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Questions tagged [power-spectral-density]

The Power Spectral Density (PSD) is the distribution of signal power over frequencies.

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Physical meaning of cross spectral matrix in a microphone array

Currently I am processing data from a 64 microphone array to identify noise source locations on an airfoil. I am using the simple sum and delay beamforming algorithm. I get good results, however in ...
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Example of non-equivalence of the two PSD definitions

According to the book Introduction to Spectral Analysis by P. Stoica and R. Moses, the power spectral density (PSD) $P(\omega)$ can either be defined as the discrete-time Fourier transform (DTFT) of ...
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retrieving complete 2d autocorrelation function from 2d power spectral density function (numpy.fft.ifft2)

My question is at the boundary between signal processing and python. I have a 2d power spectral density function (PSDF) constructed on Nx/2 + 1 and ...
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25 views

What is wrong with my PSD computation?

I'm trying to calibrate the RX of my SDR Board to become a measuring receiver. I.e, by connecting it to a known source of power (in my case, a frequency generator), at a fixed frequency, I'm trying to ...
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PSD Periodogram smaller segments compared to larger segment

I am calculating the power spectrum of a heart rate variability via FFT and a Welch window. I have a sample of 500 points as the input signal. The signal was broken up into two 128 point segments. ...
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9 views

Correct way to calibrate RX into a measuring receiver

While playing with my SDR (Software Defined Radio) Board, I was interested in performing a TX output power table at different center frequencies and TX antenna gains. I have an RF frequency generator....
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Power Spectral Density of discrete White Gaussian Noise defined with variance and sampling interval

From Creighton and Anderson Chapter 7 on Gravitational Wave data analysis: Please explain where the delta t and the limit came from in this derivation.
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Random sampling Bartlett spectrum estimation vs Welch

I'm trying to estimate the spectrum of a noisy time series and considering two approaches and their relative correctness. Let's say the time series is 800s long. Option 1 is to do a Welch spectrum ...
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60 views

Band-limited random signal with arbitrary distribution?

I'd like to generate a random discrete-time signal that is band-limited to some bandwidth B (by means of a digital filter, ie in MATLAB). The catch is that I'd like this signal to have an arbitrary ...
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23 views

Cross power spectral matrix from PSDs and coherence using matrix notation

I have a vector containing all the PSD of a series of signals $\underline{s} = \left[ |S_{x_1x_1}| |S_{x_2x_2}| |S_{x_3x_3}| ...\right]^T$ I also have a matrix $\gamma^2$ containing all the ...
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Spectrum estimation

When calculating the spectrum estimation of a signal $x(t)$ with random noise, why do we use ($E$ for expectation) $$E[|X(\omega)|^2]$$ but not $$E[|X(\omega)|] $$ If it is because the random ...
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How does discrete spectral moment relate to continuous spectral moment?

It is said in discrete/digital signal processing that $r$th spectral moment of signal $x[n]$ is defined as: $$\sum_{n=-\infty}^{\infty}n^r x[n]$$ But how does this relate to usual continuous $r$th ...
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Quantify the difference between two audio spectrograms

I have two speech signals of the same length. They contain the exact same speech content but are recorded from two different microphones. I want to compare the differences between them. 1) Assuming ...
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Do energy of signal and power spectrum (in db/hz) indicate towards same signal property?

If I calculate energy of signal by squaring the magnitude of signal sample and power spectrum using spectrogram (db/hz) what kind of property of signal do they indicate and are they point towards same ...
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228 views

How to Estimate a Normalized PSD Using the Burg’s Method in MATLAB?

I'll try to be most sintetic as I can. I'm using an EEG system and I want perform an frequency analisys of the brain waves. I found this interesting article which describe how is possible to discern ...
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507 views

How Exactly Does MATLAB Zero Pad Signal?

I am doing some massive number crunching in MATLAB which involves millions of PSD estimations. Each data segment has length 41. So I have been using the multi-taper method with ...
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35 views

Can spectral density be a complex quantity?

I have a signal ($S(t)$) which is product of a Gaussian ($G(t)$) and a random phase function ($e^{i\theta(t)}$, here $\theta(t)$ is a random function), as shown below $S(t)=G(t).e^{i\theta(t)}$ If I ...
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About the power spectrum and confidence upper limit of a time-series data

For now, I have a coupled system with 5 variables and use the Runge-Kutta method to integrate. ...
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168 views

MATLAB's $\tt cpsd$ and $\tt pwelch$ - different results for cross spectral power density

I am wondering why the following code does not yield the same results for Sxy1 and Sxy2, where ...
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2answers
753 views

Pa^2/Hz to dB/Hz conversion

I have PSD data from an computational aeroacoustics analysis, which is in the units of Pa^2/Hz. I want to convert this to dB/hz; would it be correct if I use PSD[in dB/Hz] = 10log10(PSD[in Pa^2/Hz]) ...
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543 views

Comparing Welch and FFT power spectrum density

Based on previous answers from the forum, I implemented a function to compute the Power Spectrum of a 1D time series. ...
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2answers
90 views

Power spectrum density and frequency

if i have some random signals (sampling rate = 10Hz, 0.1s per data) Using python library i transformed it to power spectral density power spectral density forms = f, psd (using mlab.psd) I'm really ...
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33 views

Number of discrete samples required for the longest wavelength

I am trying to understand the effect of the critical Nyquist frequency when applying the Goertzel algorithm for estimating the power spectrum of a discrete signal. (Goertzel doesn't really matter, ...
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Should I filter before calculating power, if I'm looking for relative changes in power?

I am building a "scanner" sort of program, which reads IQ samples from an rtl-sdr stick, and keeps track of the power on certain frequencies, in certain bands. I am interested in detecting activity ...
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499 views

Apply band pass filter (BPF) before calculating the power of a signal (PSD)?

From my understanding PSD tries to give a good estimation on the power each frequency attributes to the overall signal power. If I am only interested in a frequency range $(\omega_0 \leq \omega \leq ...
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952 views

Coherence vs. Magnitude Squared Coherence

currently I am writing my masther thesis. The theory part is about the turbulent wind field generation, where the coherence (not magnitude squared) is used: $$\text{coh}(f) = \frac{|P_{xy}|}{\sqrt{P_{...
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394 views

Calculating SPL from pressure signal - Amplitude vs Power method

I have a pressure signal from a Fluent FFowcs-Williams Hawkings acoustics analysis. I converted this pressure signal into the frequency domain in order to get SPL values, using Matlab. I used the ...
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What's the maximum energy for a finite signal?

I'm trying to calculate the spectral density of a signal. What I'm expecting is a scale in dbFS where 0 dbFS would be the maximal theorical energy if all my signal is concentrated in a single ...
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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 $s(t)$?
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1/3 Octave Analysis

Good Morning! I am new in signal processing and I am trying to do a work in noise control of an electronic steering lock device (ESL). My aim is to calculate the loudness (Zwicker Method- ISO 532 B) ...
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1answer
23 views

Same PSD from different FFTs

Is it possible to obtain same PSD from different FFTs? Can anyone explain it mathematically?
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1answer
21 views

How to window a time domain signal for 6 symbols with cyclic prefix length of 512 samples?

Based on LTE stds. I am running a simulation for 6 symbols (each having 1200 central subcarriers) each in a 2048 FFT/IFFT bin. To these symbols are appended 512 samples as cyclic prefixes. I have to ...
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63 views

How to choose the right segment length for a given signal?

Im working on plotting the power spectral density of a random time series measured. I know the target spectrum.The idea is check the measurement vis-a-vis the target spectrum. However, I get slightly ...
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1answer
2k views

Windowing a time domain OFDM signal

Windowing is a popular method of reducing the spectral sidelobes of OFDM. A popular window usually used for this purpose in the raised cosine (RC) window, because of its tapered and smooth edges. I ...
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2answers
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How do I perform Spectral Analysis (FFT, Windowing, Detrending) on Sonic Anemometer Data?

I am having trouble with all of the forums that I have looked at thus far. I have one day's worth of Sonic Anemometer data. I want to see the spectral analysis of this data. When the anemometer data ...
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235 views

Computing the Power Spectrum Density (PSD) on a CSV File in Python

im quit new with signal processing and im trying to calculate the PSD of a signal im sampling. the signal is an output of a DC buck converter this is the code im using and this is the plot im getting ...
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204 views

Power Spectrum: Definition

I am new to the study of time series. Recently I have asked a question about the covariance of real and imaginary part of a real(in time domain) stochastic time series and I have received an answer ...
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1answer
243 views

A few questions about the output value of dsp.SpectrumAnalyzer

I am testing the output values of dsp.SpectrumAnalyzer for a sine wave mixed with white noise. The $\sigma^2$ of the white noise is 1e-4, so I use 0.01*randn(1024,1)...
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1answer
143 views

Confusion about PSD and RMS

Let's say I have a noise power-spectral-density (PSD) which is not flat and ranges from 0 to $f_1$ Hz in frequency. As we know, the total area under the PSD is equal to the total average power of the ...
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2answers
237 views

Calculate the harmonics in the power supply of $50\textrm{ Hz}$ using FFT

I need to calculate the harmonics in the power supply of $50\textrm{ Hz}$. If suppose I need to calculate up to 20 harmonics. Then my sampling frequency by Nyquist criteria should be : $$f_s \ge 2 ...
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1answer
557 views

How to calculate the power of a discrete signal? / Clarification on PSD estimates

I want to calculate the channel power $ P_\mathrm{x}$ of a given discrete and complex signal $x[n]$ (with a length of N) in a given bandwidth $B$. I'm aware, that I could probably apply a sharp ...
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0answers
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Proof that the Lomb-Scargle periodogram reduces to the classical periodogram when the sample is equally spaced

If we have a equally spaced sample, we can use the conventionally used periodogram: $$P_x(\omega) = \frac{1}{N_0}\left[\left(\sum_j X_j\cos \omega t_j\right)^2+\left(\sum_j X_j\sin \omega t_j\right)^...
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41 views

How to transform flat-field corrected spectra to those under Standard illuminant E (ideal equal energy illuminant)

My ultimate goal is to convert a flat-field corrected hyperspectral image of reflectance (360nm-780nm) to corresponding CIEXYZ image and thus device-independent color image. By flat-field correction, ...
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2answers
379 views

Cross Power Spectrum

Is it necessary that cross power spectrum (CPSD) should always be between power spectrum (PSD) of individual signals, irrespective of the method we compute it? The images are shown below.
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35 views

Converting a non-stationary random process into a WSS process by adding a random phase

Here is an example where this method has been implemented. We were trying to calculate the spectrum of a transmitted signal(Random signal/weighted pulse) The auto correlation function of the pulse ...
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1answer
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When does a color channel such as RGB carry more info than a grayscale channel or image?

Typically a gray-scale image gives us more information about an image in terms of a signal processing problem. But when does a color channel carry more info than a gray-scale channel? I understand ...
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1answer
32 views

finding energy content of signal from “energy spectral density” function

from "Signals and Systems Demystified", 2006, page 142, Example 6-3: (http://www.gatestudymaterial.com/study-material/signals%20and%20systems/text%20books/SIGNALS%20AND%20SYSTEMS%20BY%20DAVID%...
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1answer
31 views

How to make a Power Spectral Density Plot in R

I have a time series point process representing neuron spikes. I have computed and plotted autocovariance using acf but now I need to plot the Power Spectral ...