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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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fit theoretical spectrum to simulated one

I have a bunch of simulated time series, for which I can compute the power spectrum. Generally, the simulated power spectrum can be sketched as follows: I now aim to calculate the features of the ...
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Is it possible to approximate given skewness and kurtosis values using an IFFT?

I have time domain data for a signal that behaves randomly but has non-random (non-Gaussian?) skewness and kurtosis values of ~0.9 and ~7.4, respectively. The FFT of the signal shows that it's not ...
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Physical significance of Power spectral density of sum of correlated random processes

For two processes $X(t)$ and $Y(t)$, PSD of $Z(t) = X(t) + Y(t)$ is $S_Z(\omega) =S_x(\omega)+ S_Y(\omega) + S_{XY}(\omega)+S_{YX}(\omega) $. If $X(t)$ and $Y(t)$ are orthogonal, PSD of the sum ...
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Power Spectral Density of Brownian Motion despite non-stationary

Note: I originally asked this on Physics Stack Exchange but haven't attracted any interest there so I'm asking here where it may be more relevant. A white noise process, $\xi(t)$ with delta ...
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Help obtaining the variance of a signal from a power spectrum?

I have been reading this. The paper presents a power spectrum (attached). The power spectrum shows the power spectrum of velocity perturbations, $v$, in the solar atmosphere. If I want to obtain the ...
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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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Noise PSD and sampling rate relation

Let's consider generating samples of a random process like white Gaussian noise (AWGN). Let's assume I am generating $N$ samples of AWGN with variance $\sigma ^2$ in MATLAB by using randn() funtion i....
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Yule-Walker PSD Estimate of an AR Process

I am trying to implement a Yule-Walker PSD estimation in Python but my results are not up to the expectations. In MATLAB, I would normally implement my functionality as follows: ...
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Determining the point in a temporal signal when a periodic behavior begins to occur

I'm a newcomer to digital signal processing, so I'm looking for some general advice and direction on this problem I have. I have a signal like that shown below. Starting around x=40000, you can see a ...
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Noise analysis with periodogram. problem with different resolutions

I don't understand what happened in my simulation. I would like to perform a trade off between 2 ways to estimate power in frequency bands. I want to detect spurious frequencies. First method: I ...
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How to properly express periodogram over analog frequency?

Assume a signal $x[n]$ with $N$ samples and its $N$-point FFT $X[k]$. Assume also the simplest power spectral density estimator: $$ S_x[k] = \frac{\left| X[k] \right|^2}{N} $$ With this estimator, ...
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Stationary processes and their power

The top answer to this question: Power spectral density vs Energy spectral density states: However if random process is stationary, then it is for sure that it has some finite power over some ...
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Matlab: Estimating power spectral density of an experimental data?

How do I estimate PSD in matlab ? There are lots of methods to estimate, depending on application. I am using an experimental data to identify faults ( e.g. interturn fault of electric motor), which ...
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Is there any problem with my FFT method?

I am trying to analysis a system by Fourier Transform. my system has 3 dominant modes. (1,0.05) (0.51,0.01),(0.46,0.01) the pairs are defined as (freq,damping_ratio) I've got those result with ...
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difference (or relationship ?) between power spectral density, power density function and periodogram

What exactly is the difference or relationship between power spectral density and power density function? I thought they referred to the same thing but one article I need says to calculate both of ...
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Equivalence of the Power Spectral Density definitions

I am trying to show the equivalence of the following Power Spectral Density definitions in Matlab: Definition 1: $$ P(\omega) = \sum_{k=-\infty}^{\infty} r(k)e^{-j\omega k} $$ Definition 2: $$ P(\...
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Power spectral density of a pulse

A little background: I am simulating the response of an antenna to a pulse. The pulse has a wide frequency range, but the antenna only responds to a fairly narrow frequency. I can extract voltage and ...
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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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Efficient audio power spectrum estimation

I am working on a small personal project where I want to control a matrix of roughly 100 actuators with an audio stream. The goal would be that the user can see/feel the music features in the movement ...
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How to generate the amplitude of a signal with a certain power spectral density?

I am a newbie. If I posted a question someone else already asked, please forgive me. Thank you! Now, I have a power spectral density named $P(f)$ as a function of $f$. Let's say this function is ...
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Is power density invariant to Fourier Transform? Does it hold through derivation?

Assumptions We have a finite discrete measurement. Introduction I had some troubles determining a power spectral densities needed for Wiener deconvolution. Looking through the continuous equations ...
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What is the power spectral density after filtering?

Consider a signal $x(t)$, which is input to a pulse shaping filter with transfer function $g_t(t)$: $$x(t) = \sum_n d_n \delta(t-nT_s)$$ with $n$ an index from negative to positive infinity and $...
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Power Spectral Density of a WSS Random Process with 2D Discrete Fourier Transform

I'm trying to understand how the random process (RP) signal in discrete time domain is related to its power spectral density (PSD) in frequency domain if the signal is wide sense stationary (WSS). If ...
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Interpretation of steady state sensor signal

I try to understand some measurement results of an accelerometer MEMS sensor. I used a mikrocontroller which is sampling an accelerometer's analog signal with the built in analog-digital-converter. ...
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AWGN Build vs Randn noise do not match

I am generating noise in two different cases with the same SNR once using AWGN command which is a built in command and second time using randn function with the correct scaling however I am getting ...
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Epoching Data with no Events in mne?

I am new to Python and signal processsing, and I'm trying to create a spectrogram of EEG data taken during a course of general anesthesia. I would like to use MNE's ...
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543 views

Relationship between Wavelet transform and Fourier Power Spectral Density

Is there anyway to obtain the Fourier Power Spectral Density from a wavelet transform of a time series? I am particularly interested in this problem because I was wondering if there is any ...
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Appropriate model for IIR filter to compare with spectral ratios

A quick, basic question. I have measured spectral ratios - comparing a measured signal to an 'ideal' signal. I am fitting a specific, simple IIR filter to that data for transfer functions. So, if I'...
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Power Spectral Density Via Rank 1 Update

I know that I can find the autocorrelation matrix of a series of finite length sequences via rank-1 updates using the relation: $\mathbf{R}[k] = \frac{1}{k}\mathbf{R}[k-1] + \frac{1}{k+1}\mathbf{r}[k]...
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1/f noise parameter characterization

I would like to characterize 1/f noise in some time series data. I would like to estimate the 1/f noise corner, and the standard deviation of the 1/f noise component and white noise component. The ...
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Generating 3-dimension $1/f^\alpha$ noise

I'm stumped trying to find a way to generate a 3-dimensional $1/f^\alpha$ noise time series. Basically I want simulate a forcing that is $1/f^\alpha$ in the 2 space dimensions and $1/f^\beta$ in time, ...
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How do I perform a spectral averaging? Amplitude spectral density

I haven't been doing much signal processing over the years and I'm wondering if my logic is sound. I'd appreciate any input. So, I have a data set with independent variable ($A$) in Frequency ($1\...
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Quantifying how good I'm producing a spectral density

I recently asked a question here on how to create noise with a specific spectral density $S_{xx}(f)$. The helpful people of this stack exchange told me one way to do it was filtering white noise with ...
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Why is it better to sample white noise in frequency domain here?

We have a channel $c(t)$ that we want to sample. It can be expressed as $ c(t)= g\ast x(t)$ where $x(t)$ is white complex Gaussian noise and $g(t)$ is a function that we know the PSD of, let's call it ...
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How do we calculate Power Spectrum Density (PSD) which is given in dB/Hz and not just dB?

I found many definitions for this quantity, PSD. In a document on signal analysis by National Instruments say that it is the amount of power in a unit bandwidth. Let's say P(f) is the power of the ...
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What spectral estimation technique to use for finding sharp spectral lines?

At the moment, I am using the Welch's averaged modified periogram method for spectral estimation, which has the frequency resolution $f_s/N$ where $f_s$ is the sampling frequency and $N$ the window ...
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Temporal window $\{v(t)\}$ of Welch estimator

The Welch estimate [1] of PSD (power spectral density) is determined as: $$\hat{\phi}_W(\omega)=\frac{1}{S}\sum_{j=1}^S \hat{\phi}_j(\omega)$$ where $$\hat{\phi}_j(\omega)=\frac{1}{MP}\left|\sum_{t=1}^...
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Why is generating $1/f^\alpha$ noise so complicated?

Why can't I just take the square root of the power spectrum $P(f) = Cf^{-\alpha}$, multiply with $e^{i\theta_n}$ ($\theta_n$ being $N/2$ random phases in $[0, 2\pi]$), and then do an inverse Fourier ...
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Removing the mean in finding PSD

Does removing the mean value of the signal effect the estimation of power spectral density(PSD)? If it effects, how? What is the advantage we can get by removing the mean of the signal in estimating ...
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729 views

What is the best method to estimate the frequency(PSD) for noise signal

I’ve been trying to estimate the frequency of a signal I obtained at 1000Hz sampling frequency. The dominant frequency is expected to be not more than 4 or 5 Hz. I’ve estimated the PSD using ...
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Power contained in a signal

Given a signal $$x(t)=16\cos(20\pi t+\frac\pi 4)+6\cos(30\pi t+\frac\pi 6)+4\cos(40\pi t+\frac\pi 3)$$how can I calculate the power contained in a frequency interval, say 12Hz to 22Hz. The total power ...
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What is OSNR in Fiber Optics?

I have seen that the SNR is measured for optical fibers "OSNR". What is the difference? Is there any equivalent?
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Spectral estimation from noisy time-series data

This is the first time I'm posting a question on here so I hope I'm doing it right. I've tried searching on here for an answer but haven't found anything particularly relevant. I have some data ...
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147 views

Importance of phase of time-series for PSD

I have $m$ complex-valued time-series $z_m(t_n)$, which I am currently analyzing. I started by calculating their PSDs and CSDs. These exhibit an unexpected peak at a given frequency, which is present ...
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when trying to nomalize a power plot , do we normalize it after converting it to db scale or before it?

I have two power plots. I am trying to normalize it for comparing them . So , do we normalize it after converting to db scale? or do we normalize the power as such?
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Units for a PSD from square of FT?

If I am looking to do a PSD plot on a signal $x(t)$ with units $m$ then the units I am expecting in the PSD would be $\frac{m^2}{Hz}$ but I can't seem to get this result from the following reasoning: ...
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Losing lowest Frequencies in frequency modulated signal, rest of spectrum is fine

For several reasons I am attempting to re-modulate a de-modulated FM (as in WFM Radio) signal using python. Demodulating the initial signal goes well, it produces the PSD chart below which looks just ...
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How to relate power spectral density with the number of resource blocks in LTE?

I am running a simulation with 100 Resource blocks for LTE OFDM and I plotted a PSD for it. Now I am able to bring down the out of band emissions when I perform an algorithm on it. Based on the ...
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Why does power spectral density of OFDM signal changes with number of zero subcarriers

I am trying to plot the power spectral density (PSD) of an OFDM signal with $N_{dsc}$ subcarriers and $N_{zeros} = N_{fft}-N_{dsc}$ zero subcarriers. I am using the matlab function pwelch() to plot ...
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Chi-squared distribution variable spectral analysis

I an interested in spectral analysis of a random signal. Assume the signal $n(t)\sim\mathcal{N}(0,\sigma^2)$ is followed by the white Gaussian noise with zero mean and $\sigma^2$ variance. The test ...