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Running Extrema

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Running Extrema

by Dan K

 

31 Jan 2008 (Updated 25 Jun 2008)

Returns the running minimum or maximum of a vector or matrix (analagous to the running average)

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Description

Given a set of data, this function is intended to return an output of the same size which gives the lowest (or highest) values which are present within the specified window size. Algorithm is *much* faster than sequential calls to min with reduced ranges, at least for large data sets.

% runningmin - Computes a running extreme of an input vector or matrix
% Optional file header info (to give more details about the function than in the H1 line)
% Syntax: out = runningmin(input,nSamples,type)
% input - vector or matrix of data to return the running min or max from
% nSamples - The size of the window to check for mins or maxes
% type - 'min','max', or 'both' (default) which type of extremes to return
% out - running minimum or maximum requested. If both minimum is returned
% first, then maximum
% Example
% [runMin,runMax] = runningExtreme(data,31,'both')
%
% Subfunctions: fillIn
% See also: min, max, sort

MATLAB release MATLAB 7.5 (R2007b)
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Updates
25 Jun 2008

Switched to the much faster 1-D Van Herk Algorithm. According to theory uses 3 comparisons per data point, no matter the size of the filter.

Tag Activity for this File
Tag Applied By Date/Time
matrices Dan K 22 Oct 2008 09:45:39
minima Dan K 22 Oct 2008 09:45:39
maxima Dan K 22 Oct 2008 09:45:39
extrema Dan K 22 Oct 2008 09:45:39
window Dan K 22 Oct 2008 09:45:39
running Dan K 22 Oct 2008 09:45:39
moving Dan K 22 Oct 2008 09:45:39
extrema Jose Ercolino 02 Jun 2010 23:12:07
maxima Jose Ercolino 02 Jun 2010 23:12:11
minima Jose Ercolino 02 Jun 2010 23:12:12

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