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Variance

Compute variance of input or sequence of inputs

Library

Statistics

dspstat3

Description

The Variance block computes the unbiased variance of each row or column of the input, along vectors of a specified dimension of the input, or of the entire input. The Variance block can also track the variance of a sequence of inputs over a period of time. The Running variance parameter selects between basic operation and running operation.

Basic Operation

When you do not select the Running variance check box, the block computes the variance of each row or column of the input, along vectors of a specified dimension of the input, or of the entire input at each individual sample time, and outputs the array y. Each element in y is the variance of the corresponding column, row, vector, or entire input. The output y depends on the setting of the Find the variance value over parameter. For example, consider a 3-dimensional input signal of size M-by-N-by-P:

  • Entire input — The output at each sample time is a scalar that contains the variance of the entire input.

    y = var(u(:))					% Equivalent MATLAB code
    
  • Each row — The output at each sample time consists of an M-by-1-by-P array, where each element contains the variance of each vector over the second dimension of the input. For an input that is an M-by-N matrix, the output at each sample time is an M-by-1 column vector.

    y = var(u,0,2)					% Equivalent MATLAB code
    
  • Each column — The output at each sample time consists of a 1-by-N-by-P array, where each element contains the variance of each vector over the first dimension of the input. For an input that is an M-by-N matrix, the output at each sample time is a 1-by-N row vector.

    y = var(u,0,1)					% Equivalent MATLAB code
    

    In this mode, the block treats length-M unoriented vector inputs as M-by-1 column vectors.

  • Specified dimension — The output at each sample time depends on Dimension. If Dimension is set to 1, the output is the same as that when you select Each column. If Dimension is set to 2, the output is the same as when you select Each row. If Dimension is set to 3, the output at each sample time is an M-by-N matrix containing the variance of each vector over the third dimension of the input.

    y = var(u,0,Dimension)					% Equivalent MATLAB code
    

For purely real or purely imaginary inputs, the variance of an M-by-N matrix is the square of the standard deviation:

y=σ2=i=1Mj=1N|uij|2|i=1Mj=1Nuij|2M*NM*N1

For complex inputs, the variance is given by the following equation:

σ2=σRe2+σIm2

Running Operation

When you select the Running variance check box, the block tracks the variance of successive inputs to the block. In this mode, you must also specify a value for the Input processing parameter:

  • When you select Elements as channels (sample based), the block outputs an M-by-N array. Each element yij of the output contains the variance of the element uij over all inputs since the last reset.

  • When you select Columns as channels (frame based), the block outputs an M-by-N matrix. Each element yij of the output contains the variance of the jth column over all inputs since the last reset, up to and including element uij of the current input.

Running Operation for Variable-Size Inputs

When your inputs are of variable size, and you select the Running variance check box, there are two options:

  • If you set the Input processing parameter to Elements as channels (sample based), the state is reset.

  • If you set the Input processing parameter to Columns as channels (frame based), then there are two cases:

    • When the input size difference is in the number of channels (i.e., number of columns), the state is reset.

    • When the input size difference is in the length of channels (i.e., number of rows), there is no reset and the running operation is carried out as usual.

Resetting the Running Variance

The block resets the running variance whenever a reset event is detected at the optional Rst port. The reset sample time must be a positive integer multiple of the input sample time.

You specify the reset event in the Reset port parameter:

  • None disables the Rst port.

  • Rising edge — Triggers a reset operation when the Rst input does one of the following:

    • Rises from a negative value to a positive value or zero

    • Rises from zero to a positive value, where the rise is not a continuation of a rise from a negative value to zero (see the following figure)

  • Falling edge — Triggers a reset operation when the Rst input does one of the following:

    • Falls from a positive value to a negative value or zero

    • Falls from zero to a negative value, where the fall is not a continuation of a fall from a positive value to zero (see the following figure)

  • Either edge — Triggers a reset operation when the Rst input is a Rising edge or Falling edge (as described earlier)

  • Non-zero sample — Triggers a reset operation at each sample time that the Rst input is not zero

      Note:   When running simulations in the Simulink® MultiTasking mode, reset signals have a one-sample latency. Therefore, when the block detects a reset event, there is a one-sample delay at the reset port rate before the block applies the reset. For more information on latency and the Simulink tasking modes, see Excess Algorithmic Delay (Tasking Latency) and Time-Based Scheduling and Code Generation in the Simulink Coder™ documentation.

Fixed-Point Data Types

The parameters on the Data Types pane of the block dialog are only used for fixed-point inputs. For purely real or purely imaginary inputs, the variance of the input is the square of its standard deviation. For complex inputs, the output is the sum of the variance of the real and imaginary parts of the input.

The following diagram shows the data types used within the Variance block for fixed-point signals.

The results of the magnitude-squared calculations in the figure are in the product output data type. You can set the accumulator, product output, and output data types in the block dialog as discussed in Dialog Box.

Examples

In the following ex_variance_ref model, the Variance block calculates the running variance of a 3-by-2 matrix input, u. The Input processing parameter is set to Columns as channels (frame based), so the block processes the input as a two channel signal with a frame size of three. The running variance is reset at t=2 by an impulse to the block's Rst port.

The operation of the block is shown in the following figure.

Dialog Box

The Main pane of the Variance block dialog appears as follows.

Running variance

Enables running operation when selected.

Input processing

Specify how the block should process the input when computing the running variance. You can set this parameter to one of the following options:

  • Columns as channels (frame based) — When you select this option, the block treats each column of the input as a separate channel.

  • Elements as channels (sample based) — When you select this option, the block treats each element of the input as a separate channel.

This parameter appears only when you select the Running variance check box.

    Note:   The option Inherit from input (this choice will be removed - see release notes) will be removed in a future release. See Frame-Based Processing in the DSP System Toolbox™ Release Notes for more information.

Reset port

Specify the reset event that causes the block to reset the running variance. The sample time of the input to the Rst port must be a positive integer multiple of the input sample time. This parameter appears only when you select the Running variance check box. For more information, see Resetting the Running Variance

Find the variance value over

Specify whether to find the variance along rows, columns, entire input, or the dimension specified in the Dimension parameter. For more information, see Basic Operation.

Dimension

Specify the dimension (one-based value) of the input signal, over which the variance is computed. The value of this parameter cannot exceed the number of dimensions in the input signal. This parameter is only visible when the Find the variance value over parameter is set to Specified dimension.

The Data Types pane of the Variance block dialog appears as follows.

Rounding mode

Select the rounding mode for fixed-point operations.

Overflow mode

Select the overflow mode for fixed-point operations.

    Note:   See Fixed-Point Data Types for more information on how the product output, accumulator, and output data types are used in this block.

Input-squared product

Use this parameter to specify how to designate the input-squared product word and fraction lengths:

  • When you select Same as input, these characteristics match those of the input to the block.

  • When you select Binary point scaling, you can enter the word length and the fraction length of the input-squared product, in bits.

  • When you select Slope and bias scaling, you can enter the word length, in bits, and the slope of the input-squared product. This block requires power-of-two slope and a bias of zero.

Input-sum-squared product

Use this parameter to specify how to designate the input-sum-squared product word and fraction lengths:

  • When you select Same as input-squared product, these characteristics match those of the input-squared product.

  • When you select Binary point scaling, you can enter the word length and the fraction length of the input-sum-squared product, in bits.

  • When you select Slope and bias scaling, you can enter the word length, in bits, and the slope of the input-sum-squared product. This block requires power-of-two slope and a bias of zero.

Accumulator

Use this parameter to specify the accumulator word and fraction lengths resulting from a complex-complex multiplication in the block:

  • When you select Same as input-squared product, these characteristics match those of the input-squared product.

  • When you select Same as input, these characteristics match those of the input to the block.

  • When you select Binary point scaling, you can enter the word length and the fraction length of the accumulator, in bits.

  • When you select Slope and bias scaling, you can enter the word length, in bits, and the slope of the accumulator. This block requires power-of-two slope and a bias of zero.

Output

Choose how you specify the output word length and fraction length:

  • When you select Same as accumulator, these characteristics match those of the accumulator.

  • When you select Same as input-squared product, these characteristics match those of the input-squared product.

  • When you select Same as input, these characteristics match those of the input to the block.

  • When you select Binary point scaling, you can enter the word length and the fraction length of the output, in bits.

  • When you select Slope and bias scaling, you can enter the word length, in bits, and the slope of the output. This block requires power-of-two slope and a bias of zero.

Lock data type settings against changes by the fixed-point tools

Select this parameter to prevent the fixed-point tools from overriding the data types you specify on the block mask.

Supported Data Types

PortSupported Data Types

Input

  • Double-precision floating point

  • Single-precision floating point

  • Fixed point

  • 8-, 16-, and 32-bit signed integers

  • 8-, 16-, and 32-bit unsigned integers

Reset

  • Double-precision floating point

  • Single-precision floating point

  • Boolean

  • 8-, 16-, and 32-bit signed integers

  • 8-, 16-, and 32-bit unsigned integers

See Also

MeanDSP System Toolbox
RMSDSP System Toolbox
Standard DeviationDSP System Toolbox
varMATLAB

Introduced before R2006a

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