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Detrend

Remove linear trend from vectors

Library

Statistics

dspstat3

Description

The Detrend block removes a linear trend from the length-M input vector, u, by subtracting the straight line that best fits the data in the least squares sense.

The least squares line, û = ax + b, is the line with parameters a and b that minimizes the quantity

i=1M(uiu^i)2

for M evenly-spaced values of x, where ui is the ith element in the input vector. The output, y = u-û, is always an M-by-1 column vector.

Supported Data Types

  • Double-precision floating point

  • Single-precision floating point

See Also

Cumulative SumDSP System Toolbox
DifferenceDSP System Toolbox
Least Squares Polynomial FitDSP System Toolbox
UnwrapDSP System Toolbox
detrendMATLAB

Introduced before R2006a

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