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Help on estimation the gradient of a sigal sequence

  1. Jul 27, 2006 #1
    Dear All,

    I have a signal, which is a time series from measuring some quantity. The trend of the signal is decreasing. However, due to noise, the signal is fluctuating. Is there some method to get a good estimation of the gradient of the signal, i.e. the average reduction of the quantity? Thanks a lot!

  2. jcsd
  3. Aug 1, 2006 #2


    User Avatar

    Staff: Mentor

    The easiest would be to do a least-squares fit of a curve to the data. You can even do that in Excel -- just use the online Help function in Excel to guide you through the process.

    Another way would be to characterize the spectrum of the noise versus the signal, and do a digital filter of the data to improve your signal-to-noise ratio. "Designing Digital Filters" by Williams is an excellent introductory book to DSP.
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