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+ − 4 <html lang="en">
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+ − 5 <head>
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+ − 10
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+ − 11 <title>Transfer function estimates (LTPDA Toolbox)</title>
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+ − 12 <link rel="stylesheet" href="docstyle.css" type="text/css">
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+ − 13 <meta name="generator" content="DocBook XSL Stylesheets V1.52.2">
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+ − 14 <meta name="description" content=
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+ − 15 "Presents an overview of the features, system requirements, and starting the toolbox.">
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+ − 16 </head>
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+ − 17
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+ − 18 <body>
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+ − 19 <a name="top_of_page" id="top_of_page"></a>
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+ − 20
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+ − 21 <p style="font-size:1px;"> </p>
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+ − 22
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+ − 23 <table class="nav" summary="Navigation aid" border="0" width=
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+ − 24 "100%" cellpadding="0" cellspacing="0">
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+ − 25 <tr>
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+ − 26 <td valign="baseline"><b>LTPDA Toolbox</b></td><td><a href="../helptoc.html">contents</a></td>
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+ − 27
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+ − 28 <td valign="baseline" align="right"><a href=
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+ − 29 "sigproc_cohere.html"><img src="b_prev.gif" border="0" align=
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+ − 30 "bottom" alt="Cross coherence estimates"></a> <a href=
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+ − 31 "sigproc_lpsd.html"><img src="b_next.gif" border="0" align=
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+ − 32 "bottom" alt="Log-scale power spectral density estimates"></a></td>
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+ − 33 </tr>
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+ − 34 </table>
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+ − 35
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+ − 36 <h1 class="title"><a name="f3-12899" id="f3-12899"></a>Transfer function estimates</h1>
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+ − 37 <hr>
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+ − 38
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+ − 39 <p>
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+ − 40 <h2>Description</h2>
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+ − 41 <p>
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+ − 42 The LTPDA method <a href="matlab:doc('ao/tfe')">ao/tfe</a> estimates the transfer function of time-series
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+ − 43 signals, included in the input <tt>ao</tt>s following the Welch's averaged, modified periodogram method <a href="#references">[1]</a>.
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+ − 44 Data are windowed prior to the estimation of the spectra, by multiplying
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+ − 45 it with a <a href="specwin.html">spectral window object</a>, and can be detrended by polinomial of time in order to reduce the impact
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+ − 46 of the border discontinuities. The window length is adjustable to shorter lenghts to reduce the spectral
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+ − 47 density uncertainties, and the percentage of subsequent window overlap can be adjusted as well.
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+ − 48 <br>
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+ − 49 <br>
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+ − 50 <h2>Syntax</h2>
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+ − 51 </p>
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+ − 52 <div class="fragment"><pre>
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+ − 53 <br> b = tfe(a1,a2,pl)
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+ − 54 </pre>
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+ − 55 </div>
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+ − 56 <p>
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+ − 57 <tt>a1</tt> and <tt>a2</tt> are the 2 <tt>ao</tt>s containing the input time series to be evaluated, <tt>b</tt> is the output object and
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+ − 58 <tt>pl</tt> is an optional parameters list.
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+ − 59 </p>
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+ − 60 <h2>Parameters</h2>
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+ − 61 The parameter list <tt>pl</tt> includes the following parameters:
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+ − 62 <ul>
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+ − 63 <li> <tt>'Nfft'</tt> - number of samples in each fft [default: length of input data]
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+ − 64 A string value containing the variable 'fs' can
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+ − 65 also be used, e.g., plist('Nfft', '2*fs') </li>
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+ − 66 <li> <tt>'Win'</tt> - the window to be applied to the data to remove the
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+ − 67 discontinuities at edges of segments. [default: taken from user prefs].<br>
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+ − 68 The window is described by a string with its name and, only in the case of Kaiser window,
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+ − 69 the additional parameter <tt>'psll'</tt>. <br>For instance: plist('Win', 'Kaiser', 'psll', 200). </li>
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+ − 70 <li> <tt>'Olap'</tt> - segment percent overlap [default: -1, (taken from window function)] </li>
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+ − 71 <li> <tt>'Order'</tt> - order of segment detrending <ul>
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+ − 72 <li> -1 - no detrending </li>
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+ − 73 <li> 0 - subtract mean [default] </li>
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+ − 74 <li> 1 - subtract linear fit </li>
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+ − 75 <li> N - subtract fit of polynomial, order N </li> </ul> </li>
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+ − 76 <li><tt>'Navs'</tt> - number of averages. If set, and if Nfft was set to 0 or -1, the number of points for each window will be calculated to match the request. [default: -1, not set] </li>
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+ − 77 <li><tt>'Times'</tt> - interval of time to evaluate the calculation on. If empty [default], it will take the whole section.</li>
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+ − 78 </ul>
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+ − 79 The length of the window is set by the value of the parameter <tt>'Nfft'</tt>, so that the window
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+ − 80 is actually rebuilt using only the key features of the window, i.e. the name and, for Kaiser windows, the PSLL.
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+ − 81 </p>
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+ − 82
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+ − 83 <p>As an alternative to setting the number of points <tt>'Nfft'</tt> in each window, it's possible to ask for a given number of TFE estimates by setting the <tt>'Navs'</tt> parameter, and the algorithm takes care of calculating the correct window length, according to the amount of overlap between subsequent segments.</p>
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+ − 84 <p>
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+ − 85 <table cellspacing="0" class="note" summary="Note" cellpadding="5" border="1">
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+ − 86 <tr width="90%">
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+ − 87 <td>
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+ − 88 If the user doesn't specify the value of a given parameter, the default value is used.
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+ − 89 </td>
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+ − 90 </tr>
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+ − 91 </table>
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+ − 92 </p>
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+ − 93
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+ − 94 <p>The function makes transfer functions estimates between the 2 input <tt>ao</tt>s, and the output will contain the transfer function estimate from the first <tt>ao</tt> to the second.</p>
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+ − 95 <h2>Algorithm</h2>
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+ − 96 <p>
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+ − 97 The algorithm is based in standard MATLAB's tools, as the ones used by <a href="matlab:doc('pwelch')">pwelch</a>. The standard deviation of the mean
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+ − 98 is computed as
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+ − 99 <div align="center">
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+ − 100 <img src="images/tfe_sigma1.png" >
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+ − 101 </div>
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+ − 102 where
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+ − 103 <div align="center">
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+ − 104 <img src="images/tfe_sigma2.png" >
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+ − 105 </div>
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+ − 106 is the coherence function.
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+ − 107 </p>
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+ − 108 <h2>Example</h2>
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+ − 109 <p>
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+ − 110 Evaluation of the transfer function between two time-series represented by:
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+ − 111 a low frequency sinewave signal superimposed to
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+ − 112 white noise, and a low frequency sinewave signal at the same frequency, phase shifted and with different
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+ − 113 amplitude, superimposed to white noise.
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+ − 114 </p>
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+ − 115 <div class="fragment"><pre>
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+ − 116 <br> <span class="comment">% parameters</span>
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+ − 117 nsecs = 1000;
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+ − 118 fs = 10;
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+ − 119
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+ − 120 <span class="comment">% create first signal AO</span>
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+ − 121 x = ao(plist(<span class="string">'waveform'</span>,<span class="string">'sine wave'</span>,<span class="string">'f'</span>,0.1,<span class="string">'A'</span>,1,<span class="string">'nsecs'</span>,nsecs,<span class="string">'fs'</span>,fs)) + ...
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+ − 122 ao(plist(<span class="string">'waveform'</span>,<span class="string">'noise'</span>,<span class="string">'type'</span>,<span class="string">'normal'</span>,<span class="string">'nsecs'</span>,nsecs,<span class="string">'fs'</span>,fs));
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+ − 123 x.setYunits(<span class="string">'m'</span>);
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+ − 124
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+ − 125 <span class="comment">% create second signal AO</span>
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+ − 126 y = ao(plist(<span class="string">'waveform'</span>,<span class="string">'sine wave'</span>,<span class="string">'f'</span>,0.1,<span class="string">'A'</span>,2,<span class="string">'nsecs'</span>,nsecs,<span class="string">'fs'</span>,fs,<span class="string">'phi'</span>,90)) + ...
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+ − 127 0.1*ao(plist(<span class="string">'waveform'</span>,<span class="string">'noise'</span>,<span class="string">'type'</span>,<span class="string">'normal'</span>,<span class="string">'nsecs'</span>,nsecs,<span class="string">'fs'</span>,fs));
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+ − 128 y.setYunits(<span class="string">'rad'</span>);
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+ − 129
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+ − 130 <span class="comment">% compute transfer function</span>
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+ − 131 nfft = 1000;
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+ − 132 psll = 200;
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+ − 133 Txy = tfe(x,y,plist(<span class="string">'win'</span>,<span class="string">'Kaiser'</span>,<span class="string">'psll'</span>,psll,<span class="string">'nfft'</span>,nfft));
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+ − 134
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+ − 135 <span class="comment">% plot</span>
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+ − 136 iplot(Txy)
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+ − 137 </pre>
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+ − 138 </div>
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+ − 139 <br>
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+ − 140 <img src="images/transfer_1.png" alt="" border="3">
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+ − 141
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+ − 142 <h2><a name="references">References</a></h2>
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+ − 143
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+ − 144 <ol>
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+ − 145 <li> P.D. Welch, The Use of Fast Fourier Transform for the Estimation of Power Spectra: A Method Based on Time Averaging Over Short,
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+ − 146 Modified Periodograms, <i>IEEE Trans. on Audio and Electroacoustics</i>, Vol. 15, No. 2 (1967), pp. 70 - 73.</a></li>
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+ − 147 </ol>
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+ − 148
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+ − 149
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+ − 150
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+ − 151 </p>
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+ − 152
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+ − 153 <br>
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+ − 154 <br>
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+ − 155 <table class="nav" summary="Navigation aid" border="0" width=
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+ − 156 "100%" cellpadding="0" cellspacing="0">
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+ − 157 <tr valign="top">
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+ − 158 <td align="left" width="20"><a href="sigproc_cohere.html"><img src=
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+ − 159 "b_prev.gif" border="0" align="bottom" alt=
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+ − 160 "Cross coherence estimates"></a> </td>
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+ − 161
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+ − 162 <td align="left">Cross coherence estimates</td>
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+ − 163
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+ − 164 <td> </td>
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+ − 165
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+ − 166 <td align="right">Log-scale power spectral density estimates</td>
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+ − 167
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+ − 168 <td align="right" width="20"><a href=
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+ − 169 "sigproc_lpsd.html"><img src="b_next.gif" border="0" align=
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