File Exchange

## Statistical Spectrum and Frequency Estimation Examples

version 1.0 (597 KB) by

Examples from the M. Hayes' famous book "Statistical Digital Signal Processing and Modeling".

Updated

Some important classical (non-parametric) and modern (parametric) statistical spectrum and frequency estimation algorithms are demonstrated, reproducing the examples from chapter 8 of M. Hayes book. Namely, the following Methods are exposed:
A) Non-parametric Methods.
i) The Periodogram.
ii) Barlett's Method: Periodogram Averaging.
iii) Welch's Method: Averaging Modified Periodograms.
iv) Blackman-Tukey Method: Periodogram Smoothing.
B) Parametric Methods.
i) The Autocorrelation Method.
ii) The Covariance Method.
iii) The Modified Covariance Method.
iv) The Burg Algorithm.

C) Frequency Estimation.
i) Pisarenko Harmonic Decomposition (PHD).
ii) Multiple Signal Classification (MUSIC).
iii) The Eigenvector Method.
iv) The Minimum Norm Algorithm.

Ilias Konsoulas

### Ilias Konsoulas (view profile)

All the examples and demos run perfectly on my machine, Windows 7, Home Premium and MatLab R2015b.

Christopher Zapotocky

### Christopher Zapotocky (view profile)

The link posted by Ilias Konsoulas no longer works. You can find the functions on this site here:

https://www.mathworks.com/matlabcentral/fileexchange/2183-statistical-digital-signal-processing-and-modeling?focused=5042738&tab=function

They do not work in modern matlab. There are some typos (N's need to be changed to M's) and some semicolons need to be removed form the end, for, and if functions. I will post a link later with the updated code when I get them all cleaned.

Nam Hoang Le

### Nam Hoang Le (view profile)

and a lot of functions I can not find in your examples. please show? Thank u

Ilias Konsoulas

### Ilias Konsoulas (view profile)

@ Michael: As stated in the

Michael Nygaard

### Michael Nygaard (view profile)

the music function used - where do I find this?