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How can I segment a time series signal?

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Andre
Andre 2014-2-21
评论： Image Analyst 2014-2-22
Hi,
Any idea how can I break a signal like on this picture?
http://www.inf.ufpr.br/aksantos/signal_example.gif
I have a sine wave segment, then noise, then another sine (different in amplitude and phase from the first one), another noise segment, and then the continuation of the first sine.
Thanks.
Andre
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Paul
Paul 2014-2-22
Im pretty sure he just wants to plot the red lines to indicate the segments. Andre you can use the command line for this. See:
doc line
Image Analyst
Image Analyst 2014-2-22
Make it easy for us to help you. Attach an m-file that will produce the signal you show.

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Image Analyst
Image Analyst 2014-2-22
Do you have the Signal Processing Toolbox? The noisy segments can be detected by fitting the signal to a 5th order polynomial in a sliding window which is what the Savitzky-Golay filter does. Then subtract the sg-filtered signal from the original and threshold to find elements that are above some threshold - those will be the noisy regions.
You can find tall and short sine wave segments just by taking the RMS value of the signal. Tall segments will have a higher RMS and lower segments will have a lower RMS.
signalSquared = signal.^2
rms = conv(signalSquared, ones(1, windowWidth), 'same');
  2 个评论
Andre
Andre 2014-2-22
Nice,
thank you very much Image Analyst,
gotta one more question about this.
Do you have any idea how can i get the differences between the phases of the two signals (first SIN, and the SIN after the first noise) ?
Andre
Image Analyst
Image Analyst 2014-2-22
You could find the peaks, perhaps with findpeaks(), and then look at where the "after" peaks are with respect to where the "should" be.

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