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Calculating the time constant for a variying data set

  1. Apr 15, 2013 #1
    I have a large data set consisting of varying magnitude over time in the form of sine+cos. I want to apply a high pass filter to the data, but i'm not sure how to calculate the time constant for the data. I produce a power spectrum of the data that i can visually inspect to figure out where i want the cutoff to occur (typically between 2 and 10 μHz).

    here is how i am implementing the algorithm, i just need a way to calculate the time constant

    Code (Text):

    dt = (time[1] - time[0]) * 86400 ; converting from days to sec
    timeConstant =  ?
    alpha = timeConstant / (timeConstant + dt)

    for i = 1 to sizeOfData
        mag[i] = alpha * (mag[i-1] + (time[i] - time[i-1]))
    can anyone help?
    Last edited: Apr 15, 2013
  2. jcsd
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