
Linear segmentation of noisy data
5 次查看(过去 30 天)
显示 更早的评论
Hi,
I would like to divide my noisy data into a set of linear segments.

As seen in the above figure. I can measure the red noisy signal. The signal in its nature should be composed of linear segments.
Is there a robust way to perform this segmentation? I.e. convert the red noisy data into the black lined segments.
Thanks!
Regards,
Omar
0 个评论
采纳的回答
Star Strider
2020-9-2
This would be easier with your data. Lacking them, I created my own.
Try this:
x = 0:32;
y = [-0.5*(0:11)+10+randi([-1 1], 1, 12), 4.5*(12:14)-50+randi([-1 1], 1, 3), 0*(15:28)+13+randi([-1 1], 1, 14), -4*(29:32)+129+randi([-1 1], 1, 4)];
Lv = ischange(y, 'linear', 'Threshold',5);
Idx = [1 find(Lv), numel(y)];
for k = 1:numel(Idx)-1
P(:,k) = [x(Idx(k)) 1; x(Idx(k+1)) 1] \ y(Idx(k:k+1)).';
end
Slopes = P(1,:)
Intercepts = P(2,:)
figure
plot(x, y, '-o')
hold on
plot(x(Idx), y(Idx), 'p')
hold off
grid
axis([0 35 0 15])
In this run, that produced this plot:

and these data:
Slopes =
-0.6667 3.6667 0 -3.0000
Intercepts =
11.0000 -41.0000 14.0000 98.0000
You will likely need to adjust the 'Threshold' value (here 5) to work with your data. It should produce the appropriate slopes and intercepts for the regression lines. The ischange function was introduced in R2017b. A similar function, findchangepts in the Signal Processing Toolbox (with significantly different arguments and outputs) was introduced in R2016a.
5 个评论
Image Analyst
2020-9-3
Omar, you don't seem to be getting the hint, so let me make it very clear: attach any data that you are having trouble with in a .mat file with the paper clip icon.
更多回答(1 个)
Bruno Luong
2020-9-3
编辑:Bruno Luong
2020-9-3
Similar topic discussed here
Using my solution of BSFK
% Generate random data
N = 5; % number of linear segments + 1
breaks = cumsum([0, 1+rand(1,N)]);
yb = rand(size(breaks));
coefs = zeros(N,2);
for k=1:N
coefs(k,:)= polyfit(breaks([k,k+1])-breaks(k),yb([k,k+1]),1);
end
pp = struct('form', 'pp',...
'breaks', breaks, ...
'pieces', N, ...
'coefs', coefs, ...
'order', 2,...
'dim', 1);
n = 1000; % number of data point
sigma = 0.01; % Gaussian noise std
x = linspace(min(breaks),max(breaks),n);
y = ppval(pp,x) + 0.05*randn(size(x));
%%
close all
BSFK(x,y,2,[],[],struct('annimation',1)); % FEX

0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Linear and Nonlinear Regression 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!


