Potsdam Institute for Climate Impact Research (PIK)
Interdisciplinary Center for Dynamics of Complex Systems (University of Potsdam)
Cardiovascular Physics Group (Humboldt-Universität zu Berlin)
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TOCSY - Toolboxes for Complex Systems
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ACE - Nonlinear Regression Analysis ACE
Adaptive Filtering Procedure Adaptive Filtering
CoinCalc - Event Coincidence Analysis CoinCalc
COPRA - Constructing Proxy Records From Age Models COPRA
Cross Recurrence Plot Toolbox CRP Toolbox
Commandline Recurrence Plots Commandline RPs
Analyse Coupling of Transient Dynamics Coupling Analysis
Identification of Coupling Direction Coupling Direction
Inner Composition Alignment IOTA
Dynamical Invariants by Recurrence Plots K2
Toolbox for the analysis of non-equidistantly sampled time series NEST
DSProlog DSProlog
Permutation Entropy PETROPY
pyunicorn ‐ UNIfied COmplex Network and Recurrence aNalysis toolbox pyunicorn
Symbolic Dynamics from Recurrence Plots RECGRAM
Recurrence Structure Analysis RSA
Wavelet and Coherence Analysis SOWAS
System Identification Tool System Identification
Time Series Graph and Momentary Information Transfer Estimation TiGraMITe

Adaptive Filtering Procedure

(for MATLAB®)


General Notes

Physiological data often requires the exclusion of artefacts and additional ectopic values (e.g. for heart rate variability: ventricular premature complexes). Here we give an adaptive filtering procedure for automatic artefact removal. The advantage of this algorithm is the spontaneous adaptation of the filter coefficients due to sudden changes in the time series (e.g. sudden heart rate increase).


Usage

y=ada_f(x);

Examples

Use this examplary data series for the following example: data.txt

load data.txt;
plot(data);
hold on;
filtered_data=ada_f(data);
plot(filtered_data,'r');

References

  • Wessel, N., Voss, A., Malberg, H., Ziehmann, Ch., Voss, H. U., Schirdewan, A., Meyerfeldt, U., Kurths, J.: Nonlinear analysis of complex phenomena in cardiological data, Herzschr. Elektrophys., 11(3), 2000, 159-173, doi:10.1007/s003990070035.


Download

ada_f.m


Author

Niels Wessel





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