Frequency resolution of random process
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I have got a random process with 100 samples. What frequency resolution can be obtained with traditional methods of Power Spectral Density calculation? How can I do this in matlab?
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Walter Roberson
on 11 Oct 2015
Neither traditional methods nor MATLAB can obtain any frequency resolution based solely on 100 random samples. In order to obtain any frequency resolution, it is necessary for there to be times associated with each of the samples, as frequency has to do with change in time.
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Walter Roberson
on 13 Oct 2015
Question:
Let X = 0:0.01:100 . Let it be in the time domain. What is the frequency resolution of that X, using any method you want?
Answer: You cannot know based upon only that information.
Question: add the assumption that the times of the samples are
t = sort( rand(1,100) * 20 );
Answer:
Now you have a chance of determining the frequency resolution.
The frequency resolution is 1/2 of the lowest common multiple of the time differences diff(t) when expressed in rational form.
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