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Moving Standard Deviation

Moving standard deviation

  • Library:
  • DSP System Toolbox / Statistics

Description

The Moving Standard Deviation block computes the moving standard deviation of the input signal along each channel independently over time. The block uses either the sliding window method or the exponential weighting method to compute the moving standard deviation. In the sliding window method, a window of specified length moves over the data sample by sample, and the block computes the standard deviation over the data in the window. In the exponential weighting method, the block computes the exponentially weighted moving variance and takes the square root. For more details on these methods, see Algorithms.

Ports

Input

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Data over which the block computes the moving standard deviation. The block accepts real-valued or complex-valued multichannel inputs, that is, m-by-n size inputs, where m ≥ 1 and n ≥ 1. The block also accepts variable-size inputs. During simulation, you can change the size of each input channel. However, the number of channels cannot change.

Data Types: single | double
Complex Number Support: Yes

Output

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The size of the moving standard deviation output matches the size of the input. The block uses either the sliding window method or the exponential weighting method to compute the moving standard deviation. For more details, see Algorithms.

Data Types: single | double
Complex Number Support: Yes

Parameters

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  • Sliding window — A window of length Window length moves over the input data along each channel. For every sample the window moves by, the block computes the standard deviation over the data in the window.

  • Exponential weighting — The block computes the exponentially weighted moving standard deviation and takes the square root.

For more details on these methods, see Algorithms.

When you select this check box, the length of the sliding window is equal to the value you specify in Window length. When you clear this check box, the length of the sliding window is infinite. In this mode, the block computes the standard deviation of the current sample with respect to all the previous samples in the channel.

Window length specifies the length of the sliding window. This parameter appears when you select the Specify window length check box.

This parameter applies when you set Method to Exponential weighting. A forgetting factor of 0.9 gives more weight to the older data than does a forgetting factor of 0.1. A forgetting factor of 1.0 indicates infinite memory. All the previous samples are given an equal weight.

This parameter is tunable. You can change its value even during the simulation.

  • Code generation

    Simulate model using generated C code. The first time you run a simulation, Simulink® generates C code for the block. The C code is reused for subsequent simulations, as long as the model does not change. This option requires additional startup time but provides faster simulation speed than Interpreted execution.

  • Interpreted execution

    Simulate model using the MATLAB®  interpreter. This option shortens startup time but has slower simulation speed than Code generation.

Algorithms

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Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using Simulink® Coder™.

Introduced in R2016b

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