FB_CMA_EmpiricalStandardDeviation

Calculates the empirical standard deviation for single- and multi-channel real-valued time series.

The function block treats the input signal as a time series, if necessary with several independent channels. The empirical standard deviation is calculated for each channel according to equation

FB_CMA_EmpiricalStandardDeviation 1:

The Bessel's correction is always applied, in contrast to FB_CMA_MomentCoefficients. A single sample per channel (see Inputs and Outputs, first table) can be added in each cycle, and several samples per channel can be added to the sample quantity in one cycle (see Inputs and Outputs, second table).

Further comments

2 values must be available for calculating an initial result. Results may become inaccurate if the input values are many orders of magnitude apart.

Memory properties

The sample quantity N, which is used to calculate the current result, automatically increases with each new incoming data set, i.e. the function block uses all input values since its instantiation. Resetting of the sample quantity to zero (deleting the internal memory of the FB) is provided by a ResetData() method or, if the CallEx() method is used, by the variable bResetData.

NaN occurrence

If the number of input values is insufficient for calculating a result for a particular channel or the variance is zero, the value NaN (not a number) according to IEEE 754 is returned for this channel. The presence of this error value can be checked with the function LrealIsNaN(). The reason may be that so far not enough input data were transferred or that only NaNs were transferred as input values for individual channels. A variance of zero may occur if the time series of the values is constant, for example if no sensor data were transferred due to a broken wire or switching errors.

If a set of input values contains the special constant NaN, no value is added to the statistics for this channel for this time step, i.e. it is treated as indicator for missing values.

FB_CMA_EmpiricalStandardDeviation 2:

Handling of NaN values

If the situations described above, which lead to NaN values, cannot be ruled out or safely neglected, the application program must be able to handle these error values.

Behavior when processing multi-channel input data

When processing several channels (nChannels > 1), there is a possibility of each channel having different return values. In this case, return values can be queried separately on the function block. If the results from one or more channels are impermissible, but not all channels, the value on the function block corresponds to eCM_InfRTime_AmbiguousChannelResults. If the results of all channels are impermissible, then the value on the function block corresponds to eCM_ErrRTime_ErrornousChannelResults.

A list of return values of all channels can be queried using the method GetChannelErrors().

When processing several subchannels (nSubChannels > 0), particular attention must be paid to the formatting of the input and output data. If the input data consist of a multi-channel result of an upstream function block, the value of nChannels must be adopted; further configuration takes place in this case via the parameter nSubChannels.

Sample: In the statistical consideration (e.g. by FB_CMA_Quantiles) of the frequency channels of a multi-channel spectrum (e.g. FB_CMA_MagnitudeSpectrum), the value of nChannels must be identical to the number of input signals; the number of subchannels nSubChannels corresponds to the length of the spectrum.

Sample implementation

A sample implementation is available under the following link: Statistical methods

Inputs and outputs

The input and output buffers correspond to the following definition (Shape). The variable parameters are part of the function block input stInitPars.

Versions

Input buffer (MultiArray input stream)
Element type, number of dimensions, dimension sizes

Output buffer (MultiArray output stream)
Element type, number of dimensions, dimension sizes

Standard version
(nSubChannels = 0)

LREAL, 1,
nChannels

LREAL, 1,
nChannels

Standard version for several data sets
(nSubChannels = 0)

LREAL, 2,
nChannels not specified*

LREAL, 1,
nChannels

Multi-channel version
(nSubChannels > 0)

LREAL, 2,
nChannels x nSubChannels

LREAL, 2,
nChannels x nSubChannels

Multi-channel version for several data sets
(nSubChannels > 0)

LREAL, 3,
nChannels x nSubChannels x not specified*

LREAL, 2,
nChannels x nSubChannels

*: The length of this dimension can be selected as desired and can thus adapt itself to the application or to the output buffer of the preceding algorithm.

VAR_INPUT
    stInitPars       : ST_CM_EmpiricalMoments_InitPars;  // init parameter
    nOwnID           : UDINT;                            // ID for this FB instance
    aDestIDs: ARRAY[1..cCMA_MaxDest] OF UDINT;           // IDs of destinations for output
    nResultBuffers   : UDINT := 4;                       // number of MultiArrays which should be initialized for results (0 for no initialization)
    tTransferTimeout : LTIME := LTIME#500US;             // timeout checking off during access to inter-task FIFOs
END_VAR

Input parameters

The input parameters of this function block represent initialization parameters and must already be assigned in the declaration of the FB instance! (Alternatively: Init() method). They may only be assigned once. A change at runtime is not possible.

Output parameters

VAR_OUTPUT
    bError         : BOOL;                           // TRUE if an error occurs. Reset by next method call.
    hrErrorCode    : HRESULT;                        // '< 0' = error; '> 0' = info; '0' = no error/info
    ipErrorMessage : I_TcMessage := fbErrorMessage;  // Shows detailed information about occurred errors, warnings and more.
    nCntResults    : ULINT;                          // Counts outgoing results (MultiArrays were calculated and sent to transfer tray).
END_VAR
  • bError: The output is TRUE if an error occurs.
  • hrErrorCode: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes.
  • ipErrorMessage: Contains more detailed information on the current return value. Refer here to the section Error description and information. This special interface pointer is internally secured so that it is always valid/assigned.

Methods

METHOD Init : HRESULT
VAR_INPUT
    stInitPars    : ST_CM_EmpiricalMoments_InitPars;  // init parameter
    nOwnID        : UDINT;                              // ID for this FB instance
    aDestIDs      : ARRAY[1..cCMA_MaxDest] OF UDINT;    // IDs of destinations for output
    nResultBuffers: UDINT := 4;                         // number of MultiArrays which should be initialized for results (0 for no initialization)
END_VAR

Call():

The method is called each cycle in order to apply the algorithm to the current input data. The function block waits for input data if the method indicates neither new results nor an error. This is a regular behavior in the process of the analysis chain.

  • Return value: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes.
METHOD Call : HRESULT
VAR_OUTPUT
    bNewResult   : BOOL;       // TRUE every time when outgoing MultiArray was calculated and sent to transfer tray.
    bError       : BOOL;       // TRUE if an error occurs.
    hrErrorCode  : HRESULT;    // '< 0' = error; '> 0' = info; '0' = no error/info
END_VAR
  • bError: The output is TRUE if an error occurs.
  • hrErrorCode: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes. This output is identical to the return value of the method.
FB_CMA_EmpiricalStandardDeviation 3:

If a timeout occurs or no MultiArray buffer is available for the result, then neither the input data nor the result data are lost. They are forwarded on the next call.

CallEx():

The method is called in each cycle in order to update the internal memory from the input signal. A result is output only every nAppendData cycles. An alternative method is Call().

The function block waits for input data if the method indicates neither new results nor an error. This is a regular behavior in the process of the analysis chain.

  • Return value: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes.
METHOD CallEx : HRESULT
VAR_INPUT
    nAppendData  : UDINT;      // count of data buffers which are appended until calculation (1= calculate always)
    bResetData   : BOOL;       // automatic reset of dataset buffer after each calculation
END_VAR
VAR_OUTPUT
    bNewResult   : BOOL;        // TRUE every time when outgoing MultiArray was calculated and sent to transfer tray.
    bError       : BOOL;        // TRUE if an error occurs.
    hrErrorCode  : HRESULT;     // '< 0' = error; '> 0' = info; '0' = no error/info
END_VAR
  • nAppendData: Defines how many input data buffers are to be collected before a calculation is carried out, because several data blocks are preferably added in order to achieve a precise result.
  • bResetData: If set, the internal data buffer is completely deleted after calculation.
  • bError: The output is TRUE if an error occurs.
  • hrErrorCode: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes. This output is identical to the return value of the method.
FB_CMA_EmpiricalStandardDeviation 4:

If a timeout occurs or no MultiArray buffer is available for the result, then neither the input data nor the result data are lost. They are forwarded on the next call.

Init():

This method is not usually necessary in a Condition Monitoring application. It offers an alternative to the function block initialization. The Init() method may only be called during the initialization phase of the PLC. It cannot be used at runtime. You are referred to the use of an FB_init method or the attribute 'call_after_init' (see TwinCAT PLC reference). In addition, this facilitates the function block encapsulation.

The input parameters of the function block instance may not be assigned in the declaration if the initialization is to take place using the Init() method.

  • Return value: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes.

ResetData():

The method deletes all data records that have already been added, see Memory property of the function block. If the Call() method is called again after a ResetData(), the internal memory must be replenished in order to calculate a valid result.

  • Return value: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes.
METHOD ResetData : HRESULT
VAR_INPUT
END_VAR

Alternatively the automatic reset in the method CallEx() can be used.

PassInputs():

As long as an FB_CMA_Source instance is called and signal data are thus transferred to a target block, all further function blocks of the analysis chain have to be called cyclically as explained in the API PLC Reference.
Sometimes it is useful not to execute an algorithm for a certain time. For example, some algorithms should be executed only after prior training or configuration. The function block must be called cyclically, but it is sufficient for the data arriving at the function block to be forwarded in the communication ring. This is done using the PassInputs() method in place of the Call() method. The algorithm itself is not called here, and accordingly no result is calculated and no output buffer generated.

  • Return value: If an error occurs, a corresponding error code of the type HRESULT is output. Possible values are described in the List of error codes.
METHOD PassInputs : HRESULT
VAR_INPUT
END_VAR

GetChannelErrors():

The method enables the querying of a list of the channel-specific return values when processing several channels (nChannels > 1). A call is useful in the case that the return value of the function block corresponds to one of the values eCM_InfRTime_AmbiguousChannelResults or eCM_ErrRTime_ErrornousChannelResults.

  • Return value: Information on the reading process of the list of error codes. The value is set to TRUE if the query was successful, otherwise to FALSE.

    METHOD GetChannelErrors : BOOL
VAR_IN_OUT
    aChannelErrors : ARRAY[*] OF HRESULT;
END_VAR
  • aChannelErrors: Error list of the type HRESULT of the length nChannels.

Similar function blocks

The function block FB_CMA_EmpiricalMean calculates the empirical average of input values.

The function block FB_CMA_EmpiricalSkew calculates the empirical skew of input values.

The function block FB_CMA_EmpiricalExcess calculates the empirical excess of input values.

The function block FB_CMA_MomentCoefficients calculates the empirical mean value, i.e. standard deviation, skew and excess, depending on the parameterization.

The FB_CMA_HistArray function block calculates the histograms of input value distributions.

The FB_CMA_Quantiles function block calculates the quantiles of an empirical distribution, which enable the frequency of outliers to be assessed.

As an alternative to the kurtosis the FB_CMA_CrestFactor function block calculates a different measure for peakiness (Crest Factor) of a signal, although this is more sensitive to outliers.

Requirements

Development environment

Target platform

PLC libraries to include

TwinCAT v3.1.4022.25

PC or CX (x86, x64)

Tc3_CM, Tc3_CM_Base

FB_CMA_EmpiricalStandardDeviation 5:

Limited functional scope already available with CM 3.1. See section Compatibility.