# Questions tagged [power-spectral-density]

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

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### Why so many methods of computing PSD?

Welch's method has been my go-to algorithm for computing power spectral density (PSD) of evenly-sampled timeseries. I noticed that there are many other methods for computing PSD. For example, in ...
1answer
25k views

### What is the difference between PSD and squared magnitude of frequency spectrum?

The power spectrum of a signal can be calculated by taking the magnitude squared of its Fourier transform. Being an audio person, the signal of interest for me would be a time series. How does this ...
3answers
58k views

### Variance of White Gaussian Noise

It could seem an easy question and without any doubts it is but I'm trying to calculate the variance of white Gaussian noise without any result. The power spectral density (PSD) of additive white ...
4answers
8k views

### How do you calculate spectral flatness from an FFT?

Ok, the spectral flatness (also called Wiener entropy) is defined as the ratio of the geometric mean of a spectrum to its arithmetic mean. Wikipedia and other references say the power spectrum. Isn'...
2answers
28k views

### What is cross-spectral density- CSD?

I asked a question earlier but I didn't get any answer for it. So now I am simplifying it: what are Cross-Spectral Density (CSD) and Power-Spectral Sensity (PSD)? What is their application? How can I ...
2answers
26k views

### PSD (Power spectral density) explanation

I'm trying to understand how the PSD is calculated. I've looked in a few of my Communication Engineering textbooks but to no avail. I've also looked online. Wikipedia seems to have the best ...
1answer
13k views

### Difference between Power spectral density, spectral power and power ratios?

What 'exactly' is power spectral density for discrete signal? I was always under the assumption that taking the Fourier transform of the signal, and then the ratio of desired freq range magnitude over ...
1answer
19k views

### Power spectral density vs Energy spectral density

I read the following on Wikipedia: Power spectral density: The above definition of energy spectral density is most suitable for transients, i.e., pulse-like signals, for which the Fourier ...
2answers
14k views

### Spectral Entropy Calculation in MATLAB

How do I calculate the Spectral Entropy of a signal in MATLAB ? I know the basic steps but it would be nice if someone can help, Calculate the power spectrum of the signal using FFT command in MATLAB....
2answers
1k views

### Interpretation of Clarke's Doppler power spectral density

What I understand of Doppler spread is that the relative motion between Transmitter (TX) and Receiver (RX) change the exposing time of signal. In rapport to a constant-distance TX-RX, a moving toward ...
1answer
8k views

### Is autospectrum the same as power spectrum density?

In my slides about signal processing, there is one that mentions the same thing as the beginning of this and this answer, namely that the Fourier transform of a signal, squared is the power spectrum ...
1answer
7k views

### Is it only me or matlab's periodogram's function is confusing?

I am really confused with matlab's periodogram. First of all, it says in the documentation that its unit is "dB per unit frequency". What does that really mean? I just don't quite get it. Second of ...
2answers
37k views

### Power spectral density vs. FFT bin magnitude

What's the difference between these? Both are measurements of some form of signal power, but surely there's some difference between the power they are measuring?
1answer
363 views

### Do waterfalls generate pink (1/f) or brownian (1/f^2) noise?

Does anybody know if natural waterfalls generate pink noise or brownian noise? I have tried to search about this but the matches are non-scientific and contradictory. For example Livescience.com ...
2answers
3k views

### Variance of periodogram estimate of the power spectrum

I have been reading chapter 13.4. ("Power Spectrum Estimation Using the FFT") of the Numerical Recipies Book. Some things related to the expectation value of the "periodogram estimate of the power ...
1answer
354 views

### Cross Power Spectral Density of Unevenly Sampled Data

Here's my problem. The input signals $x$ and $y$ will be having the time value aligned with each other. However, the data are not evenly sampled. I would like to calculate CPSD of both signals. The ...
3answers
5k views

### 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) ...
0answers
573 views

### 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 ...
2answers
2k views

### Magnitude of Power Spectral Density with Different Sampling Frequency

For exponential signals (sine or cosine), if the sampling frequency $f_s$ is equal to the length of signal, $N$, the magnitude of psd for each sine signal is proportional to amplitude in time domain, ...
2answers
322 views

### Why is PSD estimated, and not simply computed?

I apologize if this comes as a basic question, but I am struggling to understand why the PSD can only be estimated and not directly computed. For example, this thread discusses several such PSD ...
1answer
15k views

### Why the RMS of a PSD curve is the root of the area below

I will try to explain what is my level of understanding of this problem, please correct me if I'm wrong: RMS is the Root Mean Square, it represent the mean value of the input signal. PSD is the ...
1answer
3k views

### Understanding the Windowing Method in PSD Calculation

I have some issues understanding the use of a window (it doesn't matter which one) to calculate the Power Spectral Density of a signal. For example say I want to use the hann window, with $N = 1024$,...
2answers
469 views

### Properties of Up- and Downsampling

Given a gaussian white noise with mean 0 and $\sigma = 1$. I'm interested in the PSD (power spectral density), when the signal is plain up- or downsampled. No interpolation, no filtering nothing. ...
1answer
6k views

### Working backwards from PSD to possible signal

I have been trying to reconstruct a random signal from its PSD and am running into trouble. I know that many different signals in the time or spatial domains can result in the same PSD-- I am ...
1answer
593 views

### Power Spectral Density of Digital Modulations

I want to simulate the power spectral densities of different modulations in MATLAB (without Simulink). Unfortunately I have only very basic understanding of signal processing, hence I struggle with ...
2answers
10k views

### PSD estimate using FFT - scaling and units

I know that similar questions have already been asked – I have read the answers, yet I am still not sure if I understand the topic properly at some points. I want to use FFT to calculate PSD ...
2answers
138 views

### Filter away sinusoidal noise properly

I have a stereo music signal corrupted by strong sinusoidal noise that varies over time. Here is the spectrogram of Left channel I plotted with Matlab. As you can see there are 3 or 4 strong ...
1answer
896 views

### Fourier transform of Autocorrelation function, what am I missing here? (Power spectrum)

Given this problem I know that the autcorrelation and power spectrum are fourier pairs, so when taking taking fourier transform of Rxx, one should end up with Sxx However, when I take the transform ...
1answer
1k views

### What does double hat mean in Spectral theory?

I was confused about the double hat notation $\hat{\hat .}$ and my teacher and I thought it probably means an estimate of an estimate most of the time, but we could not be 100% sure of its meaning. ...
1answer
1k views

### Producing Colored Noise from a given PSD Data

I need to estimate (extract/produce) the colored noise of a given PSD Data. I have the following procedure to get the desired results. First of all I calculate the filter coefficiencts using firls ...
2answers
628 views

### What assumptions should be used to invert spectrum into time domain data?

This question comes from a realistic problem that how to obtain a time domain wind pressure from known wind spectrum. Or similarly, gets rail surface curve from spatial rail spectrum. Obviously, ...
1answer
588 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 ...
2answers
259 views

### How do we know that CTFT of the autocorrelation function is the PSD?

I know that the Fourier Transform of the autocorrelation function is the Power Spectral Density. But how can we arrive at such a result intuitively? Is it just a theorem?
2answers
270 views

### $|X(e^{jω})|^2$ - Power or Energy Density?

If $x(n)$ is an aperiodic signal and $X(e^{jω})$ its DTFT, then, what is $|X(e^{jω})|^2$? Power or Energy Spectral Density? My understanging of Fourier transforms so far tells me that its energy ...
3answers
2k views

### How to interpret spectrogram correctly?

I have a pressure transducer signal from a reacting mixture available here, which has a sampling frequency of 50kHZ. I have also obtained the spectrogram of the signal with NFFT=256, noverlap=4 as ...
2answers
856 views

### Numerically generating noise time series from spectral density

I'm trying to figure out a way to construct (numerically) time series of random variables given some spectral density $S_{xx}(f)$. I'm interested in various types of spectral densities (flat, ...
1answer
5k views

### AutoCorrelation using FFT of power spectrum

I have a chunk of data (samples) that need to do autocorrelation using FFT method. All data are real and lies between -1 and +1. What I have done follows: Zero pad the window with the length equals ...
2answers
11k views

### What is the difference between the PSD and the Power Spectrum?

Can any one explain the difference in the amplitude between the two and what does each one represents? For example, when using the pwelch algorithm in MATLAB how ...
2answers
577 views

### Zero-padding the middle of a signal

I sample a signal at a certain frequency for a finite amount of time to get a sequence $$(x_n)_{n=1}^N = (x_1, x_2, ... , x_N)$$ with the intention of analyzing its power spectral density by ...
1answer
3k views

### What is the relationship between the PSD of a continuous signal and the PSD of its periodically sampled one?

In Oppenheim's "discrete time signal processing", it says, How is the equation (10.65) derived? PS: you may try to derive it with Fourier transform of the original and the sampled signals. But i ...
1answer
41 views

### PSD from autocorrelation in MATLAB

I am trying to simulate a simple stochastic process defined by the equation: \begin{equation} \frac{1}{v}\frac{db}{dt} +\Gamma_0 b= \sqrt{\sigma}R(t), \end{equation} where $R(t)$ is a zero-mean white ...
1answer
209 views

### 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 ...
1answer
553 views

### Average Power Spectral Density of PAM signals

I am reading through the PAM transmission scheme and about the power spectral density of the signals. Given that the Average Power Spectral Density of PAM Signals is:  \Phi_{ss}(f)=\Phi_{aa}\left(e^...