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Questions tagged [spectral-density]

63 questions
31
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2 answers

Fast Fourier Transform in R

I have a dataset with the number of hourly visits an animal made during a period of 12 months. I want to use the Fast Fourier Transform to examine cyclical patterns and periodicity. In the past, I have used Statistica for this this; however, I would…
user1626688
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How to use the cross-spectral density to calculate the phase shift of two related signals

I've two signals, from which I expect that one is responding on the other, but with a certain phase shift. Now I would like to calculate the coherence or the normalized cross spectral density to estimate if there is any causality between the input…
Mattijn
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Power Spectral Density from jTransforms DoubleFFT_1D

I'm using Jtransforms java library to perform analysis on a given dataset. An example of the data is as follows: 980,988,1160,1080,928,1068,1156,1152,1176,1264 I'm using the DoubleFFT_1D function in jTransforms. The data output is as follows:…
Damon
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Strategies for debugging numerical stability issues?

I'm trying to write an implementation of Wilson's spectral density factorization algorithm [1] for Python. The algorithm iteratively factorizes a [QxQ] matrix function into its square root (it's sort of an extension of the Newton-Raphson square-root…
Dan
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Correct normalization of discrete power spectral density in python for a real problem

I am struggling with the correct normalization of the power spectral density (and its inverse). I am given a real problem, let's say the readings of an accelerometer in the form of the power spectral density (psd) in units of Amplitude^2/Hz. I would…
Bene Gesserit
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Unknown noise in density spectrum of a perfect sine wave

There's something I don't understand: I computes the spectral density of a signal (by computing its FFT) and that seems to work correctly but it keeps having some kind of background noise, although I'm doing it on a perfect sine wave with 2…
user978548
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Prefactors computing PSD of a signal with numpy.fft VS. scipy.signal.welch

The power spectral density St of a signal u may be computed as the product of the FFT of the signal, u_fft with its complex conjugate u_fft_c. In Python, this would be written as: import numpy as np u = # Some numpy array containing signal u_fft =…
Bremsstrahlung
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Matlab/Python: Power spectral density of non-uniform time series

I am trying to find the power spectral density of a signal measured at uneven times. The data looks something like this: 0 1.55 755 1.58 2412256 2.42 2413137 0.32 2497761 1.19 ... where the first column is the time since the first measurement (in…
Daniel.Reardon
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Power Spectral Density from Accelerometer data

I have an accelerometer data i.e. AccX, AccY and AccZ. I am looking for an algorithm to compute Power Spectral Density from this data. I know the following: F = fft (s); where "s" is the input signal and fft is fast fourier transform. PSD =…
VikramBishnoi
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on the use and understanding of pwelch in matlab

I'm using the pwelch method in matlab to compute the power spectra for some wind speed measurements. So, far I have written the following code as an example: t = 10800; % number of seconds in 3 hours t = 1:t; % generate time vector fs = 1; %…
Emma Tebbs
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High pass filter with specific cut-off frequency

The situation I am trying to apply a high pass filter to a black&white image to enhance the texture by keeping the high frequencies. The goal is to filter from a specific frequency value obtained from the outcome of applying signal.welch() from…
davipeix
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Conversion from Matlab to Python of Cross Power Spectral Density function

I am trying to convert a MATLAB program to python. I am having problems setting up the cross power spectral density function and obtain matching results with Matlab. The function used in the MATLAB code is written as follows: [Pxy,f] =…
Francesca Marafini
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Why does scipy.signal.welch suppress zero frequency?

I try to use whelch method and I found that zero frequency is abnormal import numpy as np import scipy.signal as signal import matplotlib.pyplot as plt n = 100000 s = np.ones(n) f, psd = signal.welch(s, return_onesided=False) plt.plot(f,…
Sergey Bakhurin
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power spectral density from fft result c#

I have a Complex[] (from CsCore) which is the result of my FFT. Complex has a float real and a float imaginary. From this I calculated the following Frequency: (double)index * sampleRate / FftSize; Amplitude / Magnitude: Math.Sqrt(Math.Pow(real,…
Gert Kommer
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Using pwelch to a set of signals: some questions (Matlab)

I would like to use pwelch on a set of signals and I have some questions. First, let's say that we have 32 (EEG) signals of 30 seconds duration. The sampling frequency is fs=256 samples/sec, and thus each signal has length 7680. I would like to use…
nullgeppetto
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