Discrete prolate spheroidal (Slepian) sequences
dps_seq = dpss(seq_length,time_halfbandwidth)
[dps_seq,lambda] = dpss(seq_length,time_halfbandwidth)
[...] = dpss(seq_length,time_halfbandwidth,num_seq)
[...] = dpss(seq_length,time_halfbandwidth,'interp_method')
[...] = dpss(...,Ni)
[...] = dpss(...,'trace')
dps_seq = dpss(seq_length,time_halfbandwidth) returns
prolate spheroidal (DPSS), or Slepian sequences of length
a matrix with
seq_length rows and
be strictly less than
[dps_seq,lambda] = dpss(seq_length,time_halfbandwidth) returns
the frequency-domain energy concentration ratios of the column vectors
dps_seq. The ratios represent the amount of
energy in the passband [–W,W]
to the total energy from [–Fs/2,Fs/2],
where Fs is the sampling
lambda is a column vector equal in length
to the number of Slepian sequences.
[...] = dpss(seq_length,time_halfbandwidth,num_seq) returns
num_seq Slepian sequences with time half
time_halfbandwidth ordered by
their energy concentration ratios. If
a two-element vector, the returned Slepian sequences range from
[...] = dpss(seq_length,time_halfbandwidth,'interp_method') uses
interpolation to compute the DPSSs from a user-created database of
DPSSs. Create the database of DPSSs with
ensure that the resulting file,
dpss.mat, is in
the MATLAB® search path. Valid options for
The interpolation method uses the Slepian sequences in the database
with time half bandwidth product
length closest to
[...] = dpss(...,Ni) interpolates from
DPSSs of length
Ni in the database dpss.mat.
[...] = dpss(...,'trace') prints the method
used to compute the DPSSs in the command window. Possible methods
include: direct, spline interpolation, and linear interpolation.
Construct the first four discrete prolate spheroidal sequences of length 512. Specify a time half bandwidth product of 2.5. Plot the sequences and find the concentration ratios.
seq_length = 512; time_halfbandwidth = 2.5; num_seq = 2*(2.5)-1; [dps_seq,lambda] = dpss(seq_length,time_halfbandwidth,num_seq); plot(dps_seq) title('Slepian Sequences, N = 512, NW = 2.5') axis([0 512 -0.15 0.15]) legend('1st','2nd','3rd','4th') concentration_ratios = lambda'
concentration_ratios = 1.0000 0.9998 0.9962 0.9521
The discrete prolate spheroidal or Slepian sequences derive from the following time-frequency concentration problem. For all finite-energy sequences index limited to some set , which sequence maximizes the following ratio:
where Fs is the sampling frequency and . Accordingly, this ratio determines which index-limited sequence has the largest proportion of its energy in the band [–W,W]. For index-limited sequences, the ratio must satisfy the inequality . The sequence maximizing the ratio is the first discrete prolate spheroidal or Slepian sequence. The second Slepian sequence maximizes the ratio and is orthogonal to the first Slepian sequence. The third Slepian sequence maximizes the ratio of integrals and is orthogonal to both the first and second Slepian sequences. Continuing in this way, the Slepian sequences form an orthogonal set of bandlimited sequences.
The time half bandwidth product is NW where N is the length of the sequence and [–W,W] is the effective bandwidth of the sequence. In constructing Slepian sequences, you choose the desired sequence length and bandwidth 2W. Both the sequence length and bandwidth affect how many Slepian sequences have concentration ratios near one. As a rule, there are 2NW – 1 Slepian sequences with energy concentration ratios approximately equal to one. Beyond 2NW – 1 Slepian sequences, the concentration ratios begin to approach zero. Common choices for the time half bandwidth product are: 2.5, 3, 3.5, and 4.
You can specify the bandwidth of the Slepian sequences in Hz by defining the time half bandwidth product as NW/Fs, where Fs is the sampling frequency.
Percival, D. B., and A. T. Walden. Spectral Analysis for Physical Applications. Cambridge, UK: Cambridge University Press, 1993.