derest

Version 2.0.0.0 (58,4 ko) par Robert Piche
Automatic smoothing and differentiation of a noisy time series
4.7
(3)
166 téléchargements
Mise à jour 12 déc. 2017

Afficher la licence

This is a code for off-line smoothing and estimation of first and second derivatives of a function from a sequence of noisy measurements, which can be nonequally spaced. The algorithm is automatic: the user does not need to provide smoothing parameters, they are estimated in the code. The signal is modelled as a stationary double-integrated Wiener process and estimates are computed using a Kalman smoother. Theoretical details of the algorithm are presented in https://arxiv.org/abs/1610.04397

Citation pour cette source

Robert Piche (2024). derest (https://www.mathworks.com/matlabcentral/fileexchange/63925-derest), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2017a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

derest/

Version Publié le Notes de version
2.0.0.0

Added interpolation capability (implemented by Siva Kannan).
1.0.0.0

update title