Measurements and Statistics

Bistate waveform measurements, variance, histogram, autocorrelation

You can use DSP System Toolbox™ blocks and System objects to measure the moving statistics and stationary statistics of signals in MATLAB^® and Simulink^®. Moving statistics refer to the statistics of streaming signals that change with time. In the sliding window method for computing moving statistics, a window of specified length moves over the data sample by sample as the new data comes in. The objects and blocks compute the statistics of the data within this window. The exponential weighting method applies a set of weights to the data samples and processes the weighted data. These weights are computed recursively based on the age of the data. For stationary statistics, the blocks and objects compute the statistics of all the data that is available in a batch.

Objects

expand all

Moving Statistics

`dsp.MedianFilter`	Median filter
`dsp.MovingAverage`	Moving average
`dsp.MovingMaximum`	Moving maximum
`dsp.MovingMinimum`	Moving minimum
`dsp.MovingRMS`	Moving root mean square (RMS)
`dsp.MovingStandardDeviation`	Moving standard deviation
`dsp.MovingVariance`	Moving variance
`powermeter`	Measure power and CCDF of the power of voltage signal (Since R2021a)

Measurements

dsp.PeakToRMS Peak-to-root-mean-square value of vector

Blocks

expand all

Moving Statistics

Median Filter	Median filter
Moving Average	Moving average
Moving Maximum	Moving maximum
Moving Minimum	Moving minimum
Moving RMS	Moving root mean square (RMS)
Moving Standard Deviation	Moving standard deviation
Moving Variance	Moving variance
Power Meter	Measure power and the CCDF of the power of voltage signal in Simulink (Since R2021a)

Stationary Statistics

Autocorrelation	Autocorrelation of N-D array
Correlation	Cross-correlation of two inputs
Maximum	Maximum values of input or sequence of inputs
Mean	Find mean value of input or sequence of inputs
Median	Median value of input
Minimum	Minimum values of input or sequence of inputs
RMS	Root mean square value of input or sequence of inputs
Sort	Sort input elements by value
Standard Deviation	Standard deviation of input or sequence of inputs
Variance	Variance of input or sequence of inputs

Measurements

Histogram

Histogram of input or sequence of inputs

Topics

Moving Statistics

What Are Moving Statistics?
Learn how moving statistics are calculated.
Sliding Window Method and Exponential Weighting Method
Learn the differences between the sliding window method and exponential weighting method.
How Is a Moving Average Filter Different from an FIR Filter?
Moving average filter is a special case of the FIR filter.
Measure Statistics of Streaming Signals
Compute the moving average of streaming signals using MATLAB functions and System objects.
Compute Moving Average of Noisy Step Signal
Compare the sliding window averaging method and the exponentially weighted averaging method in Simulink using the Moving Average block.
Compute Moving RMS of Noisy Step Signal
Compute moving RMS using both the sliding window method and the exponential weighting method.
Compute Moving Standard Deviation of Noisy Square Wave Signal
Compare the sliding window standard deviation method and the exponentially weighted standard deviation method in Simulink using the Moving Standard Deviation block.
Compute Moving Variance of Noisy Square Wave Signal
Compare the sliding window variance method and the exponentially weighted variance method in Simulink using the Moving Variance block.

Stationary Statistics

Compute the Mean
Simulink model example to compute the mean using the Mean block.
Compute Mean Using Sliding Window
Model a sliding window using the Buffer block. The Mean block use this window to compute the mean.
Compute the Running Mean
Simulink model example to compute the running mean using the Mean block.
Compute the Maximum
Simulink model example to compute the maximum using the Maximum block.
Compute the Running Maximum
Simulink model example to compute the running maximum using the Maximum block.
Compute the Minimum
Simulink model example to compute the minimum using the Minimum block.
Compute the Running Minimum
Simulink model example to compute the running minimum using the Minimum block.
Compute RMS of Noisy Step Signal
Use the RMS block to compute the RMS of a noisy square wave signal.
Compute the Histogram of Real and Complex Data
Simulink model example that explains how the histogram bin boundaries are calculated based on the input.
Compute the Standard Deviation
Use the Standard Deviation block to compute the standard deviation.
Compute the Running Standard Deviation
Use the Standard Deviation block to compute the running standard deviation.
Compute the Variance
Use the Variance block to compute the variance.

Power Measurements

Compute Power Measurements of Voltage Signal in Simulink
Compute average power, peak power, and peak-to-average power ratio of voltage signal.
Compute CCDF Measurements of Voltage Signal in Simulink
Compute relative power and probability, and plot the CCDF curve in Array Plot.

Applications

Remove High-Frequency Noise from Gyroscope Data
Remove high-frequency noise using a median filter.
Energy Detection in the Time Domain
Detect the event when the signal energy crosses a particular threshold value.

Variable-Size Signal Support

Variable-Size Signal Support DSP System Objects
List of System objects that support variable-sized signals in DSP System Toolbox.

Featured Examples

Streaming Signal Statistics

Perform statistical measurements on an input data stream using DSP System Toolbox™ functionality available at the MATLAB® command line. Compute the signal statistics minimum, maximum, mean, variance and peak-to-RMS and the signal power spectrum density and plot them.

Open Live Script

Generate Standalone Executable and Interact with It Using UDP

Generate a standalone executable for streaming statistics using MATLAB® Coder™ and tune the generated executable using a user interface (UI) that is running in MATLAB®.

Open Live Script