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.

The 'onesided' output has a length of nfft/2+1 if nfft is even, or (nfft+1)/2 if nfft is odd.

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