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2
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2answers
58 views

PSD estimate using FFT - scaling and units

I know that similar questions have already been asked – I have read the answers, yet I am still not sure if I understand the topic properly at some points. I want to use FFT to calculate PSD ...
0
votes
0answers
33 views

Estimate SNR of Spread Waveform?

Suppose you have a sinewave at an aribitrary frequency, $f_0$, and you spread it (chip it) with a spreading code of length, $N$, with an arbitrary chip rate: What is the loss in SNR as a function of ...
0
votes
1answer
50 views

Is the quantization noise white here?

If I have the following power spectral density of the quantization error can I tell that quantization noise is approximately white? Can you please provide some justification?
0
votes
0answers
12 views

PSD estimation from multivariate data [migrated]

Assume a multivariate dataset $\mathbf{x} = (x_1, ..., x_n)$ where $x_{i}$ are for example different sensors. Now, there are several techniques (e.g. Welch's method) to calculate the power spectrum of ...
0
votes
1answer
61 views

Power spectral density interpretation

After reading this question: PSD (Power spectral density) explanation I am still a little confused as to what extra information the PSD gives us over simply taking the magnitude of the fourier ...
0
votes
0answers
53 views

How do I find the corner (aka cutoff) frequency?

I would like an equation for finding the corner frequency in the attached periodogram. Note the periodogram is plotted in logs. As you can see there is a white noise component over the lower ...
0
votes
2answers
76 views

What can we deduce about variance when we are given the noise spectral density?

Given the noise spectral density ${N_0\over 2} = a$, what can be deduced about the variance? In the case of a two-symbol canal(/cable), and when $T_0 = 1$. Is it that, $\sigma_X^2 = {N_0 \over 2} ...
0
votes
0answers
37 views

What is SNR of signal with additive white gaussian noise [duplicate]

Calculating the power of AWGN should be equal to infinity as PSD is constant and its integration is infinity over all frequencies. Hence for any signal with finite power mixed with AWGN, SNR should ...
0
votes
0answers
36 views

Using Spectral Density To Compute The Autocorrelation Function

I have a spectral density function $S_{xx}$ and I want to compute the discrete autocorrelation function $r_{xx}[n]$ from it but I can seem to figure out how.I have $$ S_{xx} = 3e^{-2jw} + ...
0
votes
0answers
96 views

Analyzing an undersampled recording from an antenna with matlab?

I'm trying to analyze the power spectral density of a signal recorded from a Ham radio antenna. The signal is about 30 seconds long, recorded at a 48 kHz sample rate. The frequency is center frequency ...
3
votes
0answers
62 views

What assumptions should be used to invert spectrum into time domain data?

This question comes from a realistic problem that how to obtain a time domain wind pressure from known wind spectrum. Or similarly, gets rail surface curve from spatial rail spectrum. Obviously, ...
1
vote
0answers
28 views

Estimating a Power Spectrum from a Time Series [duplicate]

What are the best ways to estimate the power spectrum of a given time series? Any pointers to review articles or book chapters would be appreciated. A little more information: When estimating a ...
0
votes
1answer
58 views

Get spectral picture from a wavelet transform

According to my previous question, I have changed the generate command to: y=generate1(100,1000,1); and got the following picture: Now I want to test a ...
-1
votes
1answer
53 views

Spectral structure of sinusoidal model

Let us consider the following code: ...
0
votes
2answers
588 views

How to Show A OFDM Symbol's PSD in Matlab

I'm trying to suppress the sidelobe of OFDM but having troubles showing its spectrum in Matlab. After IFFT, I get a time-domain signal, but in which way I can get its spectrum(or PSD)? I want to ...
2
votes
0answers
62 views

How to properly express periodogram over analog frequency?

Assume a signal $x[n]$ with $N$ samples and its $N$-point FFT $X[k]$. Assume also the simplest power spectral density estimator: $$ S_x[k] = \frac{\left| X[k] \right|^2}{N} $$ With this estimator, ...
1
vote
1answer
152 views

How to generate AWGN with given power spectral density

I am a little unsure about the generation of a additive white Gaussian noise, so I would appreciate to hear from you if I`m doing it correctly. My goal is to generate the time-domain noise ...
3
votes
2answers
80 views

How do we know that CTFT of the autocorrelation function is the PSD?

I know that the Fourier Transform of the autocorrelation function is the Power Spectral Density. But how can we arrive at such a result intuitively? Is it just a theorem?
5
votes
1answer
112 views

Do waterfalls generate pink (1/f) or brownian (1/f^2) noise?

Does anybody know if natural waterfalls generate pink noise or brownian noise? I have tried to search about this but the matches are non-scientific and contradictory. For example Livescience.com ...
4
votes
2answers
96 views

Why is PSD estimated, and not simply computed?

I apologize if this comes as a basic question, but I am struggling to understand why the PSD can only be estimated and not directly computed. For example, this thread discusses several such PSD ...
2
votes
0answers
34 views

Stationary processes and their power

The top answer to this question: Power spectral density vs Energy spectral density states: However if random process is stationary, then it is for sure that it has some finite power over some ...
2
votes
1answer
135 views

Recover signal from its power spectral density

I was wondering whether we can recover a signal $x(t)$ from its power spectral density using signal processing techniques.
1
vote
1answer
57 views

Is there a general relation between mean power and period

I posted this question at Math Stack Exchange a few weeks ago without any luck. It occurred to me I might have more luck by posting it here. The basic question is whether there exists a known ...
1
vote
1answer
379 views

AutoCorrelation using FFT of power spectrum

I have a chunk of data (samples) that need to do autocorrelation using FFT method. All data are real and lies between -1 and +1. What I have done follows: Zero pad the window with the length equals ...
2
votes
0answers
472 views

Matlab: Estimating power spectral density of an experimental data?

How do I estimate PSD in matlab ? There are lots of methods to estimate, depending on application. I am using an experimental data to identify faults ( e.g. interturn fault of electric motor), which ...
2
votes
2answers
114 views

Clarification Needed: Power Spectral Density of Real Signal

For a real signal, the power spectrum will have Hermitian symmetry. If I consider the one-sided spectrum (as negative frequencies, or anything above the Nyquist frequency are redundant) must I then ...
0
votes
1answer
98 views

Compute PSD from a CSV file

I'm sorry if my question might be simple, but I don't have a strong background on signal processing. I have a csv file of a 8 MHz bandwidth, sampled with a resolution bandwidth of 100 KHz. What I want ...
1
vote
0answers
92 views

when trying to nomalize a power plot , do we normalize it after converting it to db scale or before it?

I have two power plots. I am trying to normalize it for comparing them . So , do we normalize it after converting to db scale? or do we normalize the power as such?
5
votes
1answer
2k views

Power spectral density vs Energy spectral density

I read the following on Wikipedia: Power spectral density: The above definition of energy spectral density is most suitable for transients, i.e., pulse-like signals, for which the Fourier ...
5
votes
2answers
2k views

Spectral Entropy Calculation in MATLAB

How do I calculate the Spectral Entropy of a signal in MATLAB ? I know the basic steps but it would be nice if someone can help ? Calculate the power spectrum of the signal using FFT command in ...
0
votes
0answers
174 views

Demonstrating equivalence of correlation and coherence

I want to demonstrate the 'equivalence' of correlation and coherence. I generate two signals with a common known sinusoid buried in red noise, then compute their coherence spectrum. The bandwidth ...
1
vote
2answers
405 views

White noise vs. delta pulse and Ultraviolet catastrofe

Everybody explains that white noise has all frequencies equally strong. But, this immediately means that Ultraviolet catastrofe inevitably happens if power > 0 stays constant at any frequency and, ...
2
votes
1answer
290 views

Frequency detection

What I have: A digital signal sampled at Fs composed of a QPSK modulation at Fmod plus some additive white gaussian noise. ...
2
votes
1answer
555 views

Spectrum of a zero-order-hold signal

What does the spectrum of a sampled signal look like if one uses a zero-order-hold? There is some information in: Sampling theorem and Dirac comb, but I am wondering, how to apply this in practice. ...
4
votes
0answers
143 views

How exactly does MATLAB zeropad?

I am doing some massive number crunching in MATLAB which involves millions of PSD estimations. Each data segment has length 41. So I have been using the multi-taper method with nfft=41 (details below ...
5
votes
1answer
129 views

Cross Power Spectral Density of Unevenly Sampled Data

Here's my problem. The input signals $x$ and $y$ will be having the time value aligned with each other. However, the data are not evenly sampled. I would like to calculate CPSD of both signals. The ...
1
vote
1answer
200 views

Windowing a time domain OFDM signal

Windowing is a popular method of reducing the spectral sidelobes of OFDM. A popular window usually used for this purpose in the raised cosine (RC) window, because of its tapered and smooth edges. I ...
4
votes
2answers
5k views

variance of white gaussian noise

it could seem an easy question and without any doubts it is but I'm trying to calculate the variance of white gaussian noise without any result. PSD of AWGN is $\frac{N_0}{2}$ while autocorrelation ...
2
votes
1answer
201 views

RF mask (power spectrum measurement bandwidth)

I'm reading an IEEE standard and it says that the first channel needs to be 50dB below the highest power in a 6 MHz operating channel in 100 KHz bandwidth. It was mentioned several times that the ...
4
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0answers
177 views

fit theoretical spectrum to simulated one

I have a bunch of simulated time series, for which I can compute the power spectrum. Generally, the simulated power spectrum can be sketched as follows: I now aim to calculate the features of the ...
0
votes
2answers
95 views

Random signal power spectrum

I have a signal $X(t)=\sum_{n=-\infty}^{\infty} Z_n \delta(t-n\tau)$, $Z_n$ is a random variable with equal possibility of +-1 and I know the power spectrum of this signal is $\frac {1}{\tau}$ from ...
3
votes
2answers
563 views

PSD (Power spectral density) explanation

I'm trying to understand how the PSD is calculated. I've looked in a few of my Communication Engineering textbooks but to no avail. I've also looked online. Wikipedia seems to have the best ...
2
votes
1answer
593 views

Working backwards from PSD to possible signal

I have been trying to reconstruct a random signal from its PSD and am running into trouble. I know that many different signals in the time or spatial domains can result in the same PSD-- I am ...
0
votes
0answers
77 views

Recover High Frequency Loss in a Simulated Power Spectrum

I'd like to ask a theoretical question about power spectra. In MATLAB, by means of a particular approach, I'm trying to generate a Gaussian variable which embodies a particular power spectrum. The ...
4
votes
1answer
152 views

What does double hat mean in Spectral theory?

I was confused about the double hat notation $\hat{\hat .}$ and my teacher and I thought it probably means an estimate of an estimate most of the time, but we could not be 100% sure of its meaning. ...
2
votes
0answers
241 views

difference (or relationship ?) between power spectral density, power density function and periodogram

What exactly is the difference or relationship between power spectral density and power density function? I thought they referred to the same thing but one article I need says to calculate both of ...
2
votes
2answers
368 views

When negative frequencies cannot exist in practice, why do we calculate power in negative frequency?

Suppose a signal with two-sided power spectral density $N/2$ is passed through an ideal LPF having cutoff frequncy $B\,\mathrm{Hz}$. The output power is equal to $N/2 \times 2B = NB$ Watts. Why not ...
10
votes
1answer
3k views

What is the difference between PSD and squared magnitude of frequency spectrum?

The power spectrum of a signal can be calculated by taking the magnitude squared of its Fourier transform. Being an audio person, the signal of interest for me would be a time series. How does this ...
4
votes
1answer
605 views

Variance of periodogram estimate of the power spectrum

I have been reading chapter 13.4. ("Power Spectrum Estimation Using the FFT") of the Numerical Recipies Book. Some things related to the expectation value of the "periodogram estimate of the power ...
0
votes
1answer
348 views

I have a noisy ECG Signal. want to use PSD to analyse the Signal to noise ratio

I have a really noisy ECG Signal which contain, motion artifacts,muscle noise, a very high amplitude noise. I am beginner to DSP. Can someone tell me in a simple language,how do i interpret the ...