Fast moving average

버전 1.2.0.0 (2.29 KB) 작성자: Christian Kothe
A fast implementation of the moving average filter for long kernels.
다운로드 수: 1.1K
업데이트 2012/1/19

라이선스 보기

In terms of behavior, this is an alternative to filter() for a moving-average kernel. The running time does not grow with filter length beyond N=500.

The code uses a variant of the cumsum-trick, although not the "garden variety" but in a way that does not run into numerical issues for long data arrays.

The function is suitable for incremental (online) processing.

인용 양식

Christian Kothe (2026). Fast moving average (https://kr.mathworks.com/matlabcentral/fileexchange/34567-fast-moving-average), MATLAB Central File Exchange. 검색 날짜: .

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개발 환경: R2011b
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도움

도움 준 파일: downsample_ts

버전 게시됨 릴리스 정보
1.2.0.0

The N<500 case is now correctly implemented... (had a dumb error before)

1.1.0.0

Fixed an issue pointed out by Jan Simon (failed to determine along which dimension to filter when the signal was a scalar) and updated the docs.

1.0.0.0