?? spectrum.m
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function [Spec,f] = spectrum(varargin)%SPECTRUM Power spectrum estimate of one or two data sequences.% SPECTRUM has been replaced by SPECTRUM.WELCH. SPECTRUM still works but% may be removed in the future. Use SPECTRUM.WELCH (or its functional% form PWELCH) instead. Type help SPECTRUM/WELCH for details.%% See also SPECTRUM/PSD, SPECTRUM/MSSPECTRUM, SPECTRUM/PERIODOGRAM.% Author(s): J.N. Little, 7-9-86% C. Denham, 4-25-88, revised% L. Shure, 12-20-88, revised% J.N. Little, 8-31-89, revised % L. Shure, 8-11-92, revised % T. Krauss, 4-15-93, revised% Copyright 1988-2004 The MathWorks, Inc.% $Revision: 1.6.4.3 $ $Date: 2004/10/18 21:09:32 $% The units on the power spectra Pxx and Pyy are such that, using% Parseval's theorem: %% SUM(Pxx)/LENGTH(Pxx) = SUM(X.^2)/LENGTH(X) = COV(X)%% The RMS value of the signal is the square root of this.% If the input signal is in Volts as a function of time, then% the units on Pxx are Volts^2*seconds = Volt^2/Hz.%% Here are the covariance, RMS, and spectral amplitude values of% some common functions:% Function Cov=SUM(Pxx)/LENGTH(Pxx) RMS Pxx% a*sin(w*t) a^2/2 a/sqrt(2) a^2*LENGTH(Pxx)/4%Normal: a*rand(t) a^2 a a^2%Uniform: a*rand(t) a^2/12 a/sqrt(12) a^2/12% % For example, a pure sine wave with amplitude A has an RMS value% of A/sqrt(2), so A = SQRT(2*SUM(Pxx)/LENGTH(Pxx)).%% See Page 556, A.V. Oppenheim and R.W. Schafer, Digital Signal% Processing, Prentice-Hall, 1975.error(nargchk(1,8,nargin))[msg,x,y,nfft,noverlap,window,Fs,p,dflag]=specchk(varargin);error(msg)if isempty(p), p = .95; % default confidence interval even if not asked forendn = length(x); % Number of data pointsnwind = length(window);if n < nwind % zero-pad x (and y) if length less than the window length x(nwind)=0; n=nwind; if ~isempty(y), y(nwind)=0; endendx = x(:); % Make sure x and y are column vectorsy = y(:);k = fix((n-noverlap)/(nwind-noverlap)); % Number of windows % (k = fix(n/nwind) for noverlap=0)index = 1:nwind;KMU = k*norm(window)^2; % Normalizing scale factor ==> asymptotically unbiased% KMU = k*sum(window)^2;% alt. Nrmlzng scale factor ==> peaks are about rightif (isempty(y)) % Single sequence case. Pxx = zeros(nfft,1); Pxx2 = zeros(nfft,1); for i=1:k if strcmp(dflag,'linear') xw = window.*detrend(x(index)); elseif strcmp(dflag,'none') xw = window.*(x(index)); else xw = window.*detrend(x(index),0); end index = index + (nwind - noverlap); Xx = abs(fft(xw,nfft)).^2; Pxx = Pxx + Xx; Pxx2 = Pxx2 + abs(Xx).^2; end % Select first half if ~any(any(imag(x)~=0)), % if x and y are not complex if rem(nfft,2), % nfft odd select = 1:(nfft+1)/2; else select = 1:nfft/2+1; % include DC AND Nyquist end else select = 1:nfft; end Pxx = Pxx(select); Pxx2 = Pxx2(select); cPxx = zeros(size(Pxx)); if k > 1 c = (k.*Pxx2-abs(Pxx).^2)./(k-1); c = max(c,zeros(size(Pxx))); cPxx = sqrt(c); end ff = sqrt(2)*erfinv(p); % Equal-tails. Pxx = Pxx/KMU; Pxxc = ff.*cPxx/KMU; P = [Pxx Pxxc];else Pxx = zeros(nfft,1); % Dual sequence case. Pyy = Pxx; Pxy = Pxx; Pxx2 = Pxx; Pyy2 = Pxx; Pxy2 = Pxx; for i=1:k if strcmp(dflag,'linear') xw = window.*detrend(x(index)); yw = window.*detrend(y(index)); elseif strcmp(dflag,'none') xw = window.*(x(index)); yw = window.*(y(index)); else xw = window.*detrend(x(index),0); yw = window.*detrend(y(index),0); end index = index + (nwind - noverlap); Xx = fft(xw,nfft); Yy = fft(yw,nfft); Yy2 = abs(Yy).^2; Xx2 = abs(Xx).^2; Xy = Yy .* conj(Xx); Pxx = Pxx + Xx2; Pyy = Pyy + Yy2; Pxy = Pxy + Xy; Pxx2 = Pxx2 + abs(Xx2).^2; Pyy2 = Pyy2 + abs(Yy2).^2; Pxy2 = Pxy2 + Xy .* conj(Xy); end % Select first half if ~any(any(imag([x y])~=0)), % if x and y are not complex if rem(nfft,2), % nfft odd select = 1:(nfft+1)/2; else select = 1:nfft/2+1; % include DC AND Nyquist end else select = 1:nfft; end Pxx = Pxx(select); Pyy = Pyy(select); Pxy = Pxy(select); Pxx2 = Pxx2(select); Pyy2 = Pyy2(select); Pxy2 = Pxy2(select); cPxx = zeros(size(Pxx)); cPyy = cPxx; cPxy = cPxx; if k > 1 c = max((k.*Pxx2-abs(Pxx).^2)./(k-1),zeros(size(Pxx))); cPxx = sqrt(c); c = max((k.*Pyy2-abs(Pyy).^2)./(k-1),zeros(size(Pxx))); cPyy = sqrt(c); c = max((k.*Pxy2-abs(Pxy).^2)./(k-1),zeros(size(Pxx))); cPxy = sqrt(c); end Txy = Pxy./Pxx; Cxy = (abs(Pxy).^2)./(Pxx.*Pyy); ff = sqrt(2)*erfinv(p); % Equal-tails. Pxx = Pxx/KMU; Pyy = Pyy/KMU; Pxy = Pxy/KMU; Pxxc = ff.*cPxx/KMU; Pxyc = ff.*cPxy/KMU; Pyyc = ff.*cPyy/KMU; P = [Pxx Pyy Pxy Txy Cxy Pxxc Pyyc Pxyc];endfreq_vector = (select - 1)'*Fs/nfft;if nargout == 0, % do plots newplot; c = [max(Pxx-Pxxc,0) Pxx+Pxxc]; c = c.*(c>0); semilogy(freq_vector,Pxx,freq_vector,c(:,1),'--',... freq_vector,c(:,2),'--'); title('Pxx - X Power Spectral Density') xlabel('Frequency') if (isempty(y)), % single sequence case return end pause newplot; c = [max(Pyy-Pyyc,0) Pyy+Pyyc]; c = c.*(c>0); semilogy(freq_vector,Pyy,freq_vector,c(:,1),'--',... freq_vector,c(:,2),'--'); title('Pyy - Y Power Spectral Density') xlabel('Frequency') pause newplot; semilogy(freq_vector,abs(Txy)); title('Txy - Transfer function magnitude') xlabel('Frequency') pause newplot; plot(freq_vector,180/pi*angle(Txy)), ... title('Txy - Transfer function phase') xlabel('Frequency') pause newplot; plot(freq_vector,Cxy); title('Cxy - Coherence') xlabel('Frequency')elseif nargout ==1, Spec = P;elseif nargout ==2, Spec = P; f = freq_vector;endfunction [msg,x,y,nfft,noverlap,window,Fs,p,dflag] = specchk(P)%SPECCHK Helper function for SPECTRUM% SPECCHK(P) takes the cell array P and uses each cell as % an input argument. Assumes P has between 1 and 7 elements.% Author(s): T. Krauss, 4-6-93msg = [];if length(P{1})<=1 msg = 'Input data must be a vector, not a scalar.'; x = []; y = [];elseif (length(P)>1), if (all(size(P{1})==size(P{2})) && (length(P{1})>1) ) || ... length(P{2})>1, % 0ne signal or 2 present? % two signals, x and y, present x = P{1}; y = P{2}; % shift parameters one left P(1) = []; else % only one signal, x, present x = P{1}; y = []; endelse % length(P) == 1 % only one signal, x, present x = P{1}; y = []; end% now x and y are defined; let's get the restif length(P) == 1 nfft = min(length(x),256); window = hanning(nfft); noverlap = 0; Fs = 2; p = []; dflag = 'linear';elseif length(P) == 2 if isempty(P{2}), dflag = 'linear'; nfft = min(length(x),256); elseif ischar(P{2}), dflag = P{2}; nfft = min(length(x),256); else dflag = 'linear'; nfft = P{2}; end window = hanning(nfft); noverlap = 0; Fs = 2; p = [];elseif length(P) == 3 if isempty(P{2}), nfft = min(length(x),256); else nfft=P{2}; end if isempty(P{3}), dflag = 'linear'; noverlap = 0; elseif ischar(P{3}), dflag = P{3}; noverlap = 0; else dflag = 'linear'; noverlap = P{3}; end window = hanning(nfft); Fs = 2; p = [];elseif length(P) == 4 if isempty(P{2}), nfft = min(length(x),256); else nfft=P{2}; end if ischar(P{4}) dflag = P{4}; window = hanning(nfft); else dflag = 'linear'; window = P{4}; window = window(:); % force window to be a column if length(window) == 1, window = hanning(window); end if isempty(window), window = hanning(nfft); end end if isempty(P{3}), noverlap = 0; else noverlap=P{3}; end Fs = 2; p = [];elseif length(P) == 5 if isempty(P{2}), nfft = min(length(x),256); else nfft=P{2}; end window = P{4}; window = window(:); % force window to be a column if length(window) == 1, window = hanning(window); end if isempty(window), window = hanning(nfft); end if isempty(P{3}), noverlap = 0; else noverlap=P{3}; end if ischar(P{5}) dflag = P{5}; Fs = 2; else dflag = 'linear'; if isempty(P{5}), Fs = 2; else Fs = P{5}; end end p = [];elseif length(P) == 6 if isempty(P{2}), nfft = min(length(x),256); else nfft=P{2}; end window = P{4}; window = window(:); % force window to be a column if length(window) == 1, window = hanning(window); end if isempty(window), window = hanning(nfft); end if isempty(P{3}), noverlap = 0; else noverlap=P{3}; end if isempty(P{5}), Fs = 2; else Fs = P{5}; end if ischar(P{6}) dflag = P{6}; p = []; else dflag = 'linear'; if isempty(P{6}), p = .95; else p = P{6}; end endelseif length(P) == 7 if isempty(P{2}), nfft = min(length(x),256); else nfft=P{2}; end window = P{4}; window = window(:); % force window to be a column if length(window) == 1, window = hanning(window); end if isempty(window), window = hanning(nfft); end if isempty(P{3}), noverlap = 0; else noverlap=P{3}; end if isempty(P{5}), Fs = 2; else Fs = P{5}; end if isempty(P{6}), p = .95; else p = P{6}; end if ischar(P{7}) dflag = P{7}; else msg = 'DFLAG parameter must be a string.'; return endend% NOW do error checkingif (nfft<length(window)), msg = 'Requires window''s length to be no greater than the FFT length.';endif (noverlap >= length(window)), msg = 'Requires NOVERLAP to be strictly less than the window length.';endif (nfft ~= abs(round(nfft)))||(noverlap ~= abs(round(noverlap))), msg = 'Requires positive integer values for NFFT and NOVERLAP.';endif ~isempty(p), if (numel(p)>1)||(p(1,1)>1)||(p(1,1)<0), msg = 'Requires confidence parameter to be a scalar between 0 and 1.'; endendif min(size(x))~=1, msg = 'Requires vector (either row or column) input.';endif (min(size(y))~=1)&&(~isempty(y)), msg = 'Requires vector (either row or column) input.';endif (length(x)~=length(y))&&(~isempty(y)), msg = 'Requires X and Y be the same length.';end %% Part of Wavelab Version 850% Built Tue Jan 3 13:20:39 EST 2006% This is Copyrighted Material% For Copying permissions see COPYING.m% Comments? e-mail wavelab@stat.stanford.edu
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