MATLAB: FFT on unequal spaced data.

fourier transform

Hi,

What is the effect of apply FFT on unequal space data? The frequency domain will also unequally spaced? Why some of the signal processing, they remain the DC component?

Should i remove DC component?

Thank you.

Best Answer

The d-c component is the mean of the signal, so it is up to you to keep it or discard it (setting it to zero).

The Fourier transform requires equally-spaced data, at least in my experience. One spectral estimation function that does not require equally-spaced data is the Lomb-Scargle periodogram, implemented in the Signal Processing Toolbox plomb function.

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MATLAB: FFT Spectrum or Welch Spectrum

Hi, Are you attempting to say that you wrote your own Welch overlapped segment averaging routine? The WOSA estimator is an estimate of the power spectral density.

The Welch estimate does result in a broadening of the peaks, which may explain the slight frequency shift you see. If you are attempting to identify a particular frequency then the periodogram has the best frequency resolution of any nonparametric estimator.

For example:

Fs = 1e3;
t = 0:1/Fs:1-1/Fs;
x = cos(2*pi*100*t)+randn(size(t));
psdPer = psd(spectrum.periodogram,x,'Fs',Fs,'NFFT',length(x));
% Welch estimate
hwelch = spectrum.welch;
% 5-Hz DFT bin spacing
hwelch.SegmentLength = 200;
psdWOSA = psd(hwelch,x,'Fs',Fs,'NFFT',hwelch.SegmentLength);
plot(psdPer);
figure;
plot(psdWOSA);

MATLAB: How to compute the spectrum of unevenly spaced samples in MATLAB

The Signal Processing Toolbox has had "plomb" function to conduct spectral estimation of signals with nonuniform sampling or missing data by using the Lomb-Scargle algorithm.

The ability to compute the Lomb periodogram is not available in MATLAB.

As a workaround, you can use the user-contributed file from MATLAB Central linked below.

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=993

You may also find other user contributed files related to Lomb periodogram on MATLAB Central at the following URL:

http://www.mathworks.com/matlabcentral/

Note that MathWorks does not guarantee or warrant the use or content of these submissions. Any questions, issues, or complaints should be directed to the contributing author.

Best Answer

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MATLAB: FFT Spectrum or Welch Spectrum

MATLAB: How to compute the spectrum of unevenly spaced samples in MATLAB

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