Signal Processing Stack Exchange
Signal Processing Stack Exchange

Questions tagged [power-spectral-density]

The Power Spectral Density (PSD) is the distribution of signal power over frequencies.

It is often estimated by sampling a signal for a finite amount of time, taking the Discrete Fourier Transform (DFT) of the resulting sample vector, and considering the magnitude square of the resulting DFT bins.

Notice that this is, for a random signal, a property of the stochastic process underneath. See: Wiener-Chintschin theorem.

667 questions
64
votes
2 answers

Why so many methods of computing PSD?

Welch's method has been my go-to algorithm for computing power spectral density (PSD) of evenly-sampled timeseries. I noticed that there are many other methods for computing PSD. For example, in Matlab I see: PSD using Burg method PSD using…
nibot
  • 3,583
  • 4
  • 26
  • 38
28
votes
3 answers

Variance of White Gaussian Noise

It could seem an easy question and without any doubts it is but I'm trying to calculate the variance of white Gaussian noise without any result. The power spectral density (PSD) of additive white Gaussian noise (AWGN) is $\frac{N_0}{2}$ while the…
Mazzy
  • 525
  • 1
  • 6
  • 11
26
votes
1 answer

What is the difference between PSD and squared magnitude of frequency spectrum?

The power spectrum of a signal can be calculated by taking the magnitude squared of its Fourier transform. Being an audio person, the signal of interest for me would be a time series. How does this representation differ from a PSD (power spectral…
learnvst
  • 1,483
  • 2
  • 16
  • 25
20
votes
2 answers

What is cross-spectral density- CSD?

I asked a question earlier but I didn't get any answer for it. So now I am simplifying it: what are Cross-Spectral Density (CSD) and Power-Spectral Sensity (PSD)? What is their application? How can I get them in…
SAH
  • 1,327
  • 4
  • 17
  • 34
18
votes
4 answers

How do you calculate spectral flatness from an FFT?

Ok, the spectral flatness (also called Wiener entropy) is defined as the ratio of the geometric mean of a spectrum to its arithmetic mean. Wikipedia and other references say the power spectrum. Isn't that the square of the Fourier transform? The…
endolith
  • 14,765
  • 7
  • 63
  • 114
17
votes
2 answers

PSD (Power spectral density) explanation

I'm trying to understand how the PSD is calculated. I've looked in a few of my Communication Engineering textbooks but to no avail. I've also looked online. Wikipedia seems to have the best explanation; however, I get lost at the part where they…
user968243
  • 737
  • 2
  • 7
  • 12
16
votes
2 answers

Power spectral density vs. FFT bin magnitude

What's the difference between these? Both are measurements of some form of signal power, but surely there's some difference between the power they are measuring?
mavavilj
  • 1,224
  • 2
  • 15
  • 36
12
votes
1 answer

Difference between power spectral density, spectral power and power ratios

What 'exactly' is power spectral density for discrete signal? I was always under the assumption that taking the Fourier transform of the signal, and then the ratio of desired frequency range magnitude over the entire frequency range gives the power…
anasimtiaz
  • 1,049
  • 2
  • 10
  • 17
12
votes
1 answer

Power spectral density vs Energy spectral density

I read the following on Wikipedia: Power spectral density: The above definition of energy spectral density is most suitable for transients, i.e., pulse-like signals, for which the Fourier transforms of the signals exist. For continued signals…
Amelio Vazquez-Reina
  • 289
  • 1
  • 3
  • 10
11
votes
5 answers

Inconsistency between the units of power spectral density and the definition that people often give

Perhaps someone can help me resolve something - this is my understanding: In deterministic signal analysis, for a continuous signal $x(t)$ the signal energy is defined by $$E_{\textrm{s}} = \int^{+\infty}_{-\infty} |x(t)|^2\mathrm dt \hspace{1cm}…
teeeeee
  • 601
  • 4
  • 17
9
votes
2 answers

Spectral Entropy Calculation in MATLAB

How do I calculate the Spectral Entropy of a signal in MATLAB ? I know the basic steps but it would be nice if someone can help, Calculate the power spectrum of the signal using FFT command in MATLAB. Calculate the Power Spectral Density using the…
RRelan
  • 91
  • 1
  • 1
  • 2
8
votes
2 answers

Interpretation of Clarke's Doppler power spectral density

What I understand of Doppler spread is that the relative motion between Transmitter (TX) and Receiver (RX) change the exposing time of signal. In rapport to a constant-distance TX-RX, a moving toward each other TX-RX "compresses" signal in time…
AlexTP
  • 5,555
  • 1
  • 18
  • 36
8
votes
2 answers

What is the difference between the PSD and the Power Spectrum?

Can any one explain the difference in the amplitude between the two and what does each one represents? For example, when using the pwelch algorithm in MATLAB how do the two different options ('psd','power') affect the units of the output? (I know…
havakok
  • 603
  • 1
  • 4
  • 17
8
votes
1 answer

Is autospectrum the same as power spectrum density?

In my slides about signal processing, there is one that mentions the same thing as the beginning of this and this answer, namely that the Fourier transform of a signal, squared is the power spectrum density of the signal. In this talk, it is…
Mien
  • 795
  • 2
  • 7
  • 6
7
votes
1 answer

How Exactly Does MATLAB Zero Pad Signal?

I am doing some massive number crunching in MATLAB which involves millions of PSD estimations. Each data segment has length 41. So I have been using the multi-taper method with nfft=41 (details below in the code). My last simulation took more than…
Fixed Point
  • 379
  • 1
  • 4
  • 8
1
2 3
…
44 45