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Re: filtering out harmonic trend

From: Dmitri A. Sergatskov
Subject: Re: filtering out harmonic trend
Date: Tue, 4 Dec 2007 08:45:00 -0600

(Sorry, forgot to CC to the list. Dmitri.)

On Dec 4, 2007 6:39 AM, Francesco Potorti` <address@hidden> wrote:
> I have a 200,000 samples measurement, which is a sort of noise with
> bandwidth in the order of the inverse of 500 samples.  Superimposed to
> this noise there is a very slow sinusoid with a period of about 300,000
> samples.  This means that my measurements do not even see a complete
> cycle of this sinusoid.
> I want to estimate the sinusoid (in order to remove it from the
> measurement).  So I need some sort of very-low pass filter.  However,

If you know the frequency of the sinusoid (e.g. if it is a power line
interferance), then you should be able to do a generalized linear
fit to :

Y = A*sin(Wt) + B*cos(Wt) + C

where W is a known frequency and A, B, and C -- fitting parameters.

If your data expected to have a trend, you should include it
in the fit as well -- i.e. instead of just C use C*t + D or
something similar.

> --
> Francesco Potortì (ricercatore)        Voice: +39 050 315 3058 (op.2111)



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