Linked Questions

1
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1answer
3k views

From FFT to PSD using Pwelch Matlab [duplicate]

I am trying to understand the difference between FFT magnitude and PSD (Power spectral density) with pwelch function of Matlab. In my example, Val1 and Val2 will output the same thing? ...
-1
votes
1answer
111 views

In a periodogram, why is the modulus squared of the DFT taken rather than the DFT itself? [duplicate]

Why can't you just take the DFT itself? And how accurate is this method in spectral density estimation? Are there cases in which it is very accurate?
1
vote
0answers
68 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
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0answers
24 views

How to get PSD from frequency domain representation of time-series data [duplicate]

Let's say we have a realization (time-series data) of a random process. I take fft() of that to get its frequency domain representation. Then how can I estimate the PSD of this random process by ...
22
votes
1answer
25k 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
2answers
333 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
1answer
1k views

Smoothing a power spectrum

My question is regarding how one could/should smooth a rather noisy power spectrum obtained from measurements. There are various methods one can use (a moving average, binning, etc) and I am not sure ...
1
vote
1answer
391 views

What is the computational complexity of Spectrum Estimation Algorthms and What they depend upon?

There are lots of spectrum estimation techniques, each with some pros and cons. Algorithms like: Music Welch's method Yule-Walker AR method Periodogram modified covariance method multitaper method (...
2
votes
2answers
282 views

Is it appropriate to use PSD on the analysis of a plucked guitar string?

I'm using python 2.7 to compare tonal differences in guitar stings. I've found that in matplotlib, there are some great built-in features such as matplotlib.mlab.magnitude_spectrum and matplotlib....
0
votes
1answer
416 views

Determining power spectral density from a sample

To start, I have absolutely no background in electrical engineering, I am a computer scientist by trade. I'm currently working on a project where I am attempting to code a function that uses the ...
1
vote
2answers
72 views

Power spectral density: why this 2 method are equal

the Power spectral density can be calculated in two way: by doing the fourier transform of the autocorrelation by doing (abs(X(f)).^2 where X(f)=fft(x(t)) Can you explain me passage by passage why ...