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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?
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);
werte_eff_H = werte_eff_H(1:end-1,:);
I'd like to check, whether there is a possible vectorisation of the internal loop by any matrix-calculations.

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