Questions tagged [periodogram]

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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, "...
46 views

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 ...
20 views

Unable to interpret hypothesis testing whetehr a signal is periodic or not

The meaning of P value is probability which should be number between 0 (the event never occurs) and 1 (the event occurs always). significance testing for periodicity using Matlab gives a documentation ...
92 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 (...
26 views

Adjusting the plot of Power spectrum

New here tho. This may be a newbie mistake of mine or pretty basic to do so. So I calculated a Power spectrum using FFT from an 'amplitude spectrum' (Altho. I'm still trying to do the Lomb-Scargle ...
44 views

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 ...
66 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 ...
39 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, ...
130 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 ...
58 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 ...
27 views

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 ...
63 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 ...
62 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 ...
178 views

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 ...