Detrend

Remove linear trend from vectors

Library

Statistics

dspstat3

• 

Description

The Detrend block removes a linear trend from the length-M input vector, u, by subtracting the straight line that best fits the data in the least squares sense.

The least squares line, û = ax + b, is the line with parameters a and b that minimizes the quantity

$${\displaystyle \sum _{i=1}^M{(u_i-{\widehat{u}}_i)}^2}$$

for M evenly-spaced values of x, where u_i is the ith element in the input vector. The output, y = u-û, is always an M-by-1 column vector.

Supported Data Types

• Double-precision floating point

• Single-precision floating point