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Spectral Estimation

Periodogram, Welch, and Lomb-Scargle PSD, coherence, transfer function, frequency reassignment

Analyze the spectral content of uniformly or nonuniformly sampled signals using periodogram, pwelch, or plomb. Sharpen periodogram estimates using reassignment. Determine frequency-domain coherence between signals. Estimate transfer functions based on input and output measurements. Study MIMO systems in the frequency domain.

Functions

cpsdCross power spectral density
findpeaksFind local maxima
mscohereMagnitude-squared coherence
periodogramPeriodogram power spectral density estimate
plombLomb-Scargle periodogram
pmtmMultitaper power spectral density estimate
pspectrumAnalyze signals in the frequency and time-frequency domains
pwelchWelch’s power spectral density estimate
tfestimateTransfer function estimate
dbConvert energy or power measurements to decibels
db2magConvert decibels to magnitude
db2powConvert decibels to power
mag2dbConvert magnitude to decibels
pow2dbConvert power to decibels

Apps

Signal AnalyzerVisualize and compare multiple signals and spectra

Topics

Power Spectral Density Estimates Using FFT

Obtain nonparametric PSD estimates equivalent to the periodogram using the FFT directly.

Nonparametric Methods

Learn about the periodogram, modified periodogram, Welch, and multitaper methods of nonparametric spectral estimation.

Amplitude Estimation and Zero Padding

Obtain an accurate estimate of the amplitude of a sinusoidal signal using zero padding.

Bias and Variability in the Periodogram

Reduce bias and variability in the periodogram using windows and averaging.

Frequency-Domain Linear Regression

Construct a linear regression model for a time series using the discrete Fourier transform.

Compare the Frequency Content of Two Signals

Identify similarity between signals in the frequency domain.

Significance Testing for Periodic Component

Assess the significance of a sinusoidal component in white noise using Fisher's g-statistic.

Cross Spectrum and Magnitude-Squared Coherence

Obtain the phase lag between sinusoidal components and identify frequency-domain correlation in a time series.

Nonparametric Spectrum Object to Function Replacement

Replace calls to nonparametric psd and msspectrum objects with function calls.

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