On Oct 13, 8:22 am, Janto Dreijer <jan...@gmail.com> wrote: > I'm looking for code that will calculate the running median of a > sequence, efficiently. (I'm trying to subtract the running median from > a signal to correct for gradual drift). > ...
> Any suggestions? For a reference try: Comparison of algorithms for standard median filtering Juhola, M. Katajainen, J. Raita, T. Signal Processing, IEEE Transactions on Jan. 1991, Volume: 39 , Issue: 1, page(s): 204 - 208 Abstract An algorithm I have used comes from: On computation of the running median Astola, J.T. Campbell, T.G. Acoustics, Speech and Signal Processing, IEEE Transactions on Apr 1989, Volume: 37, Issue: 4, page(s): 572-574 This is a dual heap approach. No code though. There are some obvious (yeah, right) errors in their pseudo-code. The point of the dual heap algorithm (loosely put) is to reduce the computation to slide the window 1 element to be proportional to 2 bubble sorts of log window size instead of a window size sort. Good luck. Dale B. Dalrymple -- http://mail.python.org/mailman/listinfo/python-list
