Align two time-stamped data streams in time

Align two time-stamped data streams in time

TIMEALIGN Align 2 data matrices in time.
The presumption is that t1 and t2 vectors are associated with data matrices that must be time aligned. There is no assumption of even time spacing, but times are assumed to be monotonically increasing.

Matrices u1 and u2 must be column-based, i.e., length(t1) == size(u1,1) and length(t2) == size(u2,1)

[t,a1,a2] = timealign(t1,t2,u1,u2) returns
t time, the union of t1 & t2
a1 u1 at points where t == t1 (NaN otherwise)
a2 u2 at points where t == t2 (NaN otherwise)

[...] = timealign(t1,t2,u1,u2,res) aligns using a fixed resolution res


EXAMPLE:
t1 = [1 2 3]'; u1 = [6 7 8]';
t2 = [2 4 5]'; u2 = [3 4; -1 2; 9 12];
[t,a1,a2] = timealign(t1,t2,u1,u2)
t = a1 = a2 =
1 6 NaN NaN
2 7 3 4
3 8 NaN NaN
4 NaN -1 2
5 NaN 9 12