Signal Processing Stack Exchange
Signal Processing Stack Exchange

Questions tagged [spectrum-estimation]

48 questions
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How Are MATLAB's `cpsd()` and SciPy's `csd()` Related?

I am trying to determine an estimate of the H1 transfer function between two acceleration signals in Python. To do this, I am calculating Pyx using scipy.signal.csd() and dividing it by Pxx calculated using scipy.signal.welch() I have used the same…
Bart
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Estimation / Reconstruction of an Image from Its Missing Data 2D DFT

Given the 2D DFT of an image i.e. a NxM matrix of complex numbers, with some missing lines (or even partial lines), considering we have zeros in the missing positions. Any suggestions for an algorithm to "interpolate"/reconstruct the missing values?
SheppLogan
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Example of non-equivalence of the two PSD definitions

According to the book Introduction to Spectral Analysis by P. Stoica and R. Moses, the power spectral density (PSD) $P(\omega)$ can either be defined as the discrete-time Fourier transform (DTFT) of the covariance sequence $r(k)$,…
user32892
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Detecting Pattern from Signal Data by Gaussian Mixture Model?

I'm a machine learning newbie. I have sensor data which is generated by several sensors. The data is a series of 'time's. (it is not labeled, in other words, I cannot know which sensor generates which 'time'). And each sensor basically generates…
minkyung
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Calculate 1D Power Spectrum from 2D Images

Imagine satellite images, these are irregular sampled in X and Y direction and the shapes are of course are oddly off. We now want to estimate a 1D power spectrum from the whole image to estimate the atmospheric noise. What works is the 2D power…
n1nj4
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Understanding the Windowing Method in PSD Calculation

I have some issues understanding the use of a window (it doesn't matter which one) to calculate the Power Spectral Density of a signal. For example say I want to use the hann window, with $N = 1024$, knowing that my signal length is $X > N$, $X$ is…
Engine
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Running window design for irregular or nonuniform time series

I have to deal with multiple time series $X_n$ that are non-uniformly or irregularly sampled at increasing times $\Theta=\{t_k\}_{k\in \mathbb{Z}}$ ($ t_k
Laurent Duval
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Are there algorithms to invert a magnitude spectrum?

I have a speech signal and have calculated the magnitude spectrum for the signal. Is it possible to get a good estimate of the original signal from the magnitude spectrum, seeing that phase information has been discarded after the FFT? I have…
Owen Leong
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Practical cross-spectrum estimation using Blackman-Tukey approach

I would like to estimate the cross-spectrum of two signals using the (lag-windowed) Blackman-Tukey approach but I'm having difficulties with proper practical implementation. As defined in equation 2.8.32 of the the book Spectral Analysis of Signals…
vvv
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A few questions about the output value of dsp.SpectrumAnalyzer

I am testing the output values of dsp.SpectrumAnalyzer for a sine wave mixed with white noise. The $\sigma^2$ of the white noise is 1e-4, so I use 0.01*randn(1024,1) to generate it. The sine wave is generated by dsp.SineWave with default amplitude…
user5280911
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An explanation of parts of the MUSIC Algorithm for someone without a background in signal processing?

I've been looking at every tutorial and paper I can find, but I keep losing the intuition behind what's going on when they get into the matrix operations. There is a step in which the signal vector is multiplied by its hermitian transpose and the…
covfefe
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Is there an efficient algorithm to precisely find the spectrum of a finite discrete signal consisting of incommensurable frequencies?

If we periodically sample a continuous band-limited signal at a sufficient sampling rate, we can estimate its spectrum by using Discrete Fourier transform (DFT). DFT of a finite discrete signal sample finds amplitudes of a predefined set of…
Ruslan
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Computable Time-Frequency Distribution without Cross-Terms

Context: I have a single receiver that is receiving multiple signals. Each signal has a few strong harmonics, but I don't know the fundamental frequency. I would like to display them on a spectrogram like display, but when the number of signals…
The Dude
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Welch Method FFT Python - Scaling factor?

I've been implementing a Welch method FFT and I am trying to work out the correct scaling factor that should be applied to the output of the function so the PSD is accurate because at the moment it's too low. I am using scipy, signal.welch. I know…
Natalie Johnson
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Power spectral density vs. Fourier Transform

I am trying to understand the difference between the Power Spectral Density and the Fourier transform. Specifically, I am trying to understand why the power spectral density is useful and in what scenarios it is useful. For example, suppose I have…
Darcy
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