Am looking for recommendations about how to create a vector of derivatives given a vector of values.
In this case, I have an array with temperatures at different times (evenly spaced). I want to create an array of temperature derivatives. (I anticipate losing a few points at the ends.)
Could write a loop, I suppose, dT/dt_i = (T_i+1 - T_i)/dt
But there are 20,000 points.
Is there some vectorized scheme or existing function that I should look into?
Thanks.
Subject: Create a vector of derivatives, given a vector of values
Thanks. "help diff" works much better than "help derivative." :)
Turns out the data is a little noisy, so estimating the derivative by comparing just two adjacent points produces oscillating derivatives.
Are there existing tools to smooth this out?
Regards.
"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <gd6k3j$515$1@fred.mathworks.com>...
> "Johan " <robert.mchugh@ips.invensys.com> wrote in message <gd6dfl$be8$1@fred.mathworks.com>...
>
> > Is there some vectorized scheme or existing function that I should look into?
>
> help diff
>
> Bruno
Subject: Create a vector of derivatives, given a vector of values
"Johan " <robert.mchugh@ips.invensys.com> wrote in message <gd7lnq$h82$1@fred.mathworks.com>...
>
> Are there existing tools to smooth this out?
>
> Regards.
>
You might fit (avoid interpolate) the data with a model, then take a derivative of a fitted model. If you don't know the model, then using a universal cubic spline for model could better way than diff.
Bruno
Subject: Create a vector of derivatives, given a vector of values
"Johan " <robert.mchugh@ips.invensys.com> wrote in message <gd6dfl$be8$1@fred.mathworks.com>...
> Am looking for recommendations about how to create a vector of derivatives given a vector of values.
>
> In this case, I have an array with temperatures at different times (evenly spaced). I want to create an array of temperature derivatives. (I anticipate losing a few points at the ends.)
>
> Could write a loop, I suppose, dT/dt_i = (T_i+1 - T_i)/dt
> But there are 20,000 points.
>
> Is there some vectorized scheme or existing function that I should look into?
>
> Thanks.
Yes. Just look for a Savitsky-Golay tool. There
are many of them on the file exchange. Here
are a couple of them.
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