Ensemble average across realisations

\(\bar x(t) = (1/M)\sum_k x_k(t)\), averaging ACROSS realisations at each time rather than along one record. Coherent averaging of M repeats improves SNR by \(\sqrt M\). Mirrors morie.fn.rng018.

Usage

morie_ensemble_average(x_k)

Arguments

x_k

matrix, one realisation per row.

Value

list: ensemble_mean, ensemble_std, snr_gain, M, T.

References

Rangayyan (2015), Ch. 3.

Examples

set.seed(1)
morie_ensemble_average(matrix(rnorm(200), nrow = 10))$snr_gain
#> [1] 3.162278