Questions tagged [periodogram]

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24 views

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, "...
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1answer
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 ...
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0answers
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 ...
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2answers
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 (...
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0answers
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 ...
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0answers
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 ...
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0answers
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 ...
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1answer
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, ...
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1answer
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 ...
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0answers
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 ...
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0answers
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 ...
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0answers
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 ...
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1answer
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 ...
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1answer
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 ...
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1answer
245 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 ...
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3answers
115 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}...
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0answers
32 views

Spectral correlation zero modulation frequency $S_x(\alpha, 0)$

I got a simple modulating signal $x(t)=\sin(2\pi\alpha t)\sin(2 \pi \beta t)$ with carrier frequency $\alpha$ and modulation frequency $\beta$. The spectral correlation will obviously have components ...
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1answer
86 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 ...
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1answer
64 views

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 ...
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1answer
178 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 ...
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2answers
436 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/...
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1answer
2k views

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 ...
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1answer
1k 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 ...
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0answers
96 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 $s(t)$?