I want to differentiate a noisy signal with many, randomly located, missing data values. Which smoothing techniques should be applied before differentiating the signal?
I have a velocity signal at 200 Hz, but due to wireless transmission about half the data values are missing (NaN), up to 8 in a row (40 ms between data points). I would like to get the derivative signal (acceleration), but without smoothening, it is too noisy. I'm mostly interested in a rough (!) estimation of maximum acceleration. What is the best techniques to handle the missing data? Linear interpolation between known data points?