Mercurial > hg > ltpda
diff m-toolbox/html_help/help/ug/sigproc_methods_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_methods_content.html Wed Nov 23 19:22:13 2011 +0100 @@ -0,0 +1,105 @@ +<h2>Linear and Log-scale Methods</a></h2> + +<p> + The LTPDA Toolbox offers two kind of spectral estimators. The first ones are based on <tt>pwelch</tt> from MATLAB, which is an + implementation of Welch's averaged, modified periodogram method <a href="#references"> [1]</a>. More details about spectral +estimation techniques can be found <a href="sigproc_intro.html" >here</a>.</p> + +<p> + The following pages describe the different Welch-based spectral estimation <tt>ao</tt> methods + available in the LTPDA toolbox: + <ul> + <li><a href="sigproc_psd.html"> power spectral density estimates </a></li> + <li><a href="sigproc_cpsd.html"> cross-spectral density estimates </a></li> + <li><a href="sigproc_cohere.html"> cross-coherence estimates </a></li> + <li><a href="sigproc_tfe.html"> transfer function estimates </a></li> + </ul> +</p> + +<p> + As an alternative, the LTPDA toolbox makes available the same set of estimators, based on an + implementation of the LPSD algorithm <a href="#references"> [2]</a>). +</p> +<p> + The following pages describe the different LPSD-based spectral estimation <tt>ao</tt> methods + available in the LTPDA toolbox: + <ul> + <li><a href="sigproc_lpsd.html"> log-scale power spectral density estimates </a></li> + <li><a href="sigproc_lcpsd.html"> log-scale cross-spectral density estimates </a></li> + <li><a href="sigproc_lcohere.html"> log-scale cross-coherence estimates </a></li> + <li><a href="sigproc_ltfe.html"> log-scale transfer function estimates</a></li> + </ul> +</p> + +<p> More detailed help on spectral estimation can also be found in the help associated with + the <a href="matlab:doc('signal')" >Signal Processing Toolbox</a>. +</p> + +<h2>Computing the sample variance</h2> +<p> + The spectral estimators previously described usually return the average of the spectral estimator applied + to different segments. This is a standard technique used in spectral analysis to reduce the variance of the + estimator. +</p> +<p> + When using one of the previous methods in the LTPDA Toolbox, the value of this average over different segments + is stored in the <tt>ao.y</tt> field of the output analysis object, but the user obtains also information about + the spectral estimator variance in the <tt>ao.dy</tt> field. +</p> +<p> + The methods listed above store in the <tt>ao.dy</tt> field the <b>standard deviation of the mean</b>, defined as +</p> +<div align="center"> + <img src="images/mean_variance.png" > +</div> +<br> +<p> + For more details on how the variance of the mean is computed, please refer to the the help page of each method. +</p> + <p> + <table cellspacing="0" class="note" summary="Note" cellpadding="5" border="1"> + <tr width="90%"> + <td> + Note that when we only have one segment we can not evaluate the variance. This will happen in + <ul> + <li>linear estimators: when the number of averages is equal to one.</li> + <li>log-scale estimators: in the lowest frequency bins.</li> + </ul> + </td> + </tr> + </table> +</p> +<br> +<p> + The following example compares the sample variance computed by <tt>ao/psd</tt> with two different segment length. +</p> +<div class="fragment"><pre><br> +<span class="comment">% create white noise AO </span> +pl = plist(<span class="string">'nsecs'</span>, 500, <span class="string">'fs'</span>, 5, <span class="string">'tsfcn'</span>, <span class="string">'randn(size(t))'</span>); +a = ao(pl); + +<span class="comment">% compute psd with different Nfft</span> +b1 = psd(a, plist(<span class="string">'Nfft'</span>, 500)); +b1.setName(<span class="string">'Nfft = 500'</span>); +b2 = psd(a, plist(<span class="string">'Nfft'</span>, 200)); +b2.setName(<span class="string">'Nfft = 200'</span>); + +<span class="comment">% plot with errorbars</span> +iplot(b1,b2,plist(<span class="string">'YErrU'</span>,{b1.dy,b2.dy})) +</pre></div> +<p> + <div align="center"> + <p> + </p> + <IMG src="images/spectral_error.png" align="center" border="0"> + </div> +</p> +<br> +<h2><a name="references">References</a></h2> + +<ol> +<li> P.D. Welch, The Use of Fast Fourier Transform for the Estimation of Power Spectra: A Method Based on Time Averaging Over Short, +Modified Periodograms, <i>IEEE Trans. on Audio and Electroacoustics</i>, Vol. 15, No. 2 (1967), pp. 70 - 73</a></li> + <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> +</ol>