Cross-Spectrum Estimator
Estimate cross-power spectrum density
Libraries:
DSP System Toolbox /
Estimation /
Power Spectrum Estimation
Description
The Cross-Spectrum Estimator block estimates the cross-power spectrum density of two input signals, x and y, using Welch’s method of averaged modified periodograms. The block buffers the input data into overlapping segments. You can set the length of the data segment and the amount of data overlap between segments through the parameters in the block dialog box. The block computes the current power spectrum estimate by averaging the previous power spectrum estimates using the method you specify in the Averaging method parameter.
Ports
Input
Output
Parameters
Block Characteristics
Data Types |
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Multidimensional Signals |
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Variable-Size Signals |
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Algorithms
References
[1] Hayes, Monson H. Statistical Digital Signal Processing and Modeling. Hoboken, NJ: John Wiley & Sons, 1996.
[2] Kay, Steven M. Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: Prentice Hall, 1999.
[3] Stoica, Petre, and Randolph L. Moses. Spectral Analysis of Signals. Englewood Cliffs, NJ: Prentice Hall, 2005.
[4] Welch, P. D. ''The Use of Fast Fourier Transform for the Estimation of Power Spectra: A Method Based on Time Averaging Over Short Modified Periodograms''. IEEE Transactions on Audio and Electroacoustics. Vol. 15, No. 2, June 1967, pp. 70–73.
Extended Capabilities
Version History
Introduced in R2015a