Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 976 Categories, Downloaded 32.289.515 Times

Estimatenoise 1.0

  Date Added: August 05, 2013  |  Visits: 242


Report Broken Link
Printer Friendly Version

Product Homepage
Download (20 downloads)

Some curve fitting or smoothing tools can benefit from knowledge of the noise variance to expect on your data. Kalman filters use this information, also some spline fitting tools. So I wrote a function to extract the noise variance from a signal vector. It also works on any specified dimension of an array.A few examples of this code in use:Simple linear data, with purely additive N(0,1) gaussian noise:t = 0:10000;x = t + randn(size(t));mv = estimatenoise(x)mv = 1.0166Gaussian noise added to a sine wave (Nominal variance = 0.01)t = linspace(0,1,1000)';x = sin(t*50) + randn(size(t))/10;mv = estimatenoise(x)mv = 0.0096887Pure gaussian noise, with a nominal variance of 9. (Note that var would have been a better estimator for this particular case...)mv = estimatenoise(3*randn(2,3,1000),3)mv = 9.6584 8.2696 8.632 9.2404 8.5346 9.7725A piecewise constant function with multiple discontinuities. The true noise variance should be 0.01.t = linspace(0,1,1000);X = round(cos(t*6*pi)) + randn(size(t))/10;plot(t,X)var(X) % var will be wildly in errorans = 0.68256estimatenoise(X)ans = 0.010882Test if estimatenoise is able to recover the variance of a normally distributed random sample with unit variance. (Yes, it will be much slower than var.)mean(estimatenoise(randn(1000,1000)))ans = 1.0002Estimatenoise can now handle non-uniformly spaced series (by request.) In the next example,the actual noise variance was 1.0 here. Perform the operation 1000 times, then look at the median variance estimate. How well did we do?t = sort([randn(1,100) , randn(1,100)+5]);X = repmat(sin(t*5)*100,1000,1) + ... randn(1000,length(t));Estimatenoise is clearly wrong when the spacing is ignored.median(estimatenoise(X,2))ans = 16.438Supplying the sampling "times", we get quite a reasonable result.median(estimatenoise(X,2,t))ans = 1.1307Estimatenoise also works on data with replicates. In this example, each point will be replicated up to 3 times. The actual noise variance was again 1.0 here. I'll also compare the increase in times required for estimatenoise when t is supplied.t = sort([0:1:100, 1:2:100, 1:4:100]);X = repmat(sin(t/10)*100,1000,1)+ ... randn(1000,length(t));Again, estimatenoise is clearly wrong when the non-uniform spacing is ignored.tic,median(estimatenoise(X,2)),tocans = 4.2056Elapsed time is 2.690135 seconds.Supplying the sampling "times", we again get quite a reasonable result. The time penalty is not quite 2x.tic,median(estimatenoise(X,2,t)),tocans = 1.0116Elapsed time is 4.864486 seconds.

Requirements: No special requirements
Platforms: Matlab
Keyword: Actual Distributed Do3ft Estimate Ignoredmedianestimatenoisex Ans Median Operation Perform Randn Randn Lengthtestimatenoise Random Repmatsint Sample Slower Sortrandn Spacing Supplying Times Wrong
Users rating: 0/10

License: Freeware Size: 10 KB
Programming  -  Crazy Eddies GUI System 0.5.0 RC2
Crazy Eddies GUI System is a free library providing windowing and widgets for graphics APIs / engines where such functionality is not natively available, or severly lacking. The library is object orientated, written in C++, and aimed at game...
2 MB  
Automation Tools  -  AutoClick Robot 2.0
Auto Click Robot is a software that can perform clicks on specified images, specified points, perform defined keyboard inputs, copy text and more. Setup at out website. It can perform sequence of events like click a image(1 or n times), then click...
52 KB  
Modules  -  Views Bulk Operations 1.0
It does so by showing a checkbox in front of each node, and adding a select box containing operations that can be applied on the selected nodes.Installation - Unpack in your modules folder (usually /sites/all/modules/) and enable under Administer...
Modules  -  Easypopulate Data File Tools 1.4
This package consis of a set of PHP scripts that are run from the command line. They allow you to do all sorts of things with easypopulate data files.The included README file should enlighten you further.Features:1. 'Block' split an easypopulate...
Network & Internet  -  Apache SQL analyser 1.5
Apache SQL analyser can query Apache logfiles via SQL. asql is a simple console shell which allows you to run SQL queries against an Apache logfile, something that can be very useful - especially at getting information which is not...
10.24 KB  
E-Mail Tools  -  Distributed Checksum Clearinghouse 1.3.57
Distributed Checksum Clearinghouse, in short DCC, is a system of clients and servers that collect and count checksums related to mail messages. The counts can be used by SMTP servers and mail user agents to detect and reject bulk mail. DCC...
1.4 MB  
Security Tools  -  Operation Project X 1.2.6
The goal of Operation Project X is to crack the 2048-bit RSA private encryption key Microsoft uses to sign Xbox media, by using distributed computing. This key could be used by Xbox owners to run homebrew code on their machines.
41.68 KB  
Programming  -  distmake 0.4
distmake is a distributed make program. distmake is a distributed, parallel, GNU make compatible make program. distmake reads a Makefile, and distributes builds targets over a set of build servers on the network. distmake is fully compatible...
1013.76 KB  
Security Tools  -  Distributed RSA Key Generation 1.0
Distributed RSA Key Generation is a software to generate shared RSA keys. Currently, only keys for two parties using Gilboas protocol are supported. But the protocol stack is extensible, so in the future there may be other protocols supported....
2.3 MB  
Backup Utilities  -  Sitback 0.5.3p3
Sitback is actual just another tar/gzip interface. It evolved from a bash-script I wrote to handle automated backups on Linux fileservers. The script worked ok, but it soon proved difficult and tiresome to make local modifications to the script...
Scripts  -  Free Ecommerce website creator 1.2
Free Ecommerce website creator is a free PHP shop creating script. This allows you to put a online shop on your own website. Create your own free ecommerce website for Your Business. Create an online shop using easyGUI online shop creator. The...
1.44 KB  
Scripts  -  MochiGames PHP Script ZDR 1.00
MochiGames PHP Script ZDR is web site, ready for use, for flash games. These flash games are downloaded automatically by "MochiGames PHP Script ZDR" from MochiGames media. The use of the games is free, you can use your own Mochi Publisher ID and...
368.54 KB  
Scripts  -  Php Chat 2.0
Add a free php site, single sign-on and multiple skins, 100% free 1. Server Modes: The chat server has paid mode and free mode. If the free chat mode, a free chat room will be assigned to your website with your domain as the room name. 2....
938.87 KB  
Scripts  -  Nibbleblog 3.0.1
Nibbleblog it's a powerful engine for creation and manipulation of BLOG's completely free. Very simple to install and configure (Only 1 step). The database used is based on XML files and this way it is not necessary to use MySQL or similar DBMS....
371.09 KB  
Scripts  -  PHP File Manager | CloudOsys 2.9b8
CloudOsys is a PHP file manager, a tool that allows your visitors upload files such as media content directly to your website. Your visitors will upload files directly to your website, where they can share and comment on them. Through cloud...
1.41 MB  
Communication  -  Contact Form Script 1
This PHP script is a fully functioning contact form which can be easily installed on your own website. It enables users to contact you directly by filling out the form. The PHP script is completely FREE to use, and none of the code is encoded...
19 KB  
Communication  -  Ethernet Source with SimEvents 1.1
When audio or video is transmitted over an Ethernet network, the data is usually transmitted in bursts of packets with long idle times in between bursts. SimEvents is a good tool for modeling those types of sources and studying the effects of...
2.8 MB  
Communication  -  Autocorrelation and Crosscorrelation function of gold sequence 1.0
This m-file finds and plots the autocorrelation and crosscorrelation function(ACF and CCF) of generated Gold codes of length 31.Crosscorrelations are three valued.
10 KB  
Communication  -  Zoom Spectrum 1.0
This function returns N point DFT samples of 2dw band of Fourier transform of a sequence. Typically, fft() returns N samples of Fourier transform ranging from 0 to 2pi. This function takes the N-point DFT samples and returns N-point samples...
10 KB  
Communication  -  BER of BPSK DS-SS System 1.0
This m-file finds the bit error rate performance of BPSK DS-SS system over (i) AWGN channel and (ii) Slow Rayleigh fading channel corrupted by AWGN. Compare the performance with simple BPSK system.In this simulation I have used two functions.So to...
10 KB