Variance Example

Description:

Demonstrates the use of Basic Math and Support Functions to calculate the variance of an input sequence with N samples. Uniformly distributed white noise is taken as input.

Algorithm:

The variance of a sequence is the mean of the squared deviation of the sequence from its mean.

This is denoted by the following equation:

 variance = ((x[0] - x') * (x[0] - x') + (x[1] - x') * (x[1] - x') + ... + * (x[n-1] - x') * (x[n-1] - x')) / (N-1)

where, x[n] is the input sequence, N is the number of input samples, and x' is the mean value of the input sequence, x[n].

The mean value x' is defined as:

 x' = (x[0] + x[1] + ... + x[n-1]) / N

Block Diagram:

Variables Description:

• testInput_f32 points to the input data
• wire1, wir2, wire3 temporary buffers
• blockSize number of samples processed at a time
• refVarianceOut reference variance value

CMSIS DSP Software Library Functions Used:

• arm_dot_prod_f32()
• arm_mult_f32()
• arm_sub_f32()
• arm_fill_f32()
• arm_copy_f32()

Refer arm_variance_example_f32.c