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Re: Spectrum Estimate functions
From: |
E. Joshua Rigler |
Subject: |
Re: Spectrum Estimate functions |
Date: |
07 May 2003 10:19:49 -0600 |
These spectrum analysis functions are great! I can't believe I never
noticed them before. Oh well, I guess I learned more by writing my own
similar functions before finding these.
I have a question though. What exactly is the difference between the
pyulear and pburg functions? I get power spectrum estimates that are
similar in shape and scale (using the same inputs, obviously), but
offset by nearly 40 dB! Try this:
[b,a] = cheby1(4,3,[0.2, 0.4]);
pyulear(filter(b,a,randn(2^12,1)),2,'db');
hold
pburg(filter(b,a,randn(2^12,1)),2,'db');
Are these results to be expected? I'm afraid I don't really know what
the difference is between the Yule-Walker and Burg methods of
determining an AR model. When I use my own techniques for determining
the AR model (either based on correlation functions, or a
straight-forward linear regression), and plot their frequency response
with __power, I get results that are actually ~half-way between the
two! (...and yes, I ran these tests with the same input time series,
derived from the coefficients set in the example above).
These offsets just seem a little suspicious. I also tried this with
p=3, and got similar results, although the peak response from pyulear
seemed to shift very slightly to the right.
-EJR
On Tue, 2003-05-06 at 18:37, Paul Kienzle wrote:
>
> See pwelch.m from octave-forge:
>
> http://octave.sourceforge.net/index/signal.html#Powerspectrumanalysis
>
> Paul Kienzle
> address@hidden
>
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