Momentary mean
Purpose
Description
Tips
Macro Synopsis
Modules
Related Functions
References
Purpose
Momentary mean estimator
Description
"Momentary mean" is an adaptive estimator and computes the momentary mean of the input signal x.
Its parameter is the
- adaptation time tm for the mean estimator
which uses the same unit as the x-axis of the input signal.
Tips
tm determines the adaptation speed and the robustness of the estimation procedure. Lower values result in higher adaptation speeds but then the estimated mean varies around the true value with high variance. Higher values result in lower adaptation speeds, but then the estimated mean converges more smoothly to the true value in the case of stationary signals.
Macro Synopsis
y = MomMean(x,tm);
signal x,y;
float tm;
Modules
Filter
Related Functions
Momentary ARMA bandpower, Momentary ARMA coherence,
ARMA dependence, Momentary ARMA spectrum,
Momentary bandpower, Momentary frequency, Momentary power.
References
Haykin [41]