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Re: FFT and 'uneven' time data

From: Matthias Brennwald
Subject: Re: FFT and 'uneven' time data
Date: Tue, 21 Apr 2009 16:58:58 +0200

On Apr 21, 2009, at 4:45 PM, address@hidden wrote:

How do I easily handle obtaining an FFT when the data is NOT evenly spaced
in time?

I wrote my own program to create a new variable with evenly spaced data using linear interpolation, which works fine, except it does not decimate,
it only adds in so the smallest step becomes the final step [obviously
creating a huge data base], plus with data that has jitter, does not work
as well.

Is there some way to obtain an FFT directly given the time base of the
data is not evenly spaced *and* contains jitter?


The simple and somewhat dirty solution is to interpolate your original data using a smooth interpolation to evenly spaced times. Otherwise, take a look at this:


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