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Thread Subject:
Numerical integration of continuous data

Subject: Numerical integration of continuous data

From: Mar

Date: 30 Oct, 2013 11:49:17

Message: 1 of 3

Hi all

I'm trying to integrate a noisy signal composed of continuous data points, and I was wondering if there's any other way to do this besides cumtrapz. I'd like to try some various quadrature rules (maybe) to see which works best, since trapezoidal rule seems don't works well for me.

Thanks

Mar

Subject: Numerical integration of continuous data

From: Torsten

Date: 30 Oct, 2013 12:10:16

Message: 2 of 3

"Mar" wrote in message <l4qrnt$ifm$1@newscl01ah.mathworks.com>...
> Hi all
>
> I'm trying to integrate a noisy signal composed of continuous data points, and I was wondering if there's any other way to do this besides cumtrapz. I'd like to try some various quadrature rules (maybe) to see which works best, since trapezoidal rule seems don't works well for me.
>
> Thanks
>
> Mar

First denoise your signal, then integrate.

Best wishes
Torsten.

Subject: Numerical integration of continuous data

From: Mar

Date: 30 Oct, 2013 13:16:12

Message: 3 of 3

"Torsten" wrote in message <l4qsv7$6a7$1@newscl01ah.mathworks.com>...
> "Mar" wrote in message <l4qrnt$ifm$1@newscl01ah.mathworks.com>...
> > Hi all
> >
> > I'm trying to integrate a noisy signal composed of continuous data points, and I was wondering if there's any other way to do this besides cumtrapz. I'd like to try some various quadrature rules (maybe) to see which works best, since trapezoidal rule seems don't works well for me.
> >
> > Thanks
> >
> > Mar
>
> First denoise your signal, then integrate.
>
> Best wishes
> Torsten.

I actually want to check the distribution of the noise when I integrate. I have a suspicion that when I integrate the gaussian noise is not gaussian anymore. Can you give me a hint how can I check this? I am quite new in this area and in Matlab as well.

Many Thanks
Mar

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