How to vectorise the filter function with multiple window-sizes?

The task is to calculate the maximum of a moving rms-value of a signal, which is available with a constant timestep dt. So the signal has the length of T*dt and the RMS-value shall be calculated for a period tau=1*dt, tau=2*dt, tau=3*dt, ... tau=T*dt. At the end of this calulation the max of the moving rms value shall be selected. Actually I use the filter-function in a for-loop, but maybe it is possible to vectorise the calculation?

[Jan]

Please post your code. This would allow to suggest improvements, which is much easier than creating the function from scratch based on your description.

[Sven Koerner]

Hi Jan,

please see below:

function [tau, werte_eff_H ] = twa_stat_2(signal)
% any signal-vector;
signal_eff  =   signal.^2;                           % To calculate the RMS-Values 
no_value    =   size(signal,1); 
tau         =   (1:1:no_value)';
werte_eff_H =   NaN(size(signal,1)+1, no_value);     % Preallocation
for i=1:size(tau,1)
    zb_werte_eff        =   sqrt(filter(ones(1,tau(i,1))./tau(i,1),1,[signal_eff(1:no_value); signal_eff(1:tau(i,1)-1,1); 0 ] ));  
    werte_eff_H(:,i)    =   zb_werte_eff(0+tau(i,1):no_value+tau(i,1),1);                                                          
end
werte_eff_H  = werte_eff_H(1:end-1,:);  
end

I'd like to check, whether there is a possible vectorisation of the internal loop by any matrix-calculations.