# Questions tagged [spectrum-estimation]

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### Detecting Pattern from Signal Data by Gaussian Mixture Model?

I'm a machine learning newbie. I have sensor data which is generated by several sensors. The data is a series of 'time's. (it is not labeled, in other words, I cannot know which sensor generates ...
6k 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 $N = 1024$,...
273 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 ...
6k views

### Calculate 1D Power Spectrum from 2D Images

Imagine satellite images, these are irregular sampled in X and Y direction and the shapes are of course are oddly off. We now want to estimate a 1D power spectrum from the whole image to estimate the ...
161 views

### Estimation / Reconstruction of an Image from Its Missing Data 2D DFT

Given the 2D DFT of an image i.e. a NxM matrix of complex numbers, with some missing lines (or even partial lines), considering we have zeros in the missing positions. Any suggestions for an ...
715 views

### Practical cross-spectrum estimation using Blackman-Tukey approach

I would like to estimate the cross-spectrum of two signals using the (lag-windowed) Blackman-Tukey approach but I'm having difficulties with proper practical implementation. As defined in equation 2.8....
4k views

### An explanation of parts of the MUSIC Algorithm for someone without a background in signal processing?

I've been looking at every tutorial and paper I can find, but I keep losing the intuition behind what's going on when they get into the matrix operations. There is a step in which the signal vector ...
133 views

### Are there algorithms to invert a magnitude spectrum?

I have a speech signal and have calculated the magnitude spectrum for the signal. Is it possible to get a good estimate of the original signal from the magnitude spectrum, seeing that phase ...
46 views

### Running window design for irregular or nonuniform time series

I have to deal with multiple time series $X_n$ that are non-uniformly or irregularly sampled at increasing times $\Theta=\{t_k\}_{k\in \mathbb{Z}}$ ($t_k<t_{k+1}$). In case this could help, this ...
585 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)...
76 views

### Is there an efficient algorithm to precisely find the spectrum of a finite discrete signal consisting of incommensurable frequencies?

If we periodically sample a continuous band-limited signal at a sufficient sampling rate, we can estimate its spectrum by using Discrete Fourier transform (DFT). DFT of a finite discrete signal sample ...
65 views

### Computable Time-Frequency Distribution without Cross-Terms

Context: I have a single receiver that is receiving multiple signals. Each signal has a few strong harmonics, but I don't know the fundamental frequency. I would like to display them on a spectrogram ...
2k views

### Simplest way to generate AR(2) process on MATLAB

As part of a project I need to use autocorrelation method of estimating model paramters of an autoregressive process on MATLAB. Can anyone tell me the simplest way to generate an AR(2) process on ...
751 views

### Estimating the PSD (Periodogram): How do you find the Expected Value

The periodogram $\widehat{P_x}(e^{jω})$ is an estimate of PSD $P_x(e^{jω})$ and for mean-square convergence - $\lim_{N \rightarrow \infty}E\left\{\widehat{P_x}(e^{jω})\right\}=P_x(e^{jω})$ My ...
663 views

### What is the computational complexity of Spectrum Estimation Algorthms and What they depend upon?

There are lots of spectrum estimation techniques, each with some pros and cons. Algorithms like: Music Welch's method Yule-Walker AR method Periodogram modified covariance method multitaper method (...
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### Wrong amplitude in the FFT for 10 seconds measured signal

I measured a signal with the Osziliscope that I generated with a signal generator. The signal is a pure sine wave with a frequency of 1 kHz and a peak amplitude of 2.5 V, I measured the signal for ...
51 views

### Interpreting scipy spectrum from audio signal

I have recorded some audio and would like to obtain a spectrum from it. As the audio is a real valued signal, I figure that I could perform a FFT with some window and obtain a spectrum for that period....
2k views

### Power spectral density vs. Fourier Transform

I am trying to understand the difference between the Power Spectral Density and the Fourier transform. Specifically, I am trying to understand why the power spectral density is useful and in what ...
40 views

### Complex Spectral Phase Evolution (CSPE) Performance depending on signal windowing?

I am look into CSPE. "Signal Analysis Using the Complex Spectral Phase Evolution (CSPE) Method" The method is simple. It compares the original signal's FFT and shifted signal FFT in phase domain so ...
130 views

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### Welch's overlapped method for amplitude by frequency estimation

pwelch is a useful matlab function for computing real/magnitudes for power using WOSA method, but I'd like to apply the same thinking in order to output complex pairs for amplitude (not power) ...
593 views

### Identify the frequency spectrum of an audio file by using matlab [closed]

I need to identify the first few harmonics of a audio file by cancelling the noise of the specific signal. So I have partitioned the signal into 1024 Hz sample blocks and then took the FFT values of ...
27 views

### Noise Power Spectrum from Log Video Amplifier

I know that if I use a square law detector on band limited noise - let's assume it's rectangular - the noise power spectrum becomes the convolution of the input power spectrum. After lowpass-...
40 views

### Difference in signal Spectrum

[ Here are two figures from the same signal, the 2nd one(B) is after digital predistortion at transmitter end. How can you describe it? What are the improvements and advantages of this technique? Much ...