On 03/05/2015 07:23 PM, Attila Kinali wrote: > Servus!
Servus :) > On Thu, 05 Mar 2015 14:35:51 +0100 > Wolfgang Wallner <[email protected]> wrote: > >> For the random walk noise the expected line is off by a factor of >> exactly 2 from the calculated plot, and I don't know how to explain this >> behavior. > > I'm probably the wrong one to answer, as I have never done any noise > simulation or even read up the relevant papers, but... > A factor of 2 sounds like the difference you would get between one sided > and two sided noise PSD's. > I calculate the one-sided PSD of the FFD data as described in [1] (first paragraph), so the code looks like this: xdft = fft(x); xdft = xdft(1:N/2+1); psdx = (1/(Fs*N)) * abs(xdft).^2; psdx(2:end-1) = 2*psdx(2:end-1); Remark: Before calculating the PSD, I split the data into parts of equal size, calculate the PSD for each one, and average over the set of PSDs. This improves the graphical visualization a lot. As the result matches my expectation exactly for 4 different kinds of noise, I would have assumed that this PSD calculation approach is quite reasonable. As I see the unexpected behavior only with random walk noise, and the main difference in the calculation is the term A, I would suspect that it has something to do with it. However, I'm a novice in this field, so any hint is very appreciated. regards, Wolfgang [1] http://de.mathworks.com/help/signal/ug/psd-estimate-using-fft.html _______________________________________________ time-nuts mailing list -- [email protected] To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.
