0
$\begingroup$

Let us suppose that we have modeled signal using AR model, and suppose we have following model:

enter image description here

I used spectral estimation function from MATLAB

pyulear

Now frequencies are given in normalized frequencies and I would like to know how to convert them back to real frequencies? From there it is clear that we have four deterministic model and also plus some white noise, actually I want to know approximate frequencies in each deterministic model. I can of course determine this frequencies using FFT, periodogram and so on, but I am studying application of the AR/ARMA model. So in my case, I have such frequencies on following figures, how can I determine actual frequencies? Thanks in advance.

$\endgroup$
1
$\begingroup$

Matlab generally uses normalized frequencies in radians/sample. If the signal is real-valued then these frequencies are in the interval $[0,\pi]$ (as you can see in the plot). The Matlab frequency variable $w$ is normalized as

$$w=\frac{2\pi f}{f_s}$$

where $f_s$ is the sampling frequency. So $w=\pi$ corresponds to $f=f_s/2$.

$\endgroup$

protected by jojek Aug 31 '16 at 9:47

Thank you for your interest in this question. Because it has attracted low-quality or spam answers that had to be removed, posting an answer now requires 10 reputation on this site (the association bonus does not count).

Would you like to answer one of these unanswered questions instead?

Not the answer you're looking for? Browse other questions tagged or ask your own question.