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updated 5 months ago

Asymptotic Behavior of Sample Autocorrelation Function and Sample-based Power Spectral Density by Ilias Konsoulas

Demonstrates ACF and PSD convergence to their true values as a function of data record length used. (sample autocorrelatio..., power spectral densit..., acf)

my_DTFT(x,n)

Q2b.m

Q4b.m

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updated 1 year ago

test periodicity by Hanan Shteingart

Test for signal periodicity using Fisher's g-statistics (see references below) (periodicity, gstatistics, fisher)

test_periodicity.m

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updated 2 years ago

Contingency periodogram by Brian Gaas

Identifies cyclic patterns in non-metric time-series (timeseries, periodogram, maximum entropy)

[sig_periods]=contperiod(t,states,part)

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updated almost 3 years ago

Calculate PSD of a signal using Welch algorithm by Roni Peer

A short function I've revised a long time ago to calculate the PSD of a signal. (psd, welch, signal processing)

calc_psd(X, NFFT, Fs, WINDOW)

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updated almost 6 years ago

Lomb normalized periodogram by Christos Saragiotis

Both functions calculate the Lomb-Scargle periodogram (aka Gauss-Vanicek/Least-squares spectrum) (signal processing, earth science, transforms)

fastlomb(x,t,varargin)

lomb(x,t,varargin)

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