Software Listing of Author : "Gabriele"

This function calculates, in a "progressive" way, the mean and the standard deviation for a given vector (or matrix): it is useful in order to check stationarity of a random process looking at this two estimators.

  • Platform: Matlab, Scripts

For several different reasons it could occur that we need to produce a signal from the sum of several harmonic components. In the usual case of Fourier analysis, FFT and IFFT are likely the best choice. However it could happen that: - The frequencies of the harmonic components are unevenly spaced - The time vector is unevenly spaced In such cases we could be in the need of coding the summation directly in Matlab, that is quite slow in performing this tasks. The provided function is simply a MEX file that performs the signal generation through a compiled FORTRAN code. Nothing special, but at least I run the generation almost three times faster than in Matlab. Not as good as in the cases where you can use IFFT directly in Matlab, but at least a little bit better than using a "for" loop directly in Matlab.

  • Platform: Matlab, Scripts
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