Variance (DSP Blockset)

Find the variance of an input or sequence of inputs.

Library

Statistics, in Math Functions

Description

The Variance block computes the variance of the input vector, or tracks the variance of a sequence of inputs over a period of time. The Running variance parameter allows you to select between basic operation and running operation, which are described below.

Basic Operation

When the Running variance check box is not selected, the block computes the variance of the input vector at each sample time.

y = var(u(:))        % equivalent MATLAB code

This implements the mathematical formula

where µ_x is the mean of the input vector. The block outputs 0 for a scalar input, and treats a matrix input as a vector, u(:)

Running Operation

When the Running variance check box is selected, the block tracks the variance of a sequence of inputs over time. You can choose frame-based or sample-based operation by selecting (or deselecting, respectively) the Frame-based check box.

Sample-Based Operation. When the Frame-based check box is not selected (default), the block assumes that the input at the In port is a 1-by-N sample vector or M-by-N sample matrix. Each of the N vector elements (or M*N matrix elements) is treated as an independent channel, and the block tracks the variance of each of the channels over time.

The block resets the running variance when the scalar input at the optional Rst port is nonzero. The output is the same size as the input, and contains the variance for each input channel since the last reset.

If you do not need to reset the running variance during the simulation, you can delete the Rst port from the block icon by deselecting the Reset port check box.

Frame-Based Operation. When the Frame-based check box is selected, the block assumes that the input at the In port is an M-by-N frame matrix. Each of the N frames in the matrix contains M sequential time samples from an independent signal. The Number of channels parameter specifies the number of independent signals, N, in the matrix.

The block tracks the variance of each of the N independent channels over time, and resets the running variance when the input at the Rst port is nonzero. The output is a sample vector of length N which contains the variance for each input channel since the last reset.

Note
If you expect to generate code for the Variance block's running mode using the Real-Time Workshop, you should ensure that inputs are contiguous in memory. See the Contiguous Copy block for more information.

Dialog Box

Running variance: Selects running operation.
Reset port: Display Rst input port.
Frame-based: Selects frame-based operation.
Number of channels: For frame based operation, the number of channels (columns) in the input matrix, N.