Nonparametric Power Spectrum Estimation With Thresholded Cepstrum

A function to nonparametrically estimate the power spectrum via thresholded cepstrum

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This code does a smooth non-parametric estimate of the power spectrum using thresholded cepstrum. It is based on "Smoothed Nonparametric Spectral Estimation Via Cepstrum Thresholding" by Petre Stoica and Niclas Sandgren, IEEE Signal Processing Magazine, November 2006 vol 23, number 6. This zip file has the function CepSpec.m (the code that does the power spectrum estimation, plus a readme, a demo and some data files for the demo.

Cite As

Steve Lutes (2026). Nonparametric Power Spectrum Estimation With Thresholded Cepstrum (https://www.mathworks.com/matlabcentral/fileexchange/12996-nonparametric-power-spectrum-estimation-with-thresholded-cepstrum), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0

Name correction