Does detrend function remove the mean of the signal?

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serafeim loukas
serafeim loukas on 8 Nov 2021
Commented: serafeim loukas on 8 Nov 2021
I would like to know if the detrend function (https://fr.mathworks.com/help/ident/ref/iddata.detrend.html) removes also the mean of the signal (demeaning/centering) of the input signal.

Answers (1)

Bjorn Gustavsson
Bjorn Gustavsson on 8 Nov 2021
If you read the help of detrend you will find:
DETREND Remove a linear trend from a vector, usually for FFT processing.
[Y,trend] = DETREND(X) removes the best straight-line fit linear trend from
the data in vector X and returns the residual in vector Y. If X is a
matrix, DETREND removes the trend from each column of the matrix.
[Y,trend] = DETREND(X,'constant') removes just the mean value from the vector X,
or the mean value from each column, if X is a matrix.
[Y,trend] = DETREND(X,'linear',BP) removes a continuous, piecewise linear trend.
Breakpoint indices for the linear trend are contained in the vector BP.
The default is no breakpoints, such that one single straight line is
removed from each column of X.
Class support for inputs X,BP:
float: double, single
Modified to also output the trend - so that it can be re-inserted
later. BG
See also MEAN
Other functions named detrend
gpuArray/detrend timeseries/detrend
HTH
  2 Comments
serafeim loukas
serafeim loukas on 8 Nov 2021
Thanks. Indeed, after running the example (using default input parameters), I can see that the mean is indeed removed.

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