Second-order section biquadratic IIR filter

include/dsplib.h

@@ -23,6 +23,7 @@
 #include <dsplib/gccphat.h>
 #include <dsplib/resample.h>
 #include <dsplib/spectrum.h>
+#include <dsplib/iir.h>
 
 #include <dsplib/audio/noise-gate.h>
 #include <dsplib/audio/compressor.h>

include/dsplib/iir.h

@@ -0,0 +1,322 @@
+#pragma once
+
+#include <dsplib/array.h>
+#include <dsplib/utils.h>
+#include <dsplib/inplace.h>
+#include <memory>
+
+namespace dsplib {
+
+//------------------------------------------------------------------------------------
+//TODO: naming
+enum class IIRStructure
+{
+    DirectForm1,     //Direct form I
+    DirectForm2,     //Direct form II
+    DirectForm1Tr,   //Direct form I (transposed)
+    DirectForm2Tr    //Direct form II (transposed)
+};
+
+//------------------------------------------------------------------------------------
+//Infinite impulse response filter
+template<typename T>
+class IIRFilter
+{
+public:
+    explicit IIRFilter(const arr_real& num, const arr_real& den)
+      : num_{num}
+      , den_{den}
+      , n_{den_.size()} {
+        if (den_.size() != num_.size()) {
+            DSPLIB_THROW("IIR num/den size is not equal");
+        }
+        //TODO: num_ /= den_[0], den_ /= den_[0]
+        dx_ = dsplib::zeros(n_);
+        dy_ = dsplib::zeros(n_ - 1);
+    }
+
+    base_array<T> operator()(const base_array<T>& x) {
+        return this->process(x);
+    }
+
+    T operator()(const T& x) {
+        return this->process(x);
+    }
+
+    base_array<T> process(const base_array<T>& x) {
+        auto y = zeros(x.size());
+        for (int i = 0; i < x.size(); ++i) {
+            y[i] = process(x[i]);
+        }
+        return y;
+    }
+
+    T process(T x) {
+        //TODO: cyclic buffer?
+        dx_.slice(1, n_) = dx_.slice(0, n_ - 1);
+        dx_[0] = x;
+        T y = 0;
+        for (int i = 0; i < n_; ++i) {
+            y += num_[i] * dx_[i];
+        }
+        for (int i = 0; i < n_ - 1; ++i) {
+            y -= den_[i + 1] * dy_[i];
+        }
+        dy_.slice(1, n_ - 1) = dy_.slice(0, n_ - 2);
+        dy_[0] = y;
+        return y;
+    }
+
+private:
+    arr_real num_;
+    arr_real den_;
+    base_array<T> dx_;
+    base_array<T> dy_;
+    int n_;
+};
+
+//------------------------------------------------------------------------------------
+class BaseBiquadSection
+{
+public:
+    explicit BaseBiquadSection(real_t b0, real_t b1, real_t b2, real_t a1, real_t a2)
+      : b0_{b0}
+      , b1_{b1}
+      , b2_{b2}
+      , a1_{a1}
+      , a2_{a2} {
+    }
+
+    virtual ~BaseBiquadSection() {
+    }
+
+    virtual void process(arr_real& x) = 0;
+
+protected:
+    const real_t b0_;
+    const real_t b1_;
+    const real_t b2_;
+    const real_t a1_;
+    const real_t a2_;
+};
+
+//------------------------------------------------------------------------------------
+class BiquadSection1 : public BaseBiquadSection
+{
+public:
+    explicit BiquadSection1(real_t b0, real_t b1, real_t b2, real_t a1, real_t a2)
+      : BaseBiquadSection(b0, b1, b2, a1, a2) {
+    }
+
+    real_t process(const real_t& x) noexcept {
+        const real_t y = (x * b0_) + (x1_ * b1_) + (x2_ * b2_) - (y1_ * a1_) - (y2_ * a2_);
+        x2_ = x1_;
+        x1_ = x;
+        y2_ = y1_;
+        y1_ = y;
+        return y;
+    }
+
+    void process(arr_real& x) noexcept final {
+        for (auto& v : x) {
+            v = process(v);
+        }
+    }
+
+private:
+    real_t x1_{0};
+    real_t x2_{0};
+    real_t y1_{0};
+    real_t y2_{0};
+};
+
+//------------------------------------------------------------------------------------
+class BiquadSection1Tr : public BaseBiquadSection
+{
+public:
+    explicit BiquadSection1Tr(real_t b0, real_t b1, real_t b2, real_t a1, real_t a2)
+      : BaseBiquadSection(b0, b1, b2, a1, a2) {
+    }
+
+    real_t process(const real_t& x) noexcept {
+        const real_t u0 = (x - x1_);
+        const real_t y = u0 * b0_ + y1_;
+        x1_ = x2_ + u0 * a1_;
+        x2_ = u0 * a2_;
+        y1_ = y2_ + u0 * b1_;
+        y2_ = u0 * b2_;
+        return y;
+    }
+
+    void process(arr_real& x) noexcept final {
+        for (auto& v : x) {
+            v = process(v);
+        }
+    }
+
+private:
+    real_t x1_{0};
+    real_t x2_{0};
+    real_t y1_{0};
+    real_t y2_{0};
+};
+
+//------------------------------------------------------------------------------------
+class BiquadSection2 : public BaseBiquadSection
+{
+public:
+    explicit BiquadSection2(real_t b0, real_t b1, real_t b2, real_t a1, real_t a2)
+      : BaseBiquadSection(b0, b1, b2, a1, a2) {
+    }
+
+    real_t process(const real_t& x) noexcept {
+        const real_t u0 = x - u2_ * a2_ - u1_ * a1_;
+        const real_t y = u0 * b0_ + u1_ * b1_ + u2_ * b2_;
+        u2_ = u1_;
+        u1_ = u0;
+        return y;
+    }
+
+    void process(arr_real& x) noexcept final {
+        for (auto& v : x) {
+            v = process(v);
+        }
+    }
+
+private:
+    real_t u1_{0};
+    real_t u2_{0};
+};
+
+//------------------------------------------------------------------------------------
+class BiquadSection2Tr : public BaseBiquadSection
+{
+public:
+    explicit BiquadSection2Tr(real_t b0, real_t b1, real_t b2, real_t a1, real_t a2)
+      : BaseBiquadSection(b0, b1, b2, a1, a2) {
+    }
+
+    real_t process(const real_t& x) noexcept {
+        const real_t y = u1_ + (b0_ * x);
+        u1_ = (b1_ * x) - (a1_ * y) + u2_;
+        u2_ = (b2_ * x) - (a2_ * y);
+        return y;
+    }
+
+    void process(arr_real& x) noexcept final {
+        for (auto& v : x) {
+            v = process(v);
+        }
+    }
+
+private:
+    real_t u1_{0};
+    real_t u2_{0};
+};
+
+//------------------------------------------------------------------------------------
+//IIR filter using biquadratic structures
+class BiquadSection
+{
+public:
+    explicit BiquadSection(real_t b0, real_t b1, real_t b2, real_t a1, real_t a2,
+                           IIRStructure structure = IIRStructure::DirectForm2Tr) {
+        switch (structure) {
+        case dsplib::IIRStructure::DirectForm1:
+            d_ = std::make_unique<BiquadSection1>(b0, b1, b2, a1, a2);
+            break;
+        case dsplib::IIRStructure::DirectForm1Tr:
+            d_ = std::make_unique<BiquadSection1Tr>(b0, b1, b2, a1, a2);
+            break;
+        case dsplib::IIRStructure::DirectForm2:
+            d_ = std::make_unique<BiquadSection2>(b0, b1, b2, a1, a2);
+            break;
+        case dsplib::IIRStructure::DirectForm2Tr:
+            d_ = std::make_unique<BiquadSection2Tr>(b0, b1, b2, a1, a2);
+            break;
+        };
+    }
+
+    explicit BiquadSection(const arr_real& num, const arr_real& den)
+      : BiquadSection{num[0], num[1], num[2], den[1], den[2]} {
+        DSPLIB_ASSERT((den.size() == 3) && (num.size() == 3), "biquad coeffs must have length 3");
+    }
+
+    void process(arr_real& x) noexcept {
+        d_->process(x);
+    }
+
+private:
+    std::unique_ptr<BaseBiquadSection> d_;
+};
+
+//------------------------------------------------------------------------------------
+//Second-order section biquadratic IIR filter structures
+//TODO: rename to BiquadFilter?
+//TODO: use BiquadIIR filter (fixed sizes algorithm)
+//TODO: use matrix instead vector<array>
+//TODO: base_array<T> implementation
+//TODO: inplace process
+class SOSFilter
+{
+public:
+    explicit SOSFilter(const std::vector<arr_real>& num, const std::vector<arr_real>& den, arr_real scale)
+      : scale_{scale} {
+        DSPLIB_ASSERT((num.size() == den.size()) && (num[0].size() == den[0].size()),
+                      "'num' and 'den' arrays have different lengths");
+        DSPLIB_ASSERT(scale.size() == num.size() + 1, "'scale' must be scalar or array[n+1]");
+
+        for (int i = 0; i < num.size(); ++i) {
+            iirs_.emplace_back(BiquadSection(num[i], den[i]));
+        }
+    }
+
+    explicit SOSFilter(const std::vector<arr_real>& num, const std::vector<arr_real>& den, real_t scale = 1.0)
+      : SOSFilter{num, den, _scale_array(num.size(), scale)} {
+    }
+
+    explicit SOSFilter(const arr_real& num, const arr_real& den, real_t scale = 1.0)
+      : SOSFilter{{num}, {den}, _scale_array(1, scale)} {
+    }
+
+    void operator()(inplace_t<arr_real> x) {
+        this->process(x);
+    }
+
+    [[nodiscard]] arr_real operator()(const arr_real& x) {
+        return this->process(x);
+    }
+
+    //TODO: inplace span<real_t>
+    void process(inplace_t<arr_real> x) {
+        arr_real& y = x.get();
+        y *= scale_[0];
+        for (int k = 0; k < iirs_.size(); ++k) {
+            iirs_[k].process(y);
+            y *= scale_[k + 1];
+        }
+    }
+
+    [[nodiscard]] arr_real process(const arr_real& x) {
+        arr_real y(x);
+        process(inplace(y));
+        return y;
+    }
+
+    //TODO: get params
+    //...
+
+private:
+    const arr_real scale_;
+    std::vector<BiquadSection> iirs_;
+
+    static arr_real _scale_array(int nsect, real_t scale) {
+        arr_real r = ones(nsect + 1);
+        r[0] = scale;
+        return r;
+    }
+};
+
+//TODO: isstable
+
+}   // namespace dsplib

include/dsplib/inplace.h

@@ -0,0 +1,27 @@
+#pragma once
+
+namespace dsplib {
+
+template<class T>
+class inplace_t
+{
+public:
+    explicit inplace_t(T& value)
+      : value_{value} {
+    }
+
+    T& get() noexcept {
+        return value_;
+    }
+
+private:
+    T& value_;
+};
+
+//TODO: span convert support, example inplace(std::vector<real_t>&) -> inplace(span<real_t>&)
+template<class T>
+inplace_t<T> inplace(T& value) {
+    return inplace_t<T>(value);
+}
+
+}   // namespace dsplib

tests/iir_test.cpp

@@ -0,0 +1,26 @@
+#include "tests_common.h"
+#include <cmath>
+
+using namespace dsplib;
+
+TEST(IIR, SOSFilter) {
+    real_t g = 0.00289644590202159;
+    std::vector<arr_real> den = {{1, 6.98117778863416e-15, 0.00619395865710930},
+                                 {1, -1.15315743065558e-14, 0.0576378105614471},
+                                 {1, 3.37230243729891e-15, 0.171572875253811},
+                                 {1, -1.33226762955019e-15, 0.375524805944922},
+                                 {1, -6.10622663543836e-16, 0.729453817281744}};
+
+    std::vector<arr_real> num = {{1, 2, 1}, {1, 2, 1}, {1, 2, 1}, {1, 2, 1}, {1, 2, 1}};
+
+    SOSFilter flt(num, den, g);
+
+    const int fs = 8000;
+    auto t = arange(fs) / fs;
+    // auto x = sin(2 * pi * 1000 * t) + sin(2 * pi * 3000 * t) + 0.01 * randn(fs);
+    auto x = 0.1 * randn(fs);
+    // auto y = flt(x);
+    flt(inplace(x));
+
+    int p = 0;
+}