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How to vectorise the filter function with multiple window-sizes?

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The task is to calculate the maximum of a moving rms-value of a signal, which is available with a constant timestep dt. So the signal has the length of T*dt and the RMS-value shall be calculated for a period tau=1*dt, tau=2*dt, tau=3*dt, ... tau=T*dt. At the end of this calulation the max of the moving rms value shall be selected. Actually I use the filter-function in a for-loop, but maybe it is possible to vectorise the calculation?
  2 Comments
Jan
Jan on 11 May 2017
Please post your code. This would allow to suggest improvements, which is much easier than creating the function from scratch based on your description.
Sven Koerner
Sven Koerner on 12 May 2017
Hi Jan,
please see below:
function [tau, werte_eff_H ] = twa_stat_2(signal)
% any signal-vector;
signal_eff = signal.^2; % To calculate the RMS-Values
no_value = size(signal,1);
tau = (1:1:no_value)';
werte_eff_H = NaN(size(signal,1)+1, no_value); % Preallocation
for i=1:size(tau,1)
zb_werte_eff = sqrt(filter(ones(1,tau(i,1))./tau(i,1),1,[signal_eff(1:no_value); signal_eff(1:tau(i,1)-1,1); 0 ] ));
werte_eff_H(:,i) = zb_werte_eff(0+tau(i,1):no_value+tau(i,1),1);
end
werte_eff_H = werte_eff_H(1:end-1,:);
end
I'd like to check, whether there is a possible vectorisation of the internal loop by any matrix-calculations.

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