The short answer:
%# nx = length(x)
%# nwind = window_size
idx = bsxfun(@plus, (1:nwind)', 1+(0:(fix(nx/nwind)-1))*nwind)-1;
idx
will be a matrix of size nwind-by-K where K is the number of sliding windows (ie each column contains the indices of one sliding window).
Note that in the code above, if the last window's length is less than the desired one, it is dropped. Also the sliding windows are non-overlapping.
An example to illustrate:
%# lets create a sin signal
t = linspace(0,1,200);
x = sin(2*pi*5*t);
%# compute indices
nx = length(x);
nwind = 8;
idx = bsxfun(@plus, (1:nwind)', 1+(0:(fix(nx/nwind)-1))*nwind)-1;
%'# loop over sliding windows
for k=1:size(idx,2)
slidingWindow = x( idx(:,k) );
%# do something with it ..
end
%# or more concisely as
slidingWindows = x(idx);
EDIT:
For overlapping windows, let:
noverlap = number of overlapping elements
then the above is simply changed to:
idx = bsxfun(@plus, (1:nwind)', 1+(0:(fix((nx-noverlap)/(nwind-noverlap))-1))*(nwind-noverlap))-1;
An example to show the result:
>> nx = 100; nwind = 10; noverlap = 2;
>> idx = bsxfun(@plus, (1:nwind)', 1+(0:(fix((nx-noverlap)/(nwind-noverlap))-1))*(nwind-noverlap))-1
idx =
1 9 17 25 33 41 49 57 65 73 81 89
2 10 18 26 34 42 50 58 66 74 82 90
3 11 19 27 35 43 51 59 67 75 83 91
4 12 20 28 36 44 52 60 68 76 84 92
5 13 21 29 37 45 53 61 69 77 85 93
6 14 22 30 38 46 54 62 70 78 86 94
7 15 23 31 39 47 55 63 71 79 87 95
8 16 24 32 40 48 56 64 72 80 88 96
9 17 25 33 41 49 57 65 73 81 89 97
10 18 26 34 42 50 58 66 74 82 90 98