Mercurial > hg > ltpda
view m-toolbox/test/test_ao_cpsd_variance_montecarlo.m @ 31:a26669b59d7e database-connection-manager
Update LTPDAworkbench
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
---|---|
date | Mon, 05 Dec 2011 16:20:06 +0100 |
parents | f0afece42f48 |
children |
line wrap: on
line source
% test_ao_cpsd_variance_montecarlo % % Tests that the standard deviation returned by ao.dy in one % frequency bin is equivalent to the matlab's std taking % considering all realisations % % M Nofrarias 22-07-09 % % $Id: test_ao_cpsd_variance_montecarlo.m,v 1.1 2009/08/11 14:20:11 miquel Exp $ clear % data nsecs = 200; fs = 10; pl = plist('nsecs', nsecs, 'fs', fs, 'tsfcn', 'randn(size(t))'); % Make a filter f1 = miir(plist('type', 'highpass', 'fc', 4, 'fs', fs)); % loop for i = 1:100 a1 = ao(pl); a2 = filter(a1,plist('filter', f1)); b(i) = cpsd(a1,a2,plist('Nfft',100,'order',-1)); end %% mean clear rel for i =1:len(b(1)) mn(i) = [mean(b(:).y(i))]; % both means are equal rel(:,i) = [std(b(:).y(i)) mean(b(:).dy(i))]/abs(mn(i)); end figure loglog(b(1).x,rel') figure loglog(b(1).x(:),abs(rel(2,:)-rel(1,:)))