Graphics Programs Reference
In-Depth Information
Time Domain
Cross PSD Estimate
5
700
1st data series
600
f
1
=0.01
500
400
0
300
f
2
=0.025
200
f
3
=0.05
100
2nd data
series
ï
5
0
0
200
400
600
800
1000
0
0.05
0.1
0.15
0.2
t
Frequency
a
b
Coherence Estimate
Phase spectrum
1
4
Phase angle in the 0.01
frequency band
High coherence in
the 0.01 frequency
band
3
0.8
2
1
0.6
0
0.4
ï
1
ï
2
0.2
ï
3
0
ï
4
0
0.05
0.1
0.15
0.2
0
0.05
0.1
0.15
0.2
Frequency
Frequency
c
d
Fig. 5.10
Result from crossspectral analysis of the two linearly-interpolated signals.
a
Signals in the time domain,
b
crossspectrum of both signals,
c
coherence of the signals in the
frequency domain and
d
phase spectrum in radians.
plot(f,Cxy)
xlabel('Frequency')
ylabel('Magnitude Squared Coherence')
title('Coherence Estimate via Welch')
We observe a fairly high coherence in the frequency bands of the 0.01, 0.25
and 0.5. The complex part is required for calculating the phase difference
per frequency.
phase = angle(Pxy);
