what is the detailed code/theory behind the cpsd function?

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Yang on 2 Nov 2015

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Answered: Nitin Khola on 4 Nov 2015

what is the detailed code/theory behind the cpsd function? For example, two complex signals u(t) and v(t), other parameters are default, "twosized". How did cpsd work?

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Answer 1

Nitin Khola on 4 Nov 2015

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Hi Yang,

If you type, "edit cpsd" on your command window. The function "cpsd" will open in editor. As you will be able to see, it uses "welch" under the hood. Hence, it our implementation of "Welch's method" that the function, cpsd, uses. For other details about complex signal inputs, reading the comments in the "cpsd.m" file will be helpful!