Detrend

Remove linear trend from vectors

Library

Statistics

dspstat3

  • Detrend block

Description

The Detrend block removes a linear trend from the length-M input vector, u, by subtracting the straight line that best fits the data in the least squares sense.

The least squares line, û = ax + b, is the line with parameters a and b that minimizes the quantity

∑i=1M(ui−u^i)2

for M evenly-spaced values of x, where ui is the ith element in the input vector. The output, y = u-û, is always an M-by-1 column vector.

Supported Data Types

  • Double-precision floating point

  • Single-precision floating point

See Also

Cumulative SumDSP System Toolbox
DifferenceDSP System Toolbox
Least Squares Polynomial FitDSP System Toolbox
UnwrapDSP System Toolbox
detrendMATLAB

Extended Capabilities

Introduced before R2006a

DSP System Toolbox Documentation

Support