CSD MATLAB Resources
May 24, 2019
Back to: Mathematics for Understanding Waveform Relationships
MATLAB® offers operators supporting several statistical estimators using Welch’s method. These include the operation cpsd<…>:
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cpsd(…) |
Estimate cross power spectral density. |
Example Code from MATLAB
clear % clear all variables format long g; % set format of text output N = 16; % length of input data sequence x Fs = 1; % sample rate (used for scaling) percent = 50; % percent overlap Nfft = N * (1-percent/100); x= [0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0]'; y= [0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0]'; % 0 3 7 11 13 15 %---------------------------------------------------------------------------- % smoothing window %---------------------------------------------------------------------------- window = hanning(Nfft); % Hanning window %---------------------------------------------------------------------------- % calculate estimates %---------------------------------------------------------------------------- [Sxy,freq]=cpsd( x,y,window,Noverlap,Nfft,Fs); % estimate Sxy % | | | | | | | | |_____ sample rate % | | | | | | | |__________ estimate length % | | | | | | |_______________ num. overlapping positions % | | | | | |_________________________ window type % | | | | |____________________________ data sequence y % | | | |_______________________________ data sequence x % | | |___________________________________________ estimation operation % | |_____________________________________________________ x-axis sequence % |____________________________________________________________ estimate sequence