Path: news.mathworks.com!not-for-mail
From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Moving averages over a vector in MatLAB?
Date: Fri, 2 Nov 2007 11:32:05 +0000 (UTC)
Organization: King's College London
Lines: 20
Message-ID: <fgf1rl$qjt$1@fred.mathworks.com>
References: <fgcuei$32r$1@fred.mathworks.com> <1193935442.969959.94480@50g2000hsm.googlegroups.com> <fgd1jg$lv3$1@fred.mathworks.com> <fgd391$kds$1@fred.mathworks.com> <fgd63t$8qq$1@fred.mathworks.com>
Reply-To: <HIDDEN>
NNTP-Posting-Host: webapp-05-blr.mathworks.com
Content-Type: text/plain; charset="ISO-8859-1"
Content-Transfer-Encoding: 8bit
X-Trace: fred.mathworks.com 1194003125 27261 172.30.248.35 (2 Nov 2007 11:32:05 GMT)
X-Complaints-To: news@mathworks.com
NNTP-Posting-Date: Fri, 2 Nov 2007 11:32:05 +0000 (UTC)
X-Newsreader: MATLAB Central Newsreader 1477
Xref: news.mathworks.com comp.soft-sys.matlab:435794



Erik
Yes. Reducing the length of the FFT allows you to divide 
the data into more sections. This does not reduce noise of 
the individual FFTs- fewer points out, but also fewer in, 
so the coefficient of variation stays at ~100%. However, 
averaging the FFTs decreases the noise by the square root 
of the number of data sections (i.e. FFTs). This is the 
basis of the PWELCH function in the Signal Processing 
Toolbox. See 
http://www.nrbook.com/a/bookcpdf.php
Chapter 13.

Filtering the data as you suggest might be OK but it 
depends on how you have corrected for the window: if you 
have a spectral density OK, but if it is a spectrum then 
only the peaks in your result are meaningful. 
See
http://www.rssd.esa.int/SP/LISAPATHFINDER/docs/Data_Analysis
/GH_FFT.pdf