psd_estm.m

matlab的大量实例代码

function [Pxx,f] =psd_estm(y,m,T)
k=[0:m-1]; Y=zeros(1,m);
m2=floor(m/2);
f=k(1:m2)*2*pi/(length(k)*T);
w=0.54-0.46*cos(2*pi*k/(m-1));
K=floor(length(y)/m);
U=sum(w.^2)/m;
for i=1:K
   xi=y((i-1)*m+k+1)';
   Xi=fft(xi.*w);
   Y=Y+abs(Xi).^2;
end
Pxx=Y(1:m2)*T/(K*m*U);