Power spectral density. PSD shows the signal power distribution over the frequency.

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Calculating the SNR from the power spectrum

I have a signal that is sampled at 20 Hz. It has almost stationary behavior, with a main frequency around 1.0-1.5 Hz. This frequency range is to be expected and is of interest for further processing. ...
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40 views

How to calculate the discrete power of a discrete signal?

If I have a time series defined by a series like $$ x = [a_1, a_2, a_3, ..., a_n] $$ for time from $t = 1$ to $t = n$ How can I get to the power of the signal in this form: $$ P_x = [p_1, p_2, p_3, ...
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34 views

Apply band pass filter (BPF) before calculating the power of a signal (PSD)?

From my understanding PSD tries to give a good estimation on the power each frequency attributes to the overall signal power. If I am only interested in a frequency range $(\omega_0 \leq \omega \leq ...
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52 views

Logaritmic amplitude squarewave

This morning i was experimenting with GNU Octave. I created several signals(Sine, Saw tooth, square wave and noise). After this i used the periodogram. in the periodogram the square wave weren't ...
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26 views

Correlation in DSBSC modulation

Suppose we have a DSBSC signal given by : $$s(t) = 10 \cos (2\pi f t + \phi ) \cdot m(t) $$ where carrier is random signal with phase ($\phi$) uniformly distributed in $[0,2\pi]$. ...
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45 views

Obtaining power spectral density without having knowledge about frequency bandwidth or sampling frequency of the signal in Matlab?

Is there a way to plot PSD of a signal which show true frequency amounts ( not normalized one) without having knowledge about frequency bandwidth or sampling frequency of the signal in matlab ?
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99 views

How do we calculate Power Spectrum Density (PSD) which is given in dB/Hz and not just dB?

I found many definitions for this quantity, PSD. In a document on signal analysis by National Instruments say that it is the amount of power in a unit bandwidth. Let's say P(f) is the power of the ...
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49 views

How to calculate the noise power for a non-stationary noise?

With stationary noise we have constant mean and variance (let's assume it is Gaussian noise). My first question is, how is the noise power calculated and how it is related to the variance? Now, I ...
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124 views

PSD scaling due to the windowing

I am struggling with the following problem for a while: If I have signal of duration N and I apply window (assume rectangular window) of size M < N how will this influence PSD of that signal after ...
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1answer
91 views

Conversion of FFT to PSD

I would like to convert FFT data which is set of 396 values for 396 frequencies (from 4Hz to 399Hz by 1Hz) in unit of g's (gravitational akcceleration) to PSD in unit of (g^2)/Hz, is it possible? ...
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322 views

Power spectral density vs. FFT bin magnitude

What's the difference between these? Both are measurements of some form of signal power, but surely there's some difference between the power they are measuring?
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45 views

Coherence vs. Magnitude Squared Coherence

currently I am writing my masther thesis. The theory part is about the turbulent wind field generation, where the coherence (not magnitude squared) is used: $$\text{coh}(f) = ...
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61 views

how to estimate the PSD using yule walker method in C++

I'm trying to estimate the PSD (in Yule-Walker method) from the FFT output in C++. First I convert the discrete signal in time domain to frequency domain using FFT. The FFT output contain the real ...
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221 views

Generate time-domain random signal from PSD

Given an analytical description of the PSD, for example (MATLAB "pseudocode"): ...
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2answers
119 views

Can I see from the PSD if a system is a LTI system?

I am studying the meaning of the power spectral density (PSD) and I am wondering whether I can see from the PSD of the input signal and output signal if a system is a LTI system?
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145 views

What is the best Algorithm to estimate the frequency for Almost-Periodic Data or complex periodic data?

I’ve got what it looks like a periodic signal but the periods seem not equally repeated, I want to estimate the PSD, particularly I need to obtain the dominant frequency of this data. I’ve estimated ...
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110 views

Welch's Overlapped Method

I am measuring wind speed using a number of different anemometers. These anemometers are placed on a structure which exhibits sinusoidal motion. Thus, the signal of the anemometers contains both the ...
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253 views

What is the best method to estimate the frequency(PSD) for noise signal

I’ve been trying to estimate the frequency of a signal I obtained at 1000Hz sampling frequency. The dominant frequency is expected to be not more than 4 or 5 Hz. I’ve estimated the PSD using ...
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37 views

Can uneven sampled points generate valid PSD and spectrogram?

My recording device samples signal at 100 Hz. At each sampling point, it generates 512 values (I assume due to non-ideal impulse in practice, so each impulse is actually a window with certain width ...
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71 views

Effect of number of data segments in Periodogram-based PSD

In Welch or Bartlett method, original signal is divided into L segments, of D overlapping (D=0 in Bartlett method). Then FFT is done for each segment, and the result is the average of all segments' ...
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188 views

Is the periodogram squared-magnitude DFT or squared-average DFT?

How is the periodogram defined? I have been searching the internet a lot, and I find two different definitions: periodogram is the squared magnitude of the DFT periodogram is the squared average of ...
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1answer
135 views

What's the number of data points in a Welch-based PSD?

In Welch periodogram Power Spectral Density estimate, we devide the N-long signal into K segments, each of length L with overlapping D, such that N=L+(K-1)*D. In this paper, just above eqn (7), the ...
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381 views

Calculating the Power spectral density

I've already asked this question on SO, but didn't get an answer, I tqake a shot here. I am trying to get the PSD of a real data set by making use of fftw3 ...
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1answer
118 views

Will using window in Welch's method introduce artificial peak in estimated PSD?

I'd like to estimate the power spectral density of the signal attached here, the sampling rate is 100 Hz. If I don't do windowing (i.e., use boxcar window), the result seems to be a simple $1/f^2$ ...
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2k 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 ...
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47 views

Importance of phase of time-series for PSD

I have $m$ complex-valued time-series $z_m(t_n)$, which I am currently analyzing. I started by calculating their PSDs and CSDs. These exhibit an unexpected peak at a given frequency, which is present ...
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110 views

Only random signal has PSD?

I heard from someone online who said: "Only random signal has PSD, determinate signal does not have. For example, period signal does not have PSD." I am very astonishing about this statement, but it ...
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2answers
232 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} ...
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76 views

PSD of a 100 1kB packets with equally probable 1s and 0s

SO i have to calculate the PSD of mentioned input. here is my code. (every little thing written wholly and solely by myself) ...
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485 views

PSD - Is this formula correct?

Trying to understand whether or not I am calculating the PSD correctly. Below is the equation that I am using: $$ PSD_{rms}(f_{m} = m \cdot f_{res}) = \frac{PS_{rms} }{ENBW} = \frac{2 \cdot \left | ...
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1answer
149 views

PSD - Correct Formula for removing Noise

Ok, so finally some things are making sense. I'm trying to scale the results, which I have done by the following equation: $$ PS_{rms} = \frac{2 \cdot \left |y ...
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1answer
285 views

PSD - Spectrum analysis

Could someone tell me where it is that I might be going wrong with the following problem? Ok, so I'm computing a spectrogram, and, trying to return the PDS of the signal (to show where the signal ...
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2k views

Power Spectral Density estimate (PSD)

I'm trying to understand PSD, and, it's functions. So far I have carried out the following: Segmented a signal with NFFT = 256 and ...
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99 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, ...
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117 views

Downsampling a PSD that was generated by zero-padding - worth it?

Let us say we have a signal $y(k)$ that is of length $K$. I can compute its PSD, also of length $K$. Let us say that this length was not good for finding peaks, so I computed a PSD that was of length ...
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3k views

Wavelet Transfrom + Power Spectral Density (using Matlab)

I don't have background knowledge about signal processing before and new at Matlab too. I have EEG data (with noise removed) 1x128; sampling rate = 128 Hz, It's means that I have 1 sec. data right? ...
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3k views

Why the RMS of a PSD curve is the root of the area below

I will try to explain what is my level of understanding of this problem, please correct me if I'm wrong: RMS is the Root Mean Square, it represent the mean value of the input signal. PSD is the ...
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1answer
242 views

Fourier transform of Autocorrelation function, what am I missing here? (Power spectrum)

Given this problem I know that the autcorrelation and power spectrum are fourier pairs, so when taking taking fourier transform of Rxx, one should end up with Sxx However, when I take the ...
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2answers
145 views

In Search of Voice Activity Detection Algorithms - What happens to the frequency or pitch or speech features as speaker moves away from microphone

Actually i am in search of a Voice Activity Detection Algorithm which could distinguish between voice and non-voice Roughly speaking it must not detect even a bullet sound,even a foot stepping and ...
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1answer
168 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 ...
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158 views

Is there any problem with my FFT method?

I am trying to analysis a system by Fourier Transform. my system has 3 dominant modes. (1,0.05) (0.51,0.01),(0.46,0.01) the pairs are defined as (freq,damping_ratio) I've got those result with ...
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2answers
8k views

What is cross-spectral density- CSD?

I asked a question earlier but I didn't get any answer for it. So now I am simplifying it: what are Cross-Spectral Density (CSD) and Power-Spectral Sensity (PSD)? What is their application? How can I ...
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2answers
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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 ...
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1answer
107 views

Guitar String Replucks

I'm analyzing guitar string plucks and sustains. I'm having good success with auto correlation using FFT's. Now I'd like to detect plucks while the string is still vibrating. Since I already am ...
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522 views

Getting sound pressure level (SPL) for a frequency band from Welch's derived PSD

I'm using Welch's method (pwelch, in octave) to get the PSD of a recorded sound signal (i.e. pressure level vs. time). I then took the PSD data and took the sum of the amplitude in each octave band ...
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1answer
2k 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 ...
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960 views

Producing Colored Noise from a given PSD Data

I need to estimate (extract/produce) the colored noise of a given PSD Data. I have the following procedure to get the desired results. First of all I calculate the filter coefficiencts using firls ...
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310 views

PSD of Windowed signal

Suppose PSD of a signal $x(n)$ is $ PSD_{xx}(w)=1$. Now if a window function w(n) of length $ 0\le n \le N-1$ is applied to $x(n)$. what will be the new PSD?
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9k 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 ...
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7k views

Difference between Power spectral density, spectral power and power ratios?

What 'exactly' is power spectral density for discrete signal? I was always under the assumption that taking the Fourier transform of the signal, and then the ratio of desired freq range magnitude over ...