How can I convert this kind of data 08:00:43.771 given as string into a number specifying the number of milliseconds since midnight corresponding to this time instance?
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I generally use the Matlab datenum outputs for timestamping in Matlab. Datenums are the number of days since 0/0/0000, expressed as a double (double precision numbers are precise to about 14 usec for contemporary dates).
Using datenums.
For unusual string formats, use the extended form of
datenum, which can accept a string format specifier.