Many papers use the NMSE function without ever explicitly defining it.

pogonofor9z

pogonofor9z

Answered question

2022-01-09

Many papers use the NMSE function without ever explicitly defining it. I have always assumed that
MSE(x,y)=1Ni(xiyi)2
and NMSE(x,y)=MSEx,yMSE(x,0)=||xy||22||x||22
where y is the approximation to x. This gives a simple relation between NMSE and relative l2 error. An internet search however only shows strange definitions like
i(xiyi)2Ni(xi)2 or Ni(xiyi2)ixiiyi
Is my interpretation not the standard definition?

Answer & Explanation

GaceCoect5v

GaceCoect5v

Beginner2022-01-10Added 26 answers

Matlab System Identification toolbox uses the following definiton:
NMSE=1||xy||2||xx||
where x=1Nixi;y is the approximation of x

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