View Single Post
  #8 (permalink)  
Old 02-04-2010, 01:18 AM
Jessica
Guest
 
Posts: n/a
Default Re: Data Smoothing Filter

I appreciate all the advice. After doing more research, I have
determined that I am looking for a filter with "non-uniform
sampling". I also found this thread interesting:

http://www.dsprelated.com/showmessage/4806/2.php

On Feb 2, 9:30*am, "Michael Plante" <michael.pla...@gmail.com> wrote:
> Jerry wrote:
> >Jessica wrote:
> >> 1. Average sample rate is in the ms range, but can vary to seconds /
> >> minutes when there is no activity to be measured.
> >> 2. Most of the sample intervals are in the ms range, but accuracy down
> >> to the microsecond is possible. *However, at that level, mostly noise
> >> is recorded. *I want to downsample to one measurement per second or
> >> even minute.
> >> 3. I am not sure how to quantify this, the signal measured does
> >> contain a lot of noise, but ideally, I would like to use a Hull Moving
> >> Average to smooth the data.

>
> >> I appreciate your help.

>
> >> On Feb 1, 5:29 pm, Richard Owlett <rowl...@pcnetinc.com> wrote:
> >>> Jessica wrote:
> >>>> I am looking for an open-source smoother to down-sample data. I know
> >>>> there are many such as Hull Moving average, but I have data logged

> at
> >>>> the ms scale at non-fixed time intervals and I want to sample it on
> >>>> the second range at fixed time intervals. Does anyone know of a good
> >>>> smoother to do this? The key is that the input data is not logged at

> a
> >>>> constant frequency.
> >>> Can't answer your specific question. *BUT* I can suggest
> >>> information to give so you can get a meaningful answer:

>
> >>> 1. What is the average sample rate?
> >>> 2. What is the minimum and maximum time between samples?
> >>> * * 2a. Possibly, what is the distribution of sample intervals?
> >>> 3. What is your desired fixed "sample rate"?
> >>> 4. What accuracy constraints of fit of reconstructed signal to
> >>> * * the actual? [Would linear interpolation between points be
> >>> * * adequate or would a 310947 degree polynomial be needed?
> >>> * * [Alright already, the degree was tongue in cheek, but intent
> >>> * * *was serious.]

>
> >>> The art of getting "right answer" is asking "right question" ;>
> >>> [I *KNOW* from personal embarrassing experience.]

>
> >Another question: How does the sampling rate compare to the bandwidth of
> >your data?

>
> If this is the same application, and if I'm understanding correctly, there
> is no continuous form of the data:
>
> http://groups.google.com/group/comp....hread/da25715e...
>
> Knowing the bandwidth would probably boil down to deciding which
> frequencies are "noise", but that doesn't necessarily mean a low-pass
> filter is a good idea.
>
> Jessica: *what is stopping you from using the HMA that you want to use?
> Is it a question of whether it's the right tool? *I'm not familiar with
> this estimator (other than reading an article on it just now that gives a
> formula, but not much insight), but I would think it'd be important to come
> up with a model (this is an art, and if you get it wrong, the results will
> probably not tell you; Rune has a lot of good stuff to say about this )
> of both the trends you want to track, as well as the "noise" you don't.
> You might look for: *random walks, periodic components (once a day, once an
> hour, etc), random ramps, etc..


Reply With Quote