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Old 06-29-2009, 07:37 AM
Michael Plante
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Default time-varying single low-frequency sinusoid filtering

Hi all,

I'm trying to postprocess a signal that contains a low-frequency sinusoid
but my DSP skills are mediocre (I've had formal classes in continuous tim
systems). I have a very long data series sampled at 100 Hz, and I kno
that the signal of interest is roughly sinusoidal and in the range of 0.2
to 0.5 Hz (it is a physical oscillation of a plant). The frequency ma
shift slightly within that band over time, and the amplitude definitel
changes. I know there is a small random walk and some white noise, an
possibly some well-separated-in-frequency sinusoidal noise components.

MAIN POINT: I need a good (ideally, best) estimate of the actual value o
the sinuosoid at each sample point, along with an estimate of th
derivative.

I have coded a Savitzky-Golay filter, which essentially fits polynomials
but it is not clear that that is the best model (or maybe I'm choosing th
parameters too haphazardly). The other wrinkle is that perhaps 0.1-1% o
the data points are missing, on average. I believe those sample points ar
taken, but dropped in communications, so the data is, in fact, evenl
sampled at 10ms intervals.

Thanks in advance,
Michael

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