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Re: Cumulative Sum Question - Octave Newbie


From: Jordi Gutiérrez Hermoso
Subject: Re: Cumulative Sum Question - Octave Newbie
Date: Thu, 6 Jan 2011 18:03:58 -0600

On 6 January 2011 15:55, Jason Criss <address@hidden> wrote:
> I have a cumulative sum of monotonic values that is a function of time (I
> don't have the analytic function, just the points).  For each point along
> the function, I would like to know the slope.  The issue is that the rate of
> change is very slow and a little noisy point-to-point so calculating the
> slope between adjacent points would yield a lot of noise.

How about using a filter to get rid of the noise?

     n = 100; x = rand(1,n); [b,a] = butter(3,0.2); plot(1:n,x, 1:n,
filtfilt(b,a,x))

You can vary the parameters of the Butterworth filter to see how much
smoothing you want. Once you have a smoother function, apply diff to
its output in  order to get its derivative.

- Jordi G. H.


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