Memory and Processing Efficient Formula for Moving Variance Calculation in EEG and EMG Signal Processing

Abstract

Adaptation of human-machine interaction devices by means of physiological data requires online analysis. We introduce new update formulas for otherwise time-demanding calculations of window based current mean and variance of the signal. Those were required for efficient realtime time series data processing. We discuss the formulas with the help of synthetic data. They differ from existing incremental calculations due to a decremental component, because of samples leaving the window of observation. An example application for EMG-based movement onset prediction is presented.