# Questions tagged [power-spectral-density]

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

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### What is an “innovation filter”?

I'm a math postgrad student working through a paper on eigenvalue decompositions of matrices of FIR filters (used for stuff like total decorrelation, convolutive mixing, MIMO). Towards the beginning, ...
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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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### 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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### Estimating number of sinusoid from spectral estimation

Suppose I am given a data X0 that have 50 realizations of a sum of an unknown number of sinusoids in additive white Gaussian noise. I plotted the Spectral estimate as attached. How do I estimate the ...
367 views

### What is the relationship between image spatial domain and FFT powerspectrum?

I am trying to perform contrast-transfer-function for pictures which were recorded in defocus. To do so, I have to calculate the contrast-transfer function from the Thon rings and fit the function to ...
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### Generating a timeseries with an arbitrary power spectrum

I need to generate random numbers with a given PSD. To do so, I found this recipe. In case it's behind a paywall, here's now it works: Given your power spectrum $P_k$ with $0\leq k<N$ points ...
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### Converting PSD to dB scale

I am taking the PSD of the output of an RTL-SDR with Welch's method. The output is an array like: [1.34225796e-07 1.37964799e-07 1.24558405e-07, ....]. I'd like to convert this array to dB, so ...
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### Wiener Filter Additive Noise Uncorrelated

I have been trying to understand for a while now why a non-causal Wiener filter that has a frequency response of the type H(jω)=S_yx(ω)/S_xx(ω) where ...
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### Estimating the bandwidth of various signals

I am trying to estimate the bandwidth of different signals, with different modulations, as seen in a PSD graph. I've heard about a "$3\ \rm dB$ rule" in this context. I don't need extreme accuracy. ...
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### 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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### Why averaging in Spectral magnitude domain not in complex domain to estimate spectrum of a process

Consider we need the magnitude spectrum of the signal. Signal is recorded in $N$ trials to a certain stimuli. Signal varies from each trial because of noise. So, to estimate the actual magnitude ...
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### variance in the time domain versus variance in frequency domain

Hi All: I'm trying to better understand the connection between variance of a time series and the integral of the spectral density over all frequencies. Rather than going through all of the relations, ...
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### Approximate the change in perceived gain from applying transfer function to audio signal

I have an audio signal that I am applying an analogue transfer function $H(s)$ to. I would like to approximate the change in gain ($\Delta \text{ Gain}$) as perceived by the listener for an arbitrary ...
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### Definition of average power?

There are two kind of average power I encountered in random signal class and textbook: definition 1: average power =$$E[|x(t)|^2]=R_{xx}(0)=\int^\infty_{-\infty} S_{xx}(f)\,df$$ definition 2: average ...
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### Autocorrelation and PSD

Let $X(t)$ and $Y(t)$ be two orthogonal processes with power spectral densities S_{xx}(f) = S_{yy}(f)=\begin{cases} 1-\lvert f\rvert, & \lvert f\rvert<1 \\[1ex] 0,& \text{otherwise} \end{...
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### Question on the definition of one-sided PSD in AWGN channel

I am currently simulating the following in a telecommunications exercise in Python: Consider a binary sequence $m[n]$ that is being modulated with QPSK (Gray-mapped) that is being transmitted via ...
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### 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 ...
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### 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 ...
Let $\Phi_1$ and $\Phi_2$ be two matrix-valued power spectral densities. I wonder whether the problem of interpolating $\Phi_1$ and $\Phi_2$ has been studied in the literature and/or applied in ...
I am learning about stochastic processes and I don't get one thing: What is the advantage of calculating the PSD of a signal using the Wiener-Khinchin theorem $\Phi(\omega) =\mathcal{F}\{R_{xx}\}$ ...