Extrapolation using fft in octave
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Published on 2010-05-09T09:08:16Z
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2010/05/09
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Using GNU octave, I'm computing a fft over a piece of signal, then eliminating some frequencies, and finally reconstructing the signal. This give me a nice approximation of the signal ; but it doesn't give me a way to extrapolate the data.
Suppose basically that I have plotted three periods and a half of
f: x -> sin(x) + 0.5*sin(3*x) + 1.2*sin(5*x)
and then added a piece of low amplitude, zero-centered random noise. With fft/ifft, I can easily remove most of the noise ; but then how do I extrapolate 3 more periods of my signal data? (other of course that duplicating the signal).
The math way is easy : you have a decomposition of your function as an infinite sum of sines/cosines, and you just need to extract a partial sum and apply it anywhere. But I don't quite get the programmatic way...
Thanks!
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