nonuniform sampling rate and lsqnonlin

1 次查看（过去 30 天）

J J 2012-2-2

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/27889-nonuniform-sampling-rate-and-lsqnonlin

Hello all, Imagine we have a signal, S_t(theta), of which we have a noisy observation, y_t, with unequal sampling rates. Assume noise is gaussian with constant variance. Now, my sampling rate is unequal as i said: I have 120 ( length(y_t)=120 ) data points, first 60 points are sampled at 1 sec intervals, last 60 points are sampled at dt=4sec. Now, in the least square fitting process of lsqnonlin, how does the variance of the noise change according this sampling rate? Basically, what do I minimize here:

fun  = ( abs(y_t_est - y_t) ).*sqrt(dt);
or  
fun  = ( abs(y_t_est - y_t) ).*sqrt(1/dt);

Note that fun is what s being passed to lsqnonlin for minimization. and y_t_est is my estimation of y_t based on whatever model I have assumed. Thanks in advance.