Help filtering data with unequal/uneven sampling
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Hello,
I am trying to compute the autocorrelation of data sampled at uneven time intervals. My measurements correspond to the axial velocity of a flow, and I record a data point at every time a tracer particle is recognized, which can occur at any time.
I have a method for computing the autocorrelation function which has been tested previously; however the present data has a non-zero assymptote (i.e., the autocorrelation levels off at about 0.1). I believe this is due to noise in the system, and would like to try and filter my data, however I am not sure the best way to do this.
Is matlab's built in fdesign filters intended to work with unequal sampling times? I can determine an average sampling rate, but I don't know if that's appropriate. Is there another method for filtering this kind of data?
Thank you very much for your help,
- Tim Wabel
3 Comments
dpb
on 30 Jul 2014
I don't know what to think to tell you w/ that kind of variability...not sure what it means not knowing much about the situation. Looks difficult, though...
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