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MathGroup Archive 2004

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Re: Noisy data and ListConvolve

  • To: mathgroup at smc.vnet.net
  • Subject: [mg45868] Re: Noisy data and ListConvolve
  • From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
  • Date: Wed, 28 Jan 2004 05:19:05 -0500 (EST)
  • Organization: Universitaet Leipzig
  • References: <bv5e3f$t1k$1@smc.vnet.net>
  • Reply-to: kuska at informatik.uni-leipzig.de
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

you must design a filter kernel, that remove the
noise frequence. We can't know your data, your sampling
and your noise frequencies and so we are not able to
construct an appropriate filter.

You can force the data set to be periodic to get
the same number of output points but this introduce
some high frequencys in your data.

Your filter should be normalized.

Regards
  Jens


Yasvir Tesiram wrote:
>
> Hi all,
> I recently wanted to smooth out some noisy data and compare it with a
> fitting procedure. My enquires led me to ListConvolve. Going through the
> examples provided in the help files, some questions arose which I hope
> someone will be able to answer for me or point me to some book or
> something that goes through this type of analysis.
>
> 1. How does one choose an appropriate kernel?
> 2. I want the same number of data points as my original set of points.
> Yet, despite the documentation, even the example returns a list which is
> shorter than the original data set. How do you control this?
> 3. The plot in the example looks great compared with the noisy generated
> data, but the spread of y-values after ListConvolve is applied is
> completely different.
>
> Does anyone use ListConvolve regularly for smoothing data. If so, your
> help would be greatly appreciated.
>
> Thanks
> Yas

~


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