Hi all,
Let's suppose we have some data of voltage signal (MV voltage level) at some instants t0, t1, t2,...tn. The time duration between two observations is quite big (about 1 hour). If we want to interpolate the voltage value at other instants t0', t1',..,tn' (the time duration is also 1 hour), what is the "best" interpolation method? I know some methods, but I really worry about the "precision" of interpolated values (because of big time sampling value)
Any help would be appreciated. Thanks.
Hi Danh,
you can use for example cubic splines that lead to a continuously differentiable interpolation without increasing the degree of the interpolating polynomial. You can find easily the algorithm in Numerical Recipes for example or in numerical libraries.
Hi there,
You can use the Fourier series interpolation algorithm for this. You just have to optimize the fit by selecting the number of harmonics such that the residuals follow a Gaussian deistribution. Simple and efficient. You can the claculate analytically, the first derivatiev of your signal and its integral over time, if you are interested in that type information.
CHeers,
Frank
It is an interesting q. Are you interested in precision or accuracy? please see if following is useful :
quote"Sngularity of the Autocorrelation Matrix :If the autocorrelation matrix is singular, then the corresponding random variables are linearly dependent (Section
A.}..... This means, in particular, that if we measure a set of L successive samples of x(n), then all the future samples can be computed recursively, with no error. That is, the process is fully predictable. "unquote ref. PP Vaidyanathan
http://authors.library.caltech.edu/25063/1/S00086ED1V01Y200712SPR003.pdf
Cheers
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