+1) = -1;
f_best = f;
ck_best = 0;
iter_best = 0;
% Initialize iteration matrices
y = zeros(N,1);
b = zeros(L,1);
ckIter = [];
MCKD_相关峭度_解卷积_源码(部分代码)
于 2023-12-11 16:00:45 首次发布