cpsd

This function estimates cross power spectrum of data x and y by the Welch (1967) periodogram/FFT method.

Calling Sequence

[PXX, FREQ] = cpsd(X, Y)
[...] = cpsd(X, Y, WINDOW)
[...] = cpsd(X, Y, WINDOW, OVERLAP)
[...] = cpsd(X, Y, WINDOW, OVERLAP, NFFT)
[...] = cpsd(X, Y, WINDOW, OVERLAP, NFFT, FS)
[...] = cpsd(X, Y, WINDOW, OVERLAP, NFFT, FS, RANGE)
cpsd(...)

Parameters

X, Y:: Matrix or integer

Description

Estimate cross power spectrum of data X and Y by the Welch (1967) periodogram/FFT method.

Examples

[a, b] = cpsd([1,2,3],[4,5,6])
ans =
b  =
0.
0.25
0.5
a  =
2.7804939
4.4785583 + 1.0743784i
0.7729851

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