Re: Fourier analysis with missing data

Scott Seidman <namdiesttocs@xxxxxxxxxxxxxx> wrote in
news:Xns96D673953FB11scottseidmanmindspri@xxxxxxxxxxx:

> "Paige Miller" <paige.miller@xxxxxxx> wrote in news:ef157eb.-1
> @webx.raydaftYaTP:
>
>> Suppose I have data collected 1000 times per second. Some of the data
>> turns out to be missing. How can I do a Fourier analysis on data with
>> missings?
>>
>
> http://groups.google.com/group/comp.soft-
> sys.matlab/browse_frm/thread/a07d52743ecd054/ff8c4c267976ea55?
> lnk=st&q=fourier+irregular+sample+group:*.matlab&rnum=1
> &hl=en#ff8c4c267976ea55
>
>
> http://groups.google.com/group/comp.soft-
> sys.matlab/browse_frm/thread/8e8704781babe1e7/edebe2b2eb56b018?
> lnk=st&q=fourier+irregular+sample+group:*.matlab&rnum=4
> &hl=en#edebe2b2eb56b018
>
>
> Lots of info in that second thread
>


Here's AJ Johnson's contribution to that thread::

To cut to the chase, as they say, here is the code.
Cheers! -Aj

function X=dft(t,x,f)
% function X=dft(t,x,f)
% Compute DFT (Discrete Fourier Transform) at frequencies given
% in f, given samples x taken at times t:
% X(f) = sum { x(k) * e**(2*pi*j*t(k)*f) }
% k

t = t(:); % Format 't' into a column vector
x = x(:); % Format 'x' into a column vector
f = f(:); % Format 'f' into a column vector

% It's just this simple:
W = exp( 2*pi*j * f*t');
X = W * x;
--
Scott
Reverse name to reply
.

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