Double discrete integration of periodic function with R: doubly integrated function contains linear artifact
I need to integrate a signal from accelerometer, in order to get speed and position over time.
I'm trying the code on some code-generated acceleration data:
1)squarewave
2)sawtooth
3)sin
The speed function obtained is ok, the problem is with the position function obtained integrating speed. IN each case (squarewave, sawtooth, sin) the doubly discrete-integrated funtion shows a linear term superposed to the expected oscillating one.
I've perfomed this discrete-integration with both diffinv() function and with this custom function I've written:
#function that, given a function sampled at some time values, calculates its primitive
calculatePrimitive<-function(f_t, time, initialValue){
F_t<-0
F_t[1]<-initialValue
for (i in 2:length(f_t)) {
F_t[i] <- F_t[i-1] + (( (f_t[i]+f_t[i-1])/2 )*(time[i]-time[i-1]) )
}
F_t
}
The result is the same, no matter which function i use to performe the discrete integration, and it is shown in the attached graphs for cases 1) to 3).
I don't understand why this happen when, no matter what is the acceleration data, the discrete integration is applied to data that have been obtained by descrete integration themselves.
r numerical-methods numerical-integration
edited Nov 24 '18 at 19:28
miselking
1,70441927
asked Nov 24 '18 at 15:29
sten_sten_
62
add a comment |
I need to integrate a signal from accelerometer, in order to get speed and position over time.
I'm trying the code on some code-generated acceleration data:
1)squarewave
2)sawtooth
3)sin
The speed function obtained is ok, the problem is with the position function obtained integrating speed. IN each case (squarewave, sawtooth, sin) the doubly discrete-integrated funtion shows a linear term superposed to the expected oscillating one.
I've perfomed this discrete-integration with both diffinv() function and with this custom function I've written:
#function that, given a function sampled at some time values, calculates its primitive
calculatePrimitive<-function(f_t, time, initialValue){
F_t<-0
F_t[1]<-initialValue
for (i in 2:length(f_t)) {
F_t[i] <- F_t[i-1] + (( (f_t[i]+f_t[i-1])/2 )*(time[i]-time[i-1]) )
}
F_t
}
The result is the same, no matter which function i use to performe the discrete integration, and it is shown in the attached graphs for cases 1) to 3).
I don't understand why this happen when, no matter what is the acceleration data, the discrete integration is applied to data that have been obtained by descrete integration themselves.
r numerical-methods numerical-integration
edited Nov 24 '18 at 19:28
miselking
1,70441927
asked Nov 24 '18 at 15:29
sten_sten_
62
How is this Rstudio related?
– Roman Luštrik
Nov 24 '18 at 16:49
1
not R studio related. There's no Rstudio tag indeed. I'm removing the "studio" word from tittle
– sten_
Nov 24 '18 at 17:29
add a comment |
I need to integrate a signal from accelerometer, in order to get speed and position over time.
I'm trying the code on some code-generated acceleration data:
1)squarewave
2)sawtooth
3)sin
The speed function obtained is ok, the problem is with the position function obtained integrating speed. IN each case (squarewave, sawtooth, sin) the doubly discrete-integrated funtion shows a linear term superposed to the expected oscillating one.
I've perfomed this discrete-integration with both diffinv() function and with this custom function I've written:
#function that, given a function sampled at some time values, calculates its primitive
calculatePrimitive<-function(f_t, time, initialValue){
F_t<-0
F_t[1]<-initialValue
for (i in 2:length(f_t)) {
F_t[i] <- F_t[i-1] + (( (f_t[i]+f_t[i-1])/2 )*(time[i]-time[i-1]) )
}
F_t
}
The result is the same, no matter which function i use to performe the discrete integration, and it is shown in the attached graphs for cases 1) to 3).
I don't understand why this happen when, no matter what is the acceleration data, the discrete integration is applied to data that have been obtained by descrete integration themselves.
r numerical-methods numerical-integration
edited Nov 24 '18 at 19:28
miselking
1,70441927
asked Nov 24 '18 at 15:29
sten_sten_
62
I need to integrate a signal from accelerometer, in order to get speed and position over time.
I'm trying the code on some code-generated acceleration data:
1)squarewave
2)sawtooth
3)sin
The speed function obtained is ok, the problem is with the position function obtained integrating speed. IN each case (squarewave, sawtooth, sin) the doubly discrete-integrated funtion shows a linear term superposed to the expected oscillating one.
I've perfomed this discrete-integration with both diffinv() function and with this custom function I've written:
#function that, given a function sampled at some time values, calculates its primitive
calculatePrimitive<-function(f_t, time, initialValue){
F_t<-0
F_t[1]<-initialValue
for (i in 2:length(f_t)) {
F_t[i] <- F_t[i-1] + (( (f_t[i]+f_t[i-1])/2 )*(time[i]-time[i-1]) )
}
F_t
}
The result is the same, no matter which function i use to performe the discrete integration, and it is shown in the attached graphs for cases 1) to 3).
I don't understand why this happen when, no matter what is the acceleration data, the discrete integration is applied to data that have been obtained by descrete integration themselves.
r numerical-methods numerical-integration
r numerical-methods numerical-integration
edited Nov 24 '18 at 19:28
miselking
1,70441927
asked Nov 24 '18 at 15:29
sten_sten_
62
edited Nov 24 '18 at 19:28
miselking
1,70441927
asked Nov 24 '18 at 15:29
sten_sten_
62
edited Nov 24 '18 at 19:28
miselking
1,70441927
edited Nov 24 '18 at 19:28
miselking
1,70441927
edited Nov 24 '18 at 19:28
miselking
1,70441927
1,70441927
asked Nov 24 '18 at 15:29
sten_sten_
62
asked Nov 24 '18 at 15:29
sten_sten_
62
asked Nov 24 '18 at 15:29
sten_sten_
62
62
How is this Rstudio related?
– Roman Luštrik
Nov 24 '18 at 16:49
1
not R studio related. There's no Rstudio tag indeed. I'm removing the "studio" word from tittle
– sten_
Nov 24 '18 at 17:29
add a comment |
How is this Rstudio related?
– Roman Luštrik
Nov 24 '18 at 16:49
1
not R studio related. There's no Rstudio tag indeed. I'm removing the "studio" word from tittle
– sten_
Nov 24 '18 at 17:29
How is this Rstudio related?
– Roman Luštrik
Nov 24 '18 at 16:49
How is this Rstudio related?
– Roman Luštrik
Nov 24 '18 at 16:49
1
1
not R studio related. There's no Rstudio tag indeed. I'm removing the "studio" word from tittle
– sten_
Nov 24 '18 at 17:29
not R studio related. There's no Rstudio tag indeed. I'm removing the "studio" word from tittle
– sten_
Nov 24 '18 at 17:29
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
StackExchange.using("externalEditor", function () {
StackExchange.using("snippets", function () {
StackExchange.snippets.init();
});
});
}, "code-snippets");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "1"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53459656%2fdouble-discrete-integration-of-periodic-function-with-r-doubly-integrated-funct%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Stack Overflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53459656%2fdouble-discrete-integration-of-periodic-function-with-r-doubly-integrated-funct%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
How is this Rstudio related?
– Roman Luštrik
Nov 24 '18 at 16:49
1
not R studio related. There's no Rstudio tag indeed. I'm removing the "studio" word from tittle
– sten_
Nov 24 '18 at 17:29