MATLAB: Smoothing noisy increasing measurement/calculation

Question

I have a set of calculated values based on measured data (erosion through a pipe) where decreasing values are physically impossible. I want to smooth out the data and account for the fact that it is impossible to decrease, but don't want my new data to take giant jumps when the noise is significant. Any suggestions would me much appreciated.

Answer 1

A moving average should do it. You'll lose some temporal resolution, but if the noise is gaussian then a moving average will force the noise to asymptote to zero with increasing time window size. There are several moving average functions on the file exchange; I'm not sure which is best.

Alternatively, you could apply a low-pass frequency filter if the lowest frequency of the noise is not below the highest frequency of your erosion signal. If you have the signal processing toolbox, I made this to make frequency filtering a little more intuitive: http://www.mathworks.com/matlabcentral/fileexchange/38584-butterworth-filters