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spectral

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spectral

by alex sanchez

 

12 Jul 2006 (Updated 13 Jul 2006)

Spectrum using periodogram method

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Description

Spectrum using periodogram method

USAGE:
  q = spectral(x,dt,win,Wn,ftype,n)
  [psdf,f] = spectral(x,dt,win,Wn,ftype,n)
  [psdf,psdfc,f] = spectral(x,dt,win,Wn,ftype,n)

DESCRIPTION:
  Calculates the spectrum for x
  using the periodogram method
  If a window other than boxcar is used
  than the method is refered to as modified
  periodogram method.
  The confidence intervals are calculated
  using the inverse of chi-square CDF.
  Also includes a filtering option using the
  butterworth filter to see the effect of the
  filter on the spectrum

INPUT VARIABLES:
  x - Time series, [vector]
  dt - Sampling Rate, [scalar]
  win - Window, one of:
      'hanning', 'hamming', 'boxcar'
  Nb - Band Averaging, number of bands to average
  P - Probability for confidence intervals
  Wn - Cut-Off frequencies, used for filtering
  ftype - Type of filter, 'high', 'low' or 'stop'
  ncb - Number of coefficients to use in
      the Butterworth filter

OUTPUT VARIABLES:
  q - structure with the following fields:
      xp - detrended x
      f = Frequencies
      T - Periods
      m - Magnitude
      a - Amplitude
      s - Power spectrum, Sxx(win), [Power]
      psdw - Power Spectral Density, Pxx(win), [Power/rad/sample]
      psdf - Power Spectral Density, Pxx(f), [Power/sample-freq]
      psdT - Power Spectral Density, Pxx(T), [Power*time-unit]
      conf - Upper and Lower Confidence Interval multiplication
              factors using chi-squared approach

Acknowledgements
This submission has inspired the following:
Calibrated Spectral Analysis
MATLAB release MATLAB 7 (R14)
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Comments and Ratings (3)
17 Jul 2006 Sam K

Nicely written code, seems to be very good utility.
I got the below error. What could be the fix for this?

??? Undefined command/function 'chi2inv'.

Error in ==> spectral at 180
conf = v./chi2inv([alpha2,1-alpha2],v);

Thank you.

19 Dec 2006 Nando Rosales

SAM: Needs the stata and signal toolbox. ALEX: could you improve a little bit the comments, and Bibliographic Reference

30 May 2007 andrew lee  
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Tag Activity for this File
Tag Applied By Date/Time
spectral analysis alex sanchez 22 Oct 2008 08:32:31
period spectrum alex sanchez 22 Oct 2008 08:32:31
periodogram method alex sanchez 22 Oct 2008 08:32:31
signal process alex sanchez 22 Oct 2008 08:32:31

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