Sunday, 11 October 2015

Savitzky-Golay smoothing filter for not equally spaced data


I have a signal that is measured at 100Hz and I need to apply the Savitzky-Golay smoothing filter on this signal. However, on closer inspection my signal is not measured at perfectly constant rate, the delta between measurements ranges between 9.7 and 10.3 ms.


Is there a way to use the Savitzky-Golay filter on not equally spaced data? Are there other methods that I could apply?



Answer



One method would be to resample your data so that it is equally spaced, then you can do whatever processing you like. Bandlimited resampling using linear filtering isn't going to be a good option since the data isn't uniformly spaced, so you could use some sort of local polynomial interpolation (e.g. cubic splines) to estimate what the underlying signal's values are at "exact" 10-millisecond intervals.



No comments:

Post a Comment

readings - Appending 内 to a company name is read ない or うち?

For example, if I say マイクロソフト内のパートナーシップは強いです, is the 内 here read as うち or ない? Answer 「内」 in the form: 「Proper Noun + 内」 is always read 「ない...