Borrar filtros
Borrar filtros

Periodogram PSD vs FFT PSD

8 visualizaciones (últimos 30 días)
Terry
Terry el 5 de Oct. de 2012
When power scaling the magnitude of the output from an FFT one could use the following scaling which equivocates the psd of the FFT to the MSE of the time series:
PSD0=(abs(x)/N)^2
PDSi=2*(abs(x)/N)^2 for i=1, 2, …n/2+1
The MatLab function ‘periodogram’ returns PSD values that sum to twice the MSE of the time series (each PSD value is twice the FFT value). Why is that? Both analysis were done with no windowing.
  1 comentario
Honglei Chen
Honglei Chen el 5 de Oct. de 2012
Hi Terry, could you show the comparison code?

Iniciar sesión para comentar.

Iniciar sesión para responder a esta pregunta.

Respuestas (0)

Categorías

Más información sobre Parametric Spectral Estimation en Help Center y File Exchange.

Etiquetas

Productos

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by