filtering out harmonic trend

[Fredrik Lingvall]

Francesco Potorti` wrote:
>>> I have a 200,000 samples measurement, which is a sort of noise with
>>> bandwidth in the order of the inverse of 500 samples.  Superimposed to
>>> this noise there is a very slow sinusoid with a period of about  
>>> 300,000
>>> samples.  This means that my measurements do not even see a complete
>>> cycle of this sinusoid.
>>>
>>> I want to estimate the sinusoid (in order to remove it from the
>>> measurement).  So I need some sort of very-low pass filter.  However,
>>> usign a simple causal low-pass filter would give me a delayed output.
>>> Can anyone suggest some keyword for a noncausal filter to look for?  I
>>> guess that it could be simple, because the bandwidths of signal and
>>> noise are so far away each other.
>>>       
>> If the low-frequency signal is a 'clean' sinusoid, then I'd try  
>> fitting a sinusoid to the data, and then subtract this sinusoid from  
>> the data.
>>     
>
> After some experimentation, it turns out that my low-frequency signal
> is not a sinusoid.  So I stuck with filtfilt.  Now, I am deciding what
> filter to use and how to choose its parameters.
>
> Thank you
>
>   
This book can perhaps be of some help for you:

Bretthorst, G. Larry, "Bayesian Spectrum Analysis and Parameter Estimation"
http://bayes.wustl.edu/glb/book2.pdf

/Fredrik
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