Questions tagged [periodogram]

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How to find frequency , location and phase of two sinusoid signal buried in noise?

There is a data set which has two different sinusoids buried in noise. Data record has following properties: A data records with a total data length of 2048 points. The sampling frequency is 100 Hz. ...
Thouhidul Islam's user avatar
1 vote
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Calculation of the discrete cosine transform

I am wanting to use the discrete cosine transform to relate the autocovariance function of a process to its periodogram. Following Chris Chatfield's book (Time Series Analysis, p129), I am wanting to ...
hydrologist's user avatar
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Periodogram Formula for sampling noise

The formula I know for the periodogram is $$I\left(f\right)=\frac{1}{NT}\sum_{n=0}^{N-1}\left|x\left[n\right]\exp\left(-2\pi fjnT\right)\right|^2$$ but for this one question I have which states that $...
namo's user avatar
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Choice of $N_{terms}$, frequency grid in Lomb-Scargle periodogram

I am completely new to signal processing! Please explain as if speaking to someone who knows nothing more than linear algebra and what a Fourier transform is defined as. I am working with an 8-month ...
Akash Dutta's user avatar
5 votes
1 answer
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Finding periodicity in discrete events II - missions to Mars

Per the Space Exploration SE question Are launch windows to Mars avoided if they result in landings during dust storm season? the synodic period of the relationship between the motion of Earth and ...
uhoh's user avatar
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Proof of the equivalence of the Band-RMS evaluated in time and frequency

Ignoring normalization factors, we can define the squared Root Mean Square (RMS) of a discret-time signal $x[t+n], n=0,1,...$, at time $t$ as: $$\mathrm{RMS}^2_t = \sum_{n=0} ^{N-1} |x[t+n]|^2$$ ...
AstoundingJB's user avatar
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Remove frequencies from periodogram

I have radial velocity data (time, radial velocity amplitude, error). I want to find a periodicity of those data points for which I'm using the Generalized Lomb-Scargle method (https://github.com/...
Priyash Mistry's user avatar
2 votes
1 answer
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Difference Between Built-in Periodogram and Self-Calculated Periodogram

I have the following code block. Im just trying to calculate the periodogram of the signal $x$ with a built-in periodogram function and without any built-in periodogram function. I get the same ...
dorottopunto93's user avatar
3 votes
3 answers
194 views

Why can two different signals have the same periodogram?

I have just started trying to self-study an intro course on signal processing. I have just been introduced to the periodogram and have a hard time understanding why completely different signals can ...
maxi_knowledge95's user avatar
1 vote
1 answer
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Periodogram (Welch) has different levels depending on length of segment/ resolution

I am trying to compute the PSD of a signal in MATLAB using Welch's periodogram method as shown in the code snippet below. ...
Tommy Wolfheart's user avatar
1 vote
1 answer
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What is the meaning of the scaling difference between my DFT magnitude squared plot and my periodogram plot?

I have an EEG recording of duration $2\text{s}$ with sampling rate $f_s=200 \,\text{Hz}$ and, as a mathematician, wish to familiarize myself with some of the standard terminology in signal processing. ...
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What are my time values for a Lomb Scargle analysis?

I have data that is sampled every 5 minutes(or every 300 seconds)from an automated instrument that measures temperature outside. The data is available on a monthly basis i.e every 1 month . That is ...
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Infinity values in statistical analysis of minute frequency data

I'm trying to extract statistical features from power spectral density values in Python. My data is actigraphy data with sampling rate 1/60 Hz (once per minute). This is a sample from my data, "...
qalis's user avatar
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Why do we need to 'estimate' the PSD

I've read about the PSD of one OFDM symbol for instance being an estimate of the PSD, but how can it be an 'estimate', when it literally is the PSD of that OFDM symbol. What is actually being ...
Lewis Kelsey's user avatar
3 votes
2 answers
215 views

Frequency content Signal processing of very large files

I recently had to process a very large file to obtain the power spectrum. The file had about 60m measurements (arguably its not that huge, but its getting to that point). Although, in the end (...
NMech's user avatar
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Analysing DAC Spectra: Transient Noise Analysis

I am working with a new Digital-to-Analog Converter (DAC) design in simulation and I'm trying to analyse the output. The device takes in an ideal 14-bit digital representation of a sine wave and ...
Alex Steven's user avatar
2 votes
0 answers
80 views

Ringing/Oscillation in the reconstructed Periodogram

I have an original periodogram that I need to model with autoregressive process. However the model isn't right as it is not fitted well to the original periodogram. I am suspecting I am doing ...
Sam Gomari 's user avatar
-1 votes
1 answer
176 views

How to calculate SNR variation with period?

I want to calculate the SNR variation of a signal with respect to the period. The current technique I am using is calculating SNR iteratively by applying narrow bandpass filters of different range, ...
VGB's user avatar
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1 answer
804 views

Estimating the SNR of 2-FSK

I have some iq data recordings of a 2-FSK waveform that I've created periodograms from. How do you estimate the SNR of this waveform in the frequency domain? I've heard two opinions: One: Integrate ...
random_dsp_guy's user avatar
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0 answers
126 views

Cross-correlation estimation in MATLAB using a method similar to pwelch for the PSD

Is there a function in MATLAB to estimate the cross correlation function of two wide-sense stationary signals (or the autocorrelation of the signal with itself) in a way similar to the estimation of ...
EmThorns's user avatar
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Periodogram of time series with multiple seasonal behaviors

I have a time series of sampled for every 5 minutes for 20 years of some geological signal. I would like to generate a periodogram in order to analyze what seasonal behavior affects the signal. At ...
Latent's user avatar
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217 views

Why is the Periodogram Used as an Estimate of PSD?

Why is the periodogram method as given by Schuster (1898) - which is not a consistent estimate of the PSD - still used, as opposed to consistent non-parametric methods for estimating the PSD like ...
Bawb's user avatar
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1 vote
1 answer
131 views

A check on the definition of the continuous periodogram, and does it assume ergodicity somewhere?

Can someone verify my understanding of what the continuous periodogram is/means, and please tell me if I say something wrong: As I've learned so far, the power spectral density of a wide-sense ...
teeeeee's user avatar
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1 answer
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Cross power spectral density (CPSD) comparison between signals

I want to compare various signals with Matlab's CPSD to identify shared frequency components. (If there's a better method, I would like to know!) I have 3 signals, A, B, and C. B is pure noise while ...
user2403531's user avatar
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1 answer
391 views

SNR Signal to noise ratio of Pseudo random bit sequence (PRBS)

How should I estimate the Signal to noise ratio of a 20 Gbps NRZ PRBS pattern from power spectral density--where should I take the noise floor if I can assume well the noise is AWGN? I know roughly ...
user5579188's user avatar
1 vote
3 answers
284 views

Is there a version of Welch's method that doesn't look for power?

Welch's method splits a time signal, $x(n)$ into $M$ periodograms $P_m$, $P_{x_m,M }(k) = \frac{1}{M}|F_k(x_m)|^2$ and averages them to give the Power Spectral Density (PSD), $S_{x}(k) = \frac{1}{K}...
Stephen Jackson's user avatar
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1 answer
109 views

Unexpected frequency components found in Periodogram

I am trying to make sense of Digital Signal Processing with the help of R language. So, the issue came up when I tried to create a periodogram for a simple sine wave. The regular periodogram shows 2 ...
Argon's user avatar
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1 vote
1 answer
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MATLAB & Power Spectral Density - Error - Getting the same range of values regardless of sound type?

I wrote code [attached at end of question] to take .wav files of child vocalizations and tried to see if there are valid ranges for the formants F1:F2:F3 for the 5 ...
ThermoRestart's user avatar
2 votes
1 answer
226 views

Normalizing vectors to be the same size to retain PSD data

Context: PSD=periodogram(y) in MATLAB gives the PSD (power spectral density) estimate of a sound-source signal. I want to find the local maximum within 3 different ...
ThermoRestart's user avatar
3 votes
2 answers
695 views

Making sense of the periodogram

I am trying to use the periodogram to tell when a signal is periodic or not by following the tutorial for the astropy Lomb-scargle periodogram here. http://docs.astropy.org/en/stable/stats/...
wrahman's user avatar
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How can I improve my fit of cosines to periodic data using Python?

I have a space-separated csv file containing a measurement. First column is the time of measurement, second column is the corresponding measured value, third column ...
zabop's user avatar
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2 votes
1 answer
3k views

Periodogram and Welch periodogram comparison

I'm trying to compute the PSD using the periodogram method. I have a signal that is periodical at 5kHz. The frequency resolution sought for is 1.221Hz. It's a PRBS signal that has its energy drop to ...
MarkoP's user avatar
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1 vote
0 answers
158 views

PSD of randomly positioned dirac delta train

Let $s(t)= \sum_{i=0}^{T} \delta(t-\tau_i)$, where $ \{ \tau_{i} \}$ are random integers between $0,1,\cdots, T-1$. What is the power spectral density of the signal $s(t)$?
Oliver's user avatar
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