matlab function to find a similar signal in data

I need to find a function that when i give it a signal, gives back the best analog to it.

In different words, take a reference point and find in the data the location of the closest point with the same value. Then take the second point after the reference point and see if the one we found first has a following point similar to this second one, and repeat till the end of the signal we gave.

The function 'findsignal' is not good for me because it doesn't take into consideration the amplitude, it just looks at the similarity of the signal i give and the one it finds.

[Jon]

What do you mean when you say findsignal "doesn't take into consideration the amplitude"? Please attach an example that shows what it is you want to find and the problems you are having using findsignal

[Georges]

Actually findsignal gives back a similar signal to the one we want, and similar means just the shape of it regardless the amplitude, so if the signal has a maximum of 5 for example, findsignal can gives the same signal but with an amplitude of 3.

What I want is to have the same shape of the signal and same closest amplitude possible to the one I give.

[Jon]

I'm sorry I still can't really understand what you are trying to achieve. Can you please provide a working example that shows what findsignal gives and then what it is exactly you would have wanted instead.

[Jon]

The findsignal function just finds the segment of data that most closely matches your signal. Even if there is no good match it will return with the best it could find. In your case if there is no segment with both a similar pattern and amplitude and the best match it can find has a similar pattern but with a different amplitude that is what it will find.

[Georges]

Exactly.

But i don't think it looks at the amplitude. Do you know a way to make it also check the amplitude because that what i am interested in.

[Jon]

It would be helpful to have a concrete example of what you are trying to achieve. If you could please attach an example set of data, a signal you are trying to find in that data, and the output you would like to get it would be very helpful.

[Georges]

This is the code i am using, the data are from lorenz model. The idea is that I take a first point and a range around it and go look in the rest of the data if i can find the best one similar to it, and then calculate the error growth, then i take another reference point and do the same.

[Georges]

The problem is that the error i should get (PHI) should start from zero and start increasing but because findsignal doesn't take into consideration the amplitude i can't do it correctly.

[Jon]

I tried running your code but I don't have the lorenz function you call on line 11

[X,x,y,z] = lorenz(rho, sigma, beta, initV, T, eps);

[Georges]

I am sorry I forgot to add them before, here are the two functions needed

[Jon]

I was now able to run your code, but unfortunately I can't readily follow from what you have provided what it is exactly you are trying to do and what it is that isn't working. It would be very helpful if you could use your code to produce just one, simple example, with a vector of values representing your "data" and another shorter vector of values representing your "signal" and the indices in the data vector which should be assigned as the location where the signal best matches the data.

Answer 1

[Jan]

Do you want to get something like this:

x = rand(1, 10000);
y = x(300:400) + (rand(1, 101) -0.5) * 0.01;  % A small part with some noise

[match, dist] = dullFindSignal(x, y)

match = 300

dist = 0.0294

function [m, dist] = dullFindSignal(x, y)
x = x(:).';
y = y(:).';
nx = numel(x);
ny = numel(y);
nd = nx - ny + 1;
d  = zeros(nd, 1);
for k = 1:nd
    v    = x(k:k + ny - 1) - y;
    d(k) = v * v.';   % same as: sum(v .* v)
end
[dist, m] = min(d);
dist      = sqrt(dist);
end

[Georges]

I posted the code I am using, could you take a look at it please.

[Jan]

@Georges: Where did you post which code? I do not see it.

I made a suggestion already. It would be useful and polite to tell me, if this solves your needs or what the difference between my suggestion and your wanted result is. Simply ignoring my suggestion does not motivate me to search for some code you have posted anywhere.