How can I segment a time series signal?
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Hi,
Any idea how can I break a signal like on this picture?
I have a sine wave segment, then noise, then another sine (different in amplitude and phase from the first one), another noise segment, and then the continuation of the first sine.
Thanks.
Andre
3 Comments
Paul
on 22 Feb 2014
Im pretty sure he just wants to plot the red lines to indicate the segments. Andre you can use the command line for this. See:
doc line
Image Analyst
on 22 Feb 2014
Make it easy for us to help you. Attach an m-file that will produce the signal you show.
Accepted Answer
Image Analyst
on 22 Feb 2014
Do you have the Signal Processing Toolbox? The noisy segments can be detected by fitting the signal to a 5th order polynomial in a sliding window which is what the Savitzky-Golay filter does. Then subtract the sg-filtered signal from the original and threshold to find elements that are above some threshold - those will be the noisy regions.
You can find tall and short sine wave segments just by taking the RMS value of the signal. Tall segments will have a higher RMS and lower segments will have a lower RMS.
signalSquared = signal.^2
rms = conv(signalSquared, ones(1, windowWidth), 'same');
2 Comments
Image Analyst
on 22 Feb 2014
You could find the peaks, perhaps with findpeaks(), and then look at where the "after" peaks are with respect to where the "should" be.
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