Mercurial > hg > ltpda
diff m-toolbox/html_help/help/ug/sigproc_lpsd_content.html @ 0:f0afece42f48
Import.
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/m-toolbox/html_help/help/ug/sigproc_lpsd_content.html Wed Nov 23 19:22:13 2011 +0100 @@ -0,0 +1,105 @@ +<h2>Description</h2> +<p> + The LTPDA method <a href="matlab:doc('ao/lpsd')">ao/lpsd</a> estimates the power spectral density of time-series + signals, included in the input <tt>ao</tt>s following the LPSD algorithm <a href="#references">[1]</a>. Spectral density estimates are not + evaluated at frequencies which are linear multiples of the minimum frequency resolution <tt>1/T</tt>, where <tt>T</tt> + is the window lenght, but on a logarithmic scale. The algorithm takes care of calculating the frequencies at which to evaluate + the spectral estimate, aiming at minimizing the uncertainty in the estimate itself, and to recalculate a suitable + window length for each frequency bin. + </p> + <p> + Data are windowed prior to the estimation of the spectrum, by multiplying + 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 + of the border discontinuities. Detrending is performed on each individual window. + The user can choose the quantity being given in output among ASD (amplitude spectral density), + PSD (power spectral density), AS (amplitude spectrum), and PS (power spectrum). + </p> + <br> + <h2>Syntax</h2> +</p> +<div class="fragment"><pre> + <br> bs = lpsd(a1,a2,a3,...,pl) + bs = lpsd(as,pl) + bs = as.lpsd(pl) + </pre> +</div> +<p> + <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 <tt>pl</tt> is an optional parameter list. + + <h2>Parameters</h2> + <p>The parameter list <tt>pl</tt> includes the following parameters:</p> + <ul> + <li> <tt>'Kdes'</tt> - desired number of averages [default: 100]</li> + <li> <tt>'Jdes'</tt> - number of spectral frequencies to compute [default: 1000]</li> + <li> <tt>'Lmin'</tt> - minimum segment length [default: 0]</li> + <li> <tt>'Win'</tt> - the window to be applied to the data to remove the + discontinuities at edges of segments. [default: taken from user prefs].<br> + The window is described by a string with its name and, only in the case of Kaiser window, + the additional parameter <tt>'psll'</tt>. <br>For instance: plist('Win', 'Kaiser', 'psll', 200). + </li> + <li> <tt>'Olap'</tt> - segment percent overlap [default: -1, (taken from window function)] </li> + <li> <tt>'Scale'</tt> - scaling of output. Choose from: <ul> + <li> 'ASD' - amplitude spectral density </li> + <li> 'PSD' - power spectral density [default] </li> + <li> 'AS' - amplitude spectrum </li> + <li> 'PS' - power spectrum </li> </ul> </li> + <li> <tt>'Order'</tt> - order of segment detrending <ul> + <li> -1 - no detrending </li> + <li> 0 - subtract mean [default] </li> + <li> 1 - subtract linear fit </li> + <li> N - subtract fit of polynomial, order N </li> </ul> </li> +</ul> +The length of the window is set by the value of the parameter <tt>'Nfft'</tt>, so that the window +is actually rebuilt using only the key features of the window, i.e. the name and, for Kaiser windows, the PSLL. +</p> + +<p> + <table cellspacing="0" class="note" summary="Note" cellpadding="5" border="1"> + <tr width="90%"> + <td> + If the user doesn't specify the value of a given parameter, the default value is used. + </td> + </tr> + </table> +</p> +<h2>Algorithm</h2> +<p> + The algorithm is implemented according to <a href="#references">[1]</a>. In order to + compute the standard deviation of the mean for each frequency bin, the averaging of the different segments is performed using Welford's + algorithm <a href="#references">[2]</a> which allows to compute mean and variance in one loop. <br> + In the LPSD algorithm, the first frequencies bins are usually computed using a single segment containing all the data. + For these bins, the sample variance is set to <tt>Inf</tt>. +</p> +<h2>Examples</h2> +<p> + 1. Evaluation of the ASD of a time-series represented by a low frequency sinewave signal, superimposed to + white noise. Comparison of the effect of using standard Pwelch and LPSD on the estimate + of the white noise level and on resolving the signal. +</p> +<div class="fragment"><pre> + <br> <span class="comment">% Create input AO</span> + x1 = 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>,1000,<span class="string">'fs'</span>,10,<span class="string">'yunits'</span>,<span class="string">'rad'</span>)); + x2 = 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>,1000,<span class="string">'fs'</span>,10,<span class="string">'yunits'</span>,<span class="string">'rad'</span>)); + x = x1 + x2; + + <span class="comment">% Compute psd and lpsd </span> + pl = plist(<span class="string">'scale'</span>,<span class="string">'ASD'</span>,<span class="string">'order'</span>,-1,<span class="string">'win'</span>,<span class="string">'Kaiser'</span>,<span class="string">'psll'</span>,200); + y1 = psd(x, pl); + y2 = lpsd(x, pl); + + <span class="comment">% Compare</span> + iplot(y1, y2) + </pre> +</div> + +<img src="images/l_psd_1.png" border="3"> + + +<h2><a name="references">References</a></h2> + +<ol> + <li> M. Troebs, G. Heinzel, Improved spectrum estimation from digitized time series +on a logarithmic frequency axis, <a href="http://dx.doi.org/10.1016/j.measurement.2005.10.010" ><i>Measurement</i>, Vol. 39 (2006), pp. 120 - 129</a>. See also the <a href="http://dx.doi.org/10.1016/j.measurement.2008.04.004" >Corrigendum</a>.</li> +<li> B. P. Weldford, Note on a Method for Calculating Corrected Sums of Squares and Products, + <i>Technometrics<i>, Vol. 4, No. 3 (1962), pp 419 - 420.</li> +</ol> \ No newline at end of file