Matlab program for power spectrum calculation
2016-08-23
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AR spectrum estimation method, Welch method and periodogram method are used to calculate the power spectrum of the signal. Welch method is an improvement of periodogram method. PSD is estimated directly from the signal itself. The simplest one is periodogram. An improved periodogram is Welch's method. A more modern method is the multitaper method. Yule Walker autorepressive (AR) method and Burg method
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