Matlab filter electical spikes in accelerometric data

Question

I have a dataset of accelerometric data that is affected by electical spikes.

I\'m looking for a good method to filter out or reduce these spikes as need to calcula

Answer 1

I find that for the specific problem of one-point spikes (which arises in CCD detectors when a cosmic ray discharges a single CCD cell during the exposure) the following algorithm works very well:

  N=length(y);
  for i=[3:1:N-2]
    # calculate the means of two nearest neighbours, and two next-nearest neighbours
    y1=(y(i-1)+y(i+1))/2;
    y2=(y(i-2)+y(i+2))/2;
    # if those two means are close, but the current point is far off, it's a spike
    if ( abs(y2-y(i)) > cutoff && abs(y1-y2) < cutoff)
       z(i)=y2;
    endif
  endfor

Selecting the best strategy for a good cutoff selection is a separate issue; I tend to have it set to a fixed value based on the typical dark counts in the CCD. One can also use separate levels for what is "close" and what is "far off", like this:

    if ( abs(y2-y(i)) > cutoff_far && abs(y1-y2) < cutoff_close )

One can also select a different criterion, like the difference between two means is X times smaller than the difference with the spike data:

    if ( abs(y2-y(i)) > 10*abs(y1-y2) )

Peaks that are wider than a single-point spike survive this process unmolested.

An example of de-spiked Raman spectrum using a CCD detector