Convolving a non-uniformly sampled signal with a Gaussian

[Søren Hauberg]

Hi
I have a signal that I need to convolve with a Gaussian (or another 
similar filter). The problem is that the signal is not uniformly 
sampled, meaning I can't use conv directly. My first thought was to 
interpolate the signal, perform convolution, and then resample, but I 
don't want to do this as the function that generated isn't continuos.

Does anybody know a easy way to do this, or do I have to implement this 
from scratch.

/Søren



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