Compare two signals of the same underlying process in order to create a noise reducing filter

Question

Adam Nooberson 2020-4-19

0
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https://ww2.mathworks.cn/matlabcentral/answers/519114-compare-two-signals-of-the-same-underlying-process-in-order-to-create-a-noise-reducing-filter

回答： Sai Sri Pathuri 2020-5-28

I have two signals,1 & 2. Both are from the same underlying process, but measured with different equipment. Signal 1 has sampling frequency 1 Hz. Signal 2 has sampling frequency 0.2 Hz.

I want to compare the two signals in order to create a noise reducing filter for signal 1. Right now I do it the following way.

Interpolate signal 2.
Use pwelch and mscohere to look at the signal's similarities.
Design a lowpass filter since mscohere only gives a high value for low frequencies.

Fn = Fs/2;

Wp = Flp/Fn;

Ws = (Flp*0.8)/Fn;

[n,Wn] = buttord(Wp,Ws,Rp,Rs);

[z,p,k] = butter(n,Wn);

[sosbp,gbp] = zp2sos(z,p,k);

freqz(sosbp, 2^20, Fs)

filtered_signal = filtfilt(sosbp, gbp, signal);

I'm a total beginner at signal processing, what should I look at? How should I pick lowpass frequency, Ws, Rp, Rs?