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Original Title: Spectrum Estimation

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W. Rose 2013-04-06

Signalx(t)t=0toT

T=samplinginterval=1/fsamp

N=numberofsamples

T=NT

Simplespectrumestimate

S(f)=powerspectrum=k||X(f)||2

X(f)=discreteFouriertransformofx(t)(X(f)iscomplex)

where f=0tofN/2=0tofsamp/2(singlesided)

f=0tof(N1)(twosided)

andwhere

f=1/T

SpectrumDetails

S(f)=powerspectrum=k||X(f)||2

where X(f)=discreteFouriertransformofx(t)

X(f)iscomplex;S(f)isreal

If x(t)hasNpoints

Then twosidedspectrumhasNpoints

onesidedspectrumhasN/2+1points

k=normalizingfactor;dependsonparticularroutineusedtocalculate

spectrum:singleordoublesided,peakorRMSunits,etc.(1)

Exampleofthesimplespectrumestimate

Suppose

where

f=1,d1=4/,d3=4/(3).424,d5=4/(5).255.

Thismeansx(t)iscomprisedofsinusoidalcomponentswith

frequenciesof1,3,and5Hz,withamplitudesgivenbyd1,d3,

andd5.*

Supposealsothatthesamplingrateisfsamp=100Hz,i.e.

dT=1/fsamp=0.01s,andsupposethatwecollectdatafor5

seconds(Ttotal=5s).

*dk=4/(k)=amplitudesfor1Vsquarewave(kodd).

Department of Kinesiology and Applied Physiology

Exampleofthesimplespectrumestimate

Matlabcodetomaketandx(t)andplot:

dt=0.01

t=(0:499)*dt;

f=1;

d1=4/pi;

d3=4/(3*pi);

d5=4/(5*pi);

x=d1*sin(2*pi*f*t)

+d3*sin(2*pi*3*f*t)

+d5*sin(2*pi*5*f*t);

plot(t,x,.r-);

Exampleofthesimplespectrumestimate

Matlabcodetocomputeamplitudespectrumusingfft(x):

X=fft(x);

Xamp_2s=abs(X);

N=length(x);

T=N*dt;

df=1/T;

freqs=(0:N-1)*df;

plot(freqs,Xamp_2s,.r-);

Note:fft(x)returnsa

2sidedspectrum,as

isevidentfromthe

graphbelow.

Amplitudespectrum

(twosided)

Exampleofthesimplespectrumestimate

Thenonzerovalues|X(f)|=dkN/2,wheredk=theamplitudeof

thesinusoidusedtocontructx(t),asshownonanearlierslide.

Thisshowsthatvaluesreturnedbyfft(x)scalelikeN/2,except

atf=0andf=fNyquist=fsamp/2,atwhichfrequenciesthevalues

returnedbyfft(x)scalelikeN(notshowninthisexample).

Thedividebytwoscalefactorisduetothefactthatthe

energythatstartedoutat1Hzissplitbetween1Hzand99Hz

inthetwosidedspectrum.

Amplitudespectrum

(twosided)

Exampleofthesimplespectrumestimate

Computethesinglesidedpowerspectrum.DividebyNatf=0and

f=fNyquist;dividebyN/2atallotherfrequencies.

S=([Xamp_2s(1) Xamp_2s(2:N/2)*2 Xamp_2s(N/2+1)]/N).^2;

freq1s=(0:N/2)*df;

plot(freq1s,S,'.r-');

xlabel('Frequency (Hz)'); ylabel('Power');

Singlesidedpowerspectrum

ABetterSpectrumEstimate

Overview

1.Dividethetimedomainrecordintoblocks.

2.Findpowerspectrumofeachblock.

3.Averagethepowerspectra,frequencybyfrequency.

ABetterSpectrumEstimate:Details

1. Dividetimedomainrecordintosegmentsofequal

length.Ifthereareqnonoverlappingsegments,then

alsoincludeq1halfoverlappedsegments.

Example:Totaldatarecordlength=Ntot=4000points.

Investigatorchoosesq=4.Theneachsegmenthas

lengthNseg=Ntot/q=1000points.Thefournon

overlappingblocksstartatpoints0,1000,2000,3000.

Threehalfoverlappedblocksstartat500,1500,2500.

Totalnumberofsegments=2q1=7.

ABetterSpectrumEstimate:Details

2.Findpowerspectrumofeachsegment.

Beforecomputingspectrumofeachsegment,remove

lineartrend,resultinginblockwithzeromeanvalue

andzeroslope.Someprefertoremoveonlythemean

valueandnotthelineartrend(ifany).

WindowthedatainthesegmentwithHannor

Hammingwindow.

Computepowerspectrumofwindoweddata.

Correctpowerspectrumforthelossofpowercaused

bythewindow:

Hannwindow:multiplypowerestimatesby8/3.

Hamming:multiplypowerestimatesby2.516.

Department of Kinesiology and Applied Physiology

ABetterSpectrumEstimate:Details

3. Averagethepowerspectra,frequencybyfrequency.

Savg(f)=(1/(2q1))*Sum(i=1to2q1){Si(f)}

whereSi(f)=poweratfrequencyfoftheithsegment

ScaleFactorsforPowerSpectrumEstimates

singlesidedspectrum:Ateachnonzerofrequency(fromfto

highestfrequencybelowthehalfwaypoint,whichisf=f samp/2),

multiplythetwosidedestimateatthatfrequencyby2togetthesingle

sidedpowerestimate.Thesinglesidedspectrumonlygoestof samp/2.At

f=0andatf=fsamp/2,thesinglesidedestimateisthesameasthetwo

sidedestimate.

SeeLabviewhelpforPowerSpectrum.vi(returnstwosidedspectrum)

andAutoPowerSpectrum.vi.(returnsonesidedspectrum).

RMS units

mean square units by default. The net effect is to divide the power spectrum

estimate by 2, if f>0, compared to the power spectrum estimate given in peak

units.

This definition was chosen because it equals the power dissipated in a 1 ohm

resistor by a current I=x(t). If x(t)=Acos(2ft), and if T=a whole number of

cycles, then we can solve the integral to show that P=A2/2 if f>0, and P=A2 if

f=0.

It is called root mean square, because a time-varying signal has much power

as a steady signal whose amplitude equals the square root of the mean of the

squared amplitude of the time varying signal.

PartialfrontpanelofFFT_and_Power_Spectrum_Units.vi

ExampleVIinLV2012

OutputfromFFT.viscaleslikerecordlengthn.OtherVIsreturnoutputwhichhis

independentofrecordlength.FFTandPower_Spectrumreturntwosidedspectra,

whichiswhytheirnonDCscalingisdividedby2.TheotherVIsreturnonesided

spectra.FFT_Power_Spectral_Densitydivideseachpowerspectrumestimateby

f,thefrequencyspacingbetweenestimates(f=spectralwidthofeachestimate).

Department of Kinesiology and Applied Physiology

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