Newsgroups: comp.soft-sys.matlab
From: NZTideMan <mul...@gmail.com>
Date: Wed, 28 Oct 2009 13:05:43 -0700 (PDT)
Local: Wed, Oct 28 2009 4:05 pm
Subject: Re: stochastic signal transform in time domain
On Oct 28, 11:25 pm, "Aymen " <aymenkoo...@gmail.com> wrote:
> Hi everybody, Since its stochastic, you can just use random phases. > i'm having the following problem : > i want to transform a stochastic signal (a PSD : two column vector, first one for frequency values, second for amplitude values) from Frequency domain to time domain using the "ifft", but i have no idea how to get the initial phases of the signal to do that. In fact the transformation in time domain has not a unique solution, it depends on initial conditions, is it right ? > thanks The 2nd order statistical properties (standard deviation and variance) will be preserved, no matter what the phases are. But before hitting it with ifft, you need to compose a vector of Basically, if Y is a column vector of complex numbers prepared from You must Sign in before you can post messages.
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