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Reconstruct time series from FFT components. There is a time shift error.

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Haifei Chen
Haifei Chen el 24 de Jun. de 2024 a las 18:38
Comentada: Haifei Chen el 25 de Jun. de 2024 a las 4:38
Hello,
I'd like to extract various frequency components (amplitue, frequecny, phase) by applying FFT to a time series. Then to check if I get the correct numbers, reconstruct the time series by summing up the cosine components. As shown in the figure attached, there seems to be a growing time shift. What went wrong in my script? This issue is absent for my another set of data though.
Thank you!

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Paul
Paul el 25 de Jun. de 2024 a las 3:49
Editada: Paul el 25 de Jun. de 2024 a las 3:56
Hi Haifei,
You may want to investigate why the data is not uniformly sampled and how that impacts the analysis. Does the other set of data exhibit the same behavior?
load fftData.mat
t = t_exp';
x = y_exp';
plot(diff(t))
  1 comentario
Haifei Chen
Haifei Chen el 25 de Jun. de 2024 a las 4:38
Hi Paul,
Thank you for pointing that out. I didn't notice the samping rate is not strictly uniform for this dataset (it was uniform for the other dataset).
Much appreciated!
Haifei

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