I wonder to know what is the best way to handle not equally spaced in time signal when performing FFT ?
I guess it depends on the signal itself. I work with signal with about 1000 - 5000 samples and they can contain between 0 to 20% missing samples. And I am interested in both main frequencies AND amplitudes.
Currently I do a basic linear interpolation to "fill" missing samples. I heard somewhere that we could actually "fill" missing samples with NaN (I didn't try yet).
What do you think about these two options ? Advantages and disadvantages ?