powersmooth
Smoothing noisy time-series using ordinary "smooth.m" may cause artifacts, especially if one wants to estimate time-derivatives of the underlying noisy-free dynamics. The function "powersmooth.m" solves this problem, providing a smoothed time-series with faithful estimates of the first n time-derivatives of the noise-free dynamics. The function uses quadratic programming to simultaneously minimize (i) the residuals between the original, noisy time-series and the smoothed curve, and (ii) the (n+1)-th time-derivative of the smoothed curve. The user has to specify the noisy time-series (vec), the desired order n (order), and a regularization weight (weight).
Citation pour cette source
Benjamin Friedrich (2024). powersmooth (https://www.mathworks.com/matlabcentral/fileexchange/48799-powersmooth), MATLAB Central File Exchange. Récupéré le .
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A inspiré : Least-Squares Smoother, Robust Least-Squares Smoother
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Version | Publié le | Notes de version | |
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1.3.0.0 | - now using sparse matrices, yielding dramatic speed-up (thanks to Cagtay F.) |
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1.2.0.0 | - bug fix for case 'order==0'
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1.1.0.0 | Minor code clean-up. |
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1.0.0.0 |