MATLAB: How can calculate power spectral density from data (999*1)

spectral density

i have 8 vector every one have size (999*1) i want calculate power spectral density for fond the frequency

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If you have signal processing toolbox you can use the function, pwelch.

Look in the documentation for it

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MATLAB: Calculate the frequency where psd is maximun

Hi, one thing you can do is to obtain a periodogram and then calculate the average power in an interval around the maximum frequency and then compare that to the average power from 0 to the Nyquist.

   Fs = 1e3;
   t = 0:1/Fs:1-(1/Fs);
   x = cos(2*pi*100*t)+randn(size(t));
   psdest = psd(spectrum.periodogram,x,'Fs',1e3,'NFFT',length(x));
   [mx,I] = max(psdest.Data);
    relperc = ...
    100*avgpower(psdest,[psdest.Frequencies(I-2) psdest.Frequencies(I+2)])/avgpower(psdest,[0 Fs/2])

Wayne

MATLAB: Power cross-spectral density

That is not correct. The cross spectrum (the Fourier transform of the cross correlation) is not real-valued. The cross spectrum is (ignoring the scaling factors) the DFT of X times the complex conjugate of the DFT of Y.

The way you have it written there is no need to do conj(psd_yy) because the PSD of y is real-valued.

The cross-correlation of X and Y is not an even function of the lag, k, unlike the autocorrelation of X OR the autocorrelation of Y. That is why the Fourier transform of the cross-correlation (the cross spectrum) is complex-valued.

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MATLAB: Calculate the frequency where psd is maximun

MATLAB: Power cross-spectral density

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