EXSTAT

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Calculation of statistical moments.

[SPU EXSTAT X PX NORM OUT M1 M2 M3 M4 N]

input description data type value type default value
X data vector number, vector variable 0,1,..
PX probability vector number, vector variable 1, 1, ...
NORM normalization flag number (int.), string constant 0 (= NO)
output description data type value type comment
M1 1st moment (mean) number variable
M2 2nd moment (variance or spread) number variable
M2 3rd moment (skewness) number variable
M4 4th moment (kurtosis) number variable
N number of data samples number constant

Note:

  • At least one of the data vectors X and PX must be supplied!
  • The number of data points N is set to the length of the vector X or PX.
  • If X is a not connected, the x-data are initialized with xi = i.
  • If X is a number, the x-data are initialized with xi = X+i.
  • If PX is not a vector, the probabilies pxi are set to 1.
Description

{\displaystyle {\begin{matrix}\mu ={\frac {\sum _{i=0}^{N-1}x_{i}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}&\sigma ={\frac {\sum _{i=0}^{N-1}(x_{i}-M1)^{2}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}\\\mu ={\frac {\sum _{i=0}^{N-1}x_{i}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}&\sigma ={\frac {\sum _{i=0}^{N-1}(x_{i}-M1)^{2}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}\end{matrix}}}


output NORM=0 NORM=1
M1 {\displaystyle {\frac {\sum _{i=0}^{N-1}x_{i}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}} {\displaystyle {\frac {\sum _{i=0}^{N-1}x_{i}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}}
M1 {\displaystyle {\frac {\sum _{i=0}^{N-1}(x_{i}-M1)^{2}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}} {\displaystyle {\frac {1}{M1}}{\frac {\sum _{i=0}^{N-1}(x_{i}-M1)^{2}px_{i}}{\sum _{i=0}^{N-1}px_{i}}}}


This SP-atom applies a non-linear magnitude weighting (= limiter function) to the signal. The limiter function is only applied if the absolute value of the signal magnitude is higher than the specified limiter start magnitude LIM. For the limiter function, the following algorithm is used:

{\displaystyle y_{i}={\begin{cases}x_{i}&{\mbox{ if }}|x_{i}|\leqslant LIM\\sign(x_{i}).f\left({\frac {|x_{i}|}{MAX}}\right)&{\mbox{ otherwise}}\end{cases}}}

The absolute magitude of the limited signal is always lower than MAX. The limiter function is selected by the input TYPE.

TYPE limiter function f(zi)
0 or RECTANGLE {\displaystyle k\!}
1 or ATAN {\displaystyle k+(1-k)\cdot {\frac {2}{\pi }}\cdot atan\left({\frac {z-k}{1-k}}\cdot {\frac {\pi }{2}}\right)}
2 or EXPONENTIAL {\displaystyle 1-(1-k)\cdot e^{-{\frac {z-k}{1-k}}}}
with: {\displaystyle z_{i}={\frac {|x_{i}|}{MAX}},k={\frac {LIM}{MAX}}}


The output Q is set to the relative number of limited (changed) samples.

{\displaystyle Q={\frac {changedSamples}{processedSamples}}}
See also

<SP-atoms>

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