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Evolutionary Power Spectral Density (EPSD)

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Compute the Evolutionary Power Spectral Density (EPSD) as an alternative to the spectrogram



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The Evolutionary Power Spectral Density (EPSD) [1] is compared to the well-known spectrogram implemented in Matlab. The EPSD produces a smoother signal, especially if the amount of data point is low. In the following, I am using the example from [2] where the spectrogram applies well. For other application, e.g. civil engineering, the spectrogram method may provide a too low frequency or time resolution. The use of the EPSD is therefore more common in this field, see e.g. [3] for an application of the EPSD to compute the bridge response to non-stationary wind load.

The submission contains:
• An example file
• The function EPSD.m

The is the first version of the submission, updates are likely to be done in the next few days. Any comment, question or suggestion to improve the submission is warmly welcomed.


[1] Priestley, M. B. (1965). Evolutionary spectra and non-stationary processes. Journal of the Royal Statistical Society. Series B (Methodological), 204-237.
[3] Hu, L., Xu, Y. L., & Huang, W. F. (2013). Typhoon-induced non-stationary buffeting response of long-span bridges in complex terrain. Engineering Structures, 57, 406-415.

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MATLAB 8.3 (R2014a)

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