I have two questions regarding function “findchangepts” (DSP Toolbox):

1. How to effectively create additional output vector “x_hat” from standard output “ipt” of the “findchangepts” function at the same sample grid as input data “x”. The “x_hat” vector corresponds to function which is piecewise constant or linear approximation of the input “x” signal with jumps at detected change points “ipt” and is produced only as graphics output by “findchangepts” in case of no output variables (see internal function “cpplot” at “findchangepts.m” source code file).

2. Any idea how to choose the input parameters of the “findchangepts” function to restrict output change points only for jump steps values less than some threshold value?

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#1 Maybe something like:

function y = fitchangepts(x, icp, statistic)    y = nan(size(x));
K = length(icp);
nseg = K+1;
istart = [1; icp(:)];
istop = [icp(:)-1; length(x)];
if strcmp(statistic,'mean') || strcmp(statistic,'std')
for s=1:nseg
ix = (istart(s):istop(s))';
y(ix) = mean(x(ix));
end
elseif strcmp(statistic,'rms')
for s=1:nseg
ix = (istart(s):istop(s))';
y(ix) = rms(x(ix));
end