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@@ -2,6 +2,7 @@ import numpy as np
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from scipy.optimize import least_squares
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from scipy.optimize import minimize
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from scipy.linalg import lstsq as sclstsq
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+import scipy.linalg as lin
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def harmonic2 ( f1, f2, sN, fs, nK, t ):
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"""
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@@ -14,32 +15,32 @@ def harmonic2 ( f1, f2, sN, fs, nK, t ):
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nK = number of harmonics to calculate
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t = time samples
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"""
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- print("building matrix ")
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+ print("building matrix 2")
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A = np.zeros( (len(t), 4*nK) )
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#f1 = f1MHz * 1e-3
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#f2 = f2MHz * 1e-3
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for irow, tt in enumerate(t):
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- A[irow, 0:2*nK:2] = np.cos( np.arange(nK)*2*np.pi*(f1/fs)*irow )
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- A[irow, 1:2*nK:2] = np.sin( np.arange(nK)*2*np.pi*(f1/fs)*irow )
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- A[irow, 2*nK::2] = np.cos( np.arange(nK)*2*np.pi*(f2/fs)*irow )
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+ A[irow, 0:2*nK:2] = np.cos( np.arange(nK)*2*np.pi*(f1/fs)*irow )
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+ A[irow, 1:2*nK:2] = np.sin( np.arange(nK)*2*np.pi*(f1/fs)*irow )
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+ A[irow, 2*nK::2] = np.cos( np.arange(nK)*2*np.pi*(f2/fs)*irow )
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A[irow, 2*nK+1::2] = np.sin( np.arange(nK)*2*np.pi*(f2/fs)*irow )
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v = np.linalg.lstsq(A, sN, rcond=1e-8)
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#v = sclstsq(A, sN) #, rcond=1e-6)
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- alpha = v[0][0:2*nK:2]
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- beta = v[0][1:2*nK:2]
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+ alpha = v[0][0:2*nK:2] + 1e-16
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+ beta = v[0][1:2*nK:2] + 1e-16
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amp = np.sqrt( alpha**2 + beta**2 )
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phase = np.arctan(- beta/alpha)
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- alpha2 = v[0][2*nK::2]
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- beta2 = v[0][2*nK+1::2]
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+ alpha2 = v[0][2*nK::2] + 1e-16
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+ beta2 = v[0][2*nK+1::2] + 1e-16
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amp2 = np.sqrt( alpha2**2 + beta2**2 )
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phase2 = np.arctan(- beta2/alpha2)
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h = np.zeros(len(t))
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for ik in range(nK):
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- h += np.sqrt(alpha[ik]**2 + beta[ik]**2) * np.cos( 2.*np.pi*ik * (f1/fs) * np.arange(0, len(t), 1 ) + phase[ik] ) \
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+ h += np.sqrt( alpha[ik]**2 + beta[ik]**2) * np.cos( 2.*np.pi*ik * (f1/fs) * np.arange(0, len(t), 1 ) + phase[ik] ) \
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+ np.sqrt(alpha2[ik]**2 + beta2[ik]**2) * np.cos( 2.*np.pi*ik * (f2/fs) * np.arange(0, len(t), 1 ) + phase2[ik] )
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return sN-h
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@@ -60,10 +61,17 @@ def harmonic ( f0, sN, fs, nK, t ):
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A[irow, 0::2] = np.cos( np.arange(nK)*2*np.pi*(f0/fs)*irow )
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A[irow, 1::2] = np.sin( np.arange(nK)*2*np.pi*(f0/fs)*irow )
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- v = np.linalg.lstsq(A, sN, rcond=None) #, rcond=1e-8)
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-
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+ v = np.linalg.lstsq(A, sN, rcond=1e-16) # rcond=None) #, rcond=1e-8)
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+ #v = sclstsq(A, sN) #, rcond=1e-6)
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alpha = v[0][0::2]
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beta = v[0][1::2]
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+
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+ #print("Solving A A.T")
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+ #v = lin.solve(np.dot(A,A.T).T, sN) #, rcond=1e-6)
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+ #v = np.dot(A.T, v)
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+ #v = np.dot(np.linalg.inv(np.dot(A.T, A)), np.dot(A.T, sN))
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+ #alpha = v[0::2]
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+ #beta = v[1::2]
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amp = np.sqrt( alpha**2 + beta**2 )
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phase = np.arctan(- beta/alpha)
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@@ -87,6 +95,59 @@ def harmonic ( f0, sN, fs, nK, t ):
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#plt.title("modelled noise")
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return sN-h
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+
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+def harmonicEuler ( f0, sN, fs, nK, t ):
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+ """
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+ Performs inverse calculation of harmonics contaminating a signal.
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+ Args:
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+ f0 = base frequency of the sinusoidal noise
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+ sN = signal containing noise
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+ fs = sampling frequency
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+ nK = number of harmonics to calculate
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+ t = time samples
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+ """
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+ print("building Euler matrix ")
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+ A = np.zeros( (len(t), nK), dtype=np.complex64)
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+ for irow, tt in enumerate(t):
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+ #A[irow, 0::2] = np.cos( np.arange(nK)*2*np.pi*(f0/fs)*irow )
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+ #A[irow, 1::2] = np.sin( np.arange(nK)*2*np.pi*(f0/fs)*irow )
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+ A[irow,:] = np.exp( 1j* np.arange(nK)*2*np.pi*(f0/fs)*irow )
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+
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+
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+ v = np.linalg.lstsq(A, sN, rcond=None) # rcond=None) #, rcond=1e-8)
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+ #v = sclstsq(A, sN) #, rcond=1e-6)
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+ alpha = np.real(v[0]) #[0::2]
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+ beta = np.imag(v[0]) #[1::2]
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+
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+ #print("Solving A A.T")
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+ #v = lin.solve(np.dot(A,A.T).T, sN) #, rcond=1e-6)
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+ #v = np.dot(A.T, v)
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+ #v = np.dot(np.linalg.inv(np.dot(A.T, A)), np.dot(A.T, sN))
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+ #alpha = v[0::2]
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+ #beta = v[1::2]
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+
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+ amp = np.abs(v[0]) #np.sqrt( alpha**2 + beta**2 )
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+ phase = np.angle(v[0]) # np.arctan(- beta/alpha)
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+
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+ #print("amp:", amp, " phase", phase)
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+
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+ h = np.zeros(len(t))
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+ for ik in range(nK):
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+ h += 2*amp[ik] * np.cos( 2.*np.pi*ik * (f0/fs) * np.arange(0, len(t), 1 ) + phase[ik] )
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+
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+ #plt.matshow(np.imag(A), aspect='auto')
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+ #plt.colorbar()
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+
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+ #plt.figure()
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+ #plt.plot(alpha)
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+ #plt.plot(beta)
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+ #plt.plot(amp)
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+
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+ #plt.figure()
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+ #plt.plot(h)
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+ #plt.title("modelled noise")
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+ return sN-h
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+
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def jacobian( f0, sN, fs, nK, t):
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print("building Jacobian matrix ")
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A = np.zeros( (len(t), 2*nK) )
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@@ -102,7 +163,7 @@ def jacobian( f0, sN, fs, nK, t):
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def harmonicNorm ( f0, sN, fs, nK, t ):
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- return np.linalg.norm( harmonic(f0, sN, fs, nK, t))
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+ return np.linalg.norm( harmonicEuler(f0, sN, fs, nK, t))
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def harmonic2Norm ( f0, sN, fs, nK, t ):
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return np.linalg.norm(harmonic2(f0[0], f0[1], sN, fs, nK, t))
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@@ -112,13 +173,13 @@ def minHarmonic(f0, sN, fs, nK, t):
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print("minHarmonic", f0, fs, nK, " guess=", f02)
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res = minimize( harmonicNorm, np.array((f0)), args=(sN, fs, nK, t)) #, method='Nelder-Mead' )# jac=None, hess=None, bounds=None )
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print(res)
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- return harmonic(res.x[0], sN, fs, nK, t)
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+ return harmonicEuler(res.x[0], sN, fs, nK, t)
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def minHarmonic2(f1, f2, sN, fs, nK, t):
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#f02 = guessf0(sN, fs)
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#print("minHarmonic2", f0, fs, nK, " guess=", f02)
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#methods with bounds, L-BFGS-B, TNC, SLSQP
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- res = minimize( harmonic2Norm, np.array((f1,f2)), args=(sN, fs, nK, t)) #, bounds=((f1-1.,f1+1.0),(f2-1.0,f2+1.0)), method='SLSQP' )
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+ res = minimize( harmonic2Norm, np.array((f1,f2)), args=(sN, fs, nK, t)) #, bounds=((f1-1.,f1+1.0),(f2-1.0,f2+1.0)), method='TNC' )
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print(res)
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return harmonic2(res.x[0], res.x[1], sN, fs, nK, t)
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@@ -138,32 +199,35 @@ if __name__ == "__main__":
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f0 = 60 # Hz
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f1 = 60 # Hz
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- delta = 0 #np.random.rand()
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+ delta = np.random.rand()
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delta2 = 0 #np.random.rand()
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print("delta", delta)
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fs = 10000 # GMR
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t = np.arange(0, 1, 1/fs)
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- phi = 0 #np.random.rand()
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+ phi = np.random.rand()
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phi2 = 0 # np.random.rand()
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A = 1.0
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A2 = 0.0
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- nK = 10
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+ A3 = 0.0
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+ nK = 35
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T2 = .200
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- sN = A * np.sin( ( 1*(delta +f0))*2*np.pi*t + phi ) + \
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- A2* np.sin( ( 1*(delta2 +f1))*2*np.pi*t + phi2 ) + \
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+ sN = A *np.sin( ( 1*(delta +f0))*2*np.pi*t + phi ) + \
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+ A2*np.sin( ( 1*(delta2 +f1))*2*np.pi*t + phi2 ) + \
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np.random.normal(0,.1,len(t)) + \
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- + np.exp( -t/T2 )
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+ + A3*np.exp( -t/T2 )
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- sNc = A * np.sin( (1*(delta +f0))*2*np.pi*t + phi ) + \
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- A2* np.sin( (1*(delta2+f1))*2*np.pi*t + phi2 ) + \
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- + np.exp( -t/T2 )
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+ sNc = A *np.sin( (1*(delta +f0))*2*np.pi*t + phi ) + \
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+ A2*np.sin( (1*(delta2+f1))*2*np.pi*t + phi2 ) + \
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+ + A3*np.exp( -t/T2 )
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guessf0(sN, fs)
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- #h = harmonic( f0, sN, fs, nK, t)
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+ #h = harmonicEuler( f0, sN, fs, nK, t)
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#h = minHarmonic2( f0, f1, sN, fs, nK, t)
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- h = harmonic2( f0, f1, sN, fs, nK, t)
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+ #h = harmonic2( f0, f1, sN, fs, nK, t)
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+
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+ h = minHarmonic( f0, sN, fs, nK, t)
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plt.figure()
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plt.plot(t, sN, label="sN")
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