robust power spectral analysis?

[Zhiyu Liu]

would it be possible for somebody to share a robust script for power spectral analysis of time series? by "robust" I mean it should output at least most of, if not all, the information we usually need, e.g. confidence interval of spectral density, hypothesis test...I know that it is an old subject, and has become routines of scientists and engineers of many fields, but I still have difficulty in fully using/understanding the technique, and am thinking it might be also true for many others.

cheers...zhiyu

[Vincent Pellissier]

Hi Zhiyu,

You may want to take a look at the spectrum objects in Signal Processing
Toolbox:

http://www.mathworks.com/products/signal/demos.html?file=/products/demos/shipping/signal/spectralanalysisobjsdemo.html

Hth,

-Vincent

---

[Rune Allnor]

On 3 Okt, 22:07, "Zhiyu Liu" <zy...@hotmail.co.uk> wrote:
> would it be possible for somebody to share a robust script for power spectral analysis of time series? by "robust" I mean it should output at least most of, if not all, the information we usually need, e.g. confidence interval of spectral density, hypothesis test...I know that it is an old subject, and has become routines of scientists and engineers of many fields, but I still have difficulty in fully using/understanding the technique, and am thinking it might be also true for many others.

Data analysis is an assembly of several techniques
which are chosen subjectively absed on whatever
adata are to be analyzed, the context of the analysis,
and the personal preferences of the analyst.

It takes time and effort to build enough experience
to select tools for any given job, so your confusion
is perfectly understandable. One very useful way to
proceed is to familiarize yourself with the tools
you have at your disposal, and implement your
own stuff with what you have - you can come a long
way with what is available under the basic matlab
lisence.

Rune

[Zhiyu Liu]

thanks for the recommendation, Vincent. however, to be honest, the demo is not satisfying to me. basically, I don't have any difficulty in conducting basic power spectrum analysis, but I really hope to understand/grasp all the details of the technique. specifically, how to test the result of the spectral analysis? any hint to me? cheers...zhiyu

Vincent Pellissier <vinc...@mathworks.com> wrote in message <gc61pk$o5i$1...@fred.mathworks.com>...

[Zhiyu Liu]

thank you very much for the comments, Rune. I basically completely agree with you.

Rune Allnor <all...@tele.ntnu.no> wrote in message <522e51ba-5060-4ee1...@e2g2000hsh.googlegroups.com>...