I have two Signals: a noisy Input-Signal and a filtered OutputSignal. The Noise-Filter has been implemented with a Kalman-Filter.
Please click on the link below to see the signals!
As I see it, the Signals have two main Frequencies: first of all the big waves with a period of about 75 units and the small noise with a period of 4-5 units. The implemented filter only reduces the noise with small wavelengths.
For a presentation I want to visualize the spectrum of the two signals to show the influence of the filter on different wavelengths.
I tried to use the Matlab Fourier-Function 'fft' but the result did not represent the two frequencies at all. I also tried the MatlabTool 'sptool' without convincing results. The online Tool 'Fourier Calculator from sooeet' gave different results but not what I expected either. I tried all these tool but the spectrums always looked completely random and noisy.
What I would like to see is a spectrum composed of low frequencies and high frequencies (as you see in the linked picture), but all of the algorithms/tools tested looked totally different:
I outlined my expectations on the linked picture below.
Perhaps somebody knows a tool that can calculate the frequencies like this.
The values of the Signals are:
-0.0823
-0.2204
-0.0970
-0.1723
-0.5056
-0.2664
-0.4280
-0.2442
-0.2904
-0.6514
-0.7039
-0.6013
-0.5876
-0.6501
-0.8850
-0.6061
-0.7922
-0.7860
-0.7300
-0.9097
-0.6734
-0.2516
-0.6025
-0.0040
-0.3505
-0.0618
-0.2220
-0.1041
-0.0215
0.0490
0.0018
0.0878
-0.2293
0.2410
0.0657
0.3257
0.0826
0.3924
0.3064
0.3345
0.7688
1.0730
0.2063
0.7171
0.3272
0.4987
0.4019
0.5663
0.6382
0.5370
0.4147
0.6068
0.2181
0.2454
0.2029
0.1753
0.0018
0.0644
0.1498
-0.0313
-0.0415
-0.1254
0.2691
0.3785
0.0608
0.2413
0.2164
0.2247
0.0968
0.1985
0.2755
0.1995
0.3376
0.1872
0.1262
-0.0419
-0.2308
0.0048
0.0579
-0.0625
-0.1756
0.0075
-0.0790
-0.2651
-0.0291
-0.1313
-0.2738
-0.4048
-0.3443
-0.3889
-0.6654
-0.4471
-0.4641
-0.3966
-0.4480
-0.0957
-0.1514
-0.5184
-0.2632
-0.3455
-0.5005
-0.2175
-0.2515
-0.2996
-0.1989
-0.3179
0.1894
0.0282
-0.3516
-0.0274
-0.2997
0.2925
0.3074
0.2470
0.1185
0.2817
0.1456
0.2326
0.1424
0.3457
0.3262
0.2793
0.3235
0.1701
0.2401
0.2372
0.0883
0.1992
0.2818
0.0423
0.6161
0.4469
0.5074
0.5558
0.6857
0.6317
0.4676
0.3587
0.4891
0.2760
0.3660
0.3490
0.1351
0.1628
0.2769
0.1409
0.1632
0.1190
0.5887
0.1945
0.0592
0.0377
0.2261
-0.2178
0.0442
-0.4583
-0.5077
-0.4960
-0.0434
-0.3791
-0.3672
-0.4118
-0.5115
-0.3916
-0.3545
-0.2559
-0.3569
-0.3129
-0.3004
-0.2316
-0.3691
-0.3324
-0.2454
-0.2001
-0.2204
-0.2280
-0.3068
-0.2990
0.1794
-0.1716
-0.0941
0.2398
0.1337
0.0755
0.2363
0.0564
0.1874
0.3280
0.1725
0.4464
0.1402
-0.0018
0.2718
0.2061
0.1836
0.1328
0.0092
0.0355
0.1673
0.1444
0.1378
0.1587
0.2226
0.2634
0.0417
-0.0195
0.0539
0.3441
0.1436
0.5122
0.3686
0.3828
0.3396
0.3270
0.4811
0.2049
0.2682
0.3395
0.3420
0.3748
0.3716
0.3894
-0.1382
-0.1493
-0.0868
-0.1573
-0.1433
-0.2175
-0.1783
-0.0486
-0.2032
-0.2025
-0.4589
-0.7354
-0.3886
-0.0840
-0.4575
-0.3431
-0.5350
-0.5113
-0.2056
-0.4737
0.0260
-0.5121
-0.1551
-0.4069
-0.3807
-0.3347
-0.3512
-0.3180
-0.8291
-0.7202
-0.5020
0.1250
-0.0141
0.0628
-0.1551
0.2211
0.2363
0.1585
0.1450
0.2387
0.2360
0.1590
0.4279
0.3582
0.5718
0.5606
0.6549
0.6370
0.4914
0.5626
0.4162
0.4844
0.3744
0.2757
0.2870
0.0700
0.1728
0.1208
0.2915
0.1573
0.0115
0.0417
0.1508
-0.0295
-0.0418
-0.0973
0.0187
-0.2198
-0.1375
-0.1966
-0.1350
-0.1431
0.3301
0.5742
0.4036
0.2187
0.3555
0.2794
0.3918
0.3747
0.4528
0.4688
0.4248
0.3225
0.6267
0.1959
0.1700
0.3745
0.3708
0.3530
0.3271
0.0849
0.1610
0.2170
0.0304
0.3133
0.0956
0.0871
-0.0735
0.0496
-0.0564
-0.0361
0.0938
0.0518
-0.1462
-0.6120
-0.3321
-0.2617
-0.3187
0.0405
0.0438
-0.2559
0.2186
-0.0834
0.3523
0.2136
0.4076
0.2963
0.5153
0.4901
0.3855
0.5180
0.4889
and:
-0.0268
-0.0662
-0.0602
-0.0847
-0.2213
-0.2482
-0.3227
-0.3156
-0.3219
-0.4480
-0.5627
-0.6124
-0.6395
-0.6753
-0.7778
-0.7565
-0.7962
-0.8198
-0.8138
-0.8659
-0.8218
-0.6378
-0.6112
-0.3874
-0.3333
-0.1998
-0.1578
-0.0941
-0.0246
0.0454
0.0755
0.1197
0.0375
0.1270
0.1332
0.2221
0.2039
0.2902
0.3242
0.3550
0.5231
0.7548
0.6308
0.6958
0.6060
0.5869
0.5351
0.5484
0.5831
0.5749
0.5249
0.5505
0.4376
0.3578
0.2832
0.2192
0.1146
0.0597
0.0534
-0.0064
-0.0509
-0.1083
-0.0115
0.1088
0.0970
0.1489
0.1807
0.2068
0.1813
0.1937
0.2286
0.2286
0.2741
0.2566
0.2194
0.1309
-0.0040
-0.0271
-0.0218
-0.0543
-0.1150
-0.0961
-0.1063
-0.1751
-0.1453
-0.1529
-0.2054
-0.2896
-0.3319
-0.3759
-0.5006
-0.5188
-0.5316
-0.5122
-0.5092
-0.3820
-0.2980
-0.3590
-0.3223
-0.3224
-0.3773
-0.3245
-0.2942
-0.2880
-0.2500
-0.2625
-0.1002
-0.0292
-0.1092
-0.0669
-0.1300
0.0205
0.1430
0.2139
0.2185
0.2708
0.2591
0.2736
0.2492
0.2958
0.3231
0.3251
0.3385
0.2935
0.2796
0.2668
0.2052
0.1949
0.2167
0.1533
0.3012
0.3617
0.4280
0.4936
0.5856
0.6342
0.6096
0.5463
0.5367
0.4539
0.4183
0.3855
0.2880
0.2231
0.2155
0.1680
0.1426
0.1122
0.2541
0.2347
0.1727
0.1168
0.1395
0.0078
-0.0041
-0.1813
-0.3335
-0.4413
-0.3603
-0.4008
-0.4218
-0.4472
-0.4956
-0.4873
-0.4626
-0.4051
-0.3918
-0.3656
-0.3405
-0.2976
-0.3122
-0.3131
-0.2851
-0.2484
-0.2280
-0.2167
-0.2371
-0.2526
-0.1016
-0.1038
-0.0833
0.0442
0.1048
0.1265
0.1926
0.1771
0.2037
0.2684
0.2614
0.3449
0.3014
0.2131
0.2344
0.2284
0.2151
0.1868
0.1221
0.0809
0.0961
0.1030
0.1082
0.1207
0.1535
0.1938
0.1489
0.0910
0.0706
0.1558
0.1558
0.2816
0.3306
0.3702
0.3822
0.3829
0.4324
0.3734
0.3448
0.3454
0.3462
0.3577
0.3653
0.3768
0.2040
0.0633
-0.0221
-0.1069
-0.1611
-0.2210
-0.2466
-0.2142
-0.2347
-0.2457
-0.3381
-0.5021
-0.5065
-0.3966
-0.4315
-0.4168
-0.4681
-0.4982
-0.4138
-0.4362
-0.2818
-0.3443
-0.2742
-0.3065
-0.3255
-0.3261
-0.3326
-0.3268
-0.4980
-0.5957
-0.5933
-0.3700
-0.2374
-0.1086
-0.0872
0.0515
0.1593
0.2087
0.2329
0.2751
0.2993
0.2844
0.3584
0.3879
0.4785
0.5406
0.6151
0.6605
0.6387
0.6388
0.5833
0.5589
0.5000
0.4188
0.3596
0.2412
0.1871
0.1327
0.1549
0.1326
0.0696
0.0347
0.0497
0.0046
-0.0317
-0.0752
-0.0654
-0.1352
-0.1585
-0.1927
-0.1942
-0.1939
-0.0276
0.1899
0.3003
0.3163
0.3672
0.3736
0.4100
0.4267
0.4610
0.4884
0.4900
0.4514
0.5218
0.4271
0.3402
0.3418
0.3438
0.3409
0.3309
0.2409
0.1972
0.1853
0.1156
0.1612
0.1267
0.0991
0.0249
0.0117
-0.0307
-0.0533
-0.0223
-0.0085
-0.0633
-0.2651
-0.3250
-0.3407
-0.3652
-0.2546
-0.1607
-0.1880
-0.0476
-0.0409
0.1103
0.1784
0.2922
0.3365
0.4381
0.5014
0.5063
0.5467
0.5613
Thanks in advance!
You can display the data in a way that makes the effect of the filter more clear.
Try the following alternatives:
Nt = length(signal1); % same as for signal2
Nf=2^nextpow2(Nt);
f = [0:Nf/2]/Nf;
spec1 = fft(signal1,Nf);
spec2 = fft(signal2,Nf);
(1) log/abs combination:
figure
semilogy(f,abs(spec1(1:Nf/2+1)))
hold on
semilogy(f,abs(spec2(1:Nf/2+1)),'g')
axis tight
(2) ratio:
figure
plot(f,abs(spec2(1:Nf/2+1))./abs(spec1(1:Nf/2+1)))
axis tight
Results are shown in the plots below:
Note that the signals with periodicity 75 and 5 time units should show up at ~0.013 and 0.2 frequency units, respectively.