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Signal Stationarity Estimation with Matlab

version 1.3.0 (145 KB) by Hristo Zhivomirov
Wide-sense stationarity estimation of a signal using a novel method.

211 Downloads

Updated 29 Apr 2021

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The present code is a Matlab function for wide-sense stationarity estimation of a signal using a novel method. According the theory, the objects of estimation are: the mean, the variance and the autocovariance of the signal under test. The three parameters must be time-independent in order to mark a signal as a non-stationary one.
The function provides a computation of four Boolean flags for:
1) overall wide-sense stationarity i.e., simultaneously stationarity about mean, variance and autocovariance;
2) stationarity about the mean (or linear trend);
3) stationarity about the variance (and hence about the RMS-value);
4) time-invariance of the autocovariance (and hence of the autocorrelation and PSD).

A few examples are given in order to clarify the usage of the function. For convenience, the input and output arguments are given in the beginning of the function.

The code is based on the theory described in:

[1] H. Zhivomirov, I. Nedelchev. A Method for Signal Stationarity Estimation. Romanian Journal of Acoustics and Vibration, ISSN: 1584-7284, Vol. XVII, No. 2, pp. 149-155, 2020. (http://rjav.sra.ro/index.php/rjav/article/view/178/103).

Cite As

H. Zhivomirov, I. Nedelchev. A Method for Signal Stationarity Estimation. Romanian Journal of Acoustics and Vibration, ISSN: 1584-7284, Vol. XVII, No. 2, pp. 149-155, 2020. (http://rjav.sra.ro/index.php/rjav/article/view/178/103).

Hristo Zhivomirov (2021). Signal Stationarity Estimation with Matlab (https://www.mathworks.com/matlabcentral/fileexchange/75118-signal-stationarity-estimation-with-matlab), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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