cpsd

Syntax

Pxy=cpsd(x,y)

Pxy=cpsd(x,y,window)

Pxy=cpsd(x,y,window,overlap)

Pxy=cpsd(x,y,window,overlap,nfft)

Pxy=cpsd(x,y,window,overlap,nfft,fs)

Pxy=cpsd(x,y,window,overlap,nfft,fs,range)

[Pxy,freq]=cpsd(...)

cpsd(...)

Inputs

x

The first signal.

Type: double

Dimension: vector

y

The second signal.

Type: double

Dimension: vector

window

The window size, or the window vector.

Type: double | integer

Dimension: scalar | vector

overlap

The number of overlapping points in adjacent windows.

Type: integer

Dimension: scalar

nfft

The size of the fft.

Type: integer

Dimension: scalar

fs

The sampling frequency.

Type: double

Dimension: scalar

range

The spectrum type: 'onesided' or 'twosided'.

Type: string

Outputs

Pxy

The cross power spectral density.

Type: vector

freq

The vector of frequencies corresponding to the density values.

Type: vector

Example

n = 1125;                           
fs = 1000;                             
ts = 1/fs;              
t = [0:1:(n-1)]*ts;
f1 = 24;
f2 = 56;
omega1 = 2 * pi * f1;
omega2 = 2 * pi * f2;
signal1 = 3 + 5 * cos(omega1 * t) + 7 * cos(omega2 * t);
signal2 = 3 + 7 * cos(omega1 * t) + 3 * sin(omega2 * t);
window = hann(250,'periodic');
overlap = 125;
fftsize = 250;
range = 'onesided';
[Pxy,frq]=cpsd(signal1,signal2,window,overlap,fftsize,fs,range);
f = frq([1, 2, 6, 7, 8, 14, 15, 16])'
p = Pxy([1, 2, 6, 7, 8, 14, 15, 16])'

f = [Matrix] 1 x 8
0  4  20  24  28  52  56  60
p = [Matrix] 1 x 8
1.50000  0.75000  0.72917  2.91667  0.72917  0.43750  1.75000  0.43750

Comments

With no return arguments, the function will automatically plot the magnitude response.

It is often recommended to remove the signal means prior to calling cpsd. The function does not remove the mean automatically.