SNR estimation from single vector
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I'm interested in estimating the SNR of a signal with a wandering mean and no defined "signal" and "noise" vector. I have the following data, call it x:
My initial thought was to run it through a high-pass filter with a really low cutoff to get a steady, zero-mean signal. Then I would take the amplitude of the signal over the variance of the entire signal:
SNR = min(x)^2/var(x)
However, I have a feeling this is overly complicated and not a very good estimation. Thoughts?
4 个评论
Image Analyst
2016-1-26
编辑：Image Analyst
2016-1-26
Are the giant oscillations part of the noise - all noise - or do they have signal in them? If you had to draw the true signal, what would it look like? If we know what you want it to look like, we can perhaps design a filter to produce that, then you can call that your true signal and then subtract it from the original signal to get only the noise.
Also, can you attach the data file so we can play with it ourselves?
Jeffrey Adolf
2016-1-26
Walter Roberson
2016-1-26
The data file did not get attached.
Sounds to me as if you want a low-pass filter.
Jeffrey Adolf
2016-1-26
采纳的回答
Image Analyst
2016-1-26
1 个投票
Maybe try a Savitzky-Golay filter. Experiment around with different orders and window widths until you achieve the "look" you want. I attach a demo.
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