FFT and 'uneven' time data

[Matthias Brennwald]

On Apr 21, 2009, at 4:45 PM, help-octave-request at octave.org wrote:

> How do I easily handle obtaining an FFT when the data is NOT evenly  
> spaced
> in time?
>
> I wrote my own program to create a new variable with evenly spaced  
> data
> using linear interpolation, which works fine, except it does not  
> decimate,
> it only adds in so the smallest step becomes the final step [obviously
> creating a huge data base], plus with data that has jitter, does not  
> work
> as well.
>
> Is there some way to obtain an FFT directly given the time base of the
> data is not evenly spaced *and* contains jitter?
>
> Robert

The simple and somewhat dirty solution is to interpolate your original  
data using a smooth interpolation to evenly spaced times. Otherwise,  
take a look at this:

http://pubs.acs.org/doi/abs/10.1021/es0700247

Cheers
Matthias