Farrahakhtar asked . 2021-03-05

How can I find the FFT of a time series when the samples are not equally spaced?

I would like to find the FFT of a time series with nonuniformly spaced samples.

matlab , signal , signal processing , fft , time series

Expert Answer

Prashant Kumar answered . 2024-12-20 18:14:20

To find the FFT of a time series when the samples are not equally spaced, you must first interpolate the data so all samples are equally spaced. Use the INTERP1 function to interpolate between the sampled points.

The inputs to INTERP1 X, Y, and XI are the following:

X - your original data, or location of samples

Y - the magnitue at those samples

XI - where you would like the samples to be

Feed the results of INTERP1 to the FFT function. Note that this is an approximation and you might lose some of the resolution.

For additional ways of analyzing spectrum of nonuniformly spaced sample data, please refer to:

"Spectral Estimation from Nonconsecutive Data"

by N. Rozario and A. Papoulis

IEEE Trans. on Information Theory, vol IT-33, no. 6, November 1987

"On Nonuniform Sampling Expansions Using Entire Interpolating

Functions, and On the Stability of Besslel-Type Sampling Expansions"

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