% fg_07_17         PDS of filtered Gaussian noise.
sp_fig(1,9,6);
set(gcf,'defaultaxesfontsize',16);

% For the figure in the text, N=2^10 and seed=1234.
% Using a larger value of N gives a more convincing result.

N=2^14; M=2^6; NH=500; y2=1.6; ov=[0,50,95];
randn('seed',123);
x=randn(1,N);
[b,a]=ch_weights(3,8,-40,.1,.4);
H=abs(gain(b,a,NH)).^2;
y=filters(b,a,x);

subplot(1,3,1);
[p,Nsg]=pds(y,y,M,1,ov(1)/100);
bar2([0:M/2]/M,p(1:M/2+1),'r'); grid on;
h=line([0:NH-1]*.5/NH,H,'color','b','linewidth',1.5);
axis([0 .5 0 y2]);
xlabel('\nu (Hz-s)'); ylabel('Power density, P_y(\nu)');
title(['Overlap=',int2str(ov(1)),'%; Ns=',int2str(Nsg)]);

subplot(1,3,2);
[p,Nsg]=pds(y,y,M,1,ov(2)/100);
bar2([0:M/2]/M,p(1:M/2+1),'r'); grid on;
h=line([0:NH-1]*.5/NH,H,'color','b','linewidth',1.5);
axis([0 .5 0 y2]);
xlabel('\nu (Hz-s)');
title(['Overlap=',int2str(ov(2)),'%; Ns=',int2str(Nsg)]);

subplot(1,3,3);
[p,Nsg]=pds(y,y,M,1,ov(3)/100);
bar2([0:M/2]/M,p(1:M/2+1),'r'); grid on;
h=line([0:NH-1]*.5/NH,H,'color','b','linewidth',1.5);
axis([0 .5 0 y2]);
xlabel('\nu (Hz-s)');
title(['Overlap=',int2str(ov(3)),'%; Ns=',int2str(Nsg)]);