periodogram_seg_yuqd.m

基于AR模型的现代谱估计

function [P, W] = periodogram_seg_yuqd(xn, L, Nfft);
%periodogram_yuqd(xn, Nfft) is a function wirtten by yuqd
%to estimate the PSD(power spectral density) of signal x
%The parameter Nfft used to spesify the number of fft points
%Wn is the normalized frequency(rad/s) at which PSD is estimated
%                                    N-1
%use the function Ii(W)= abs( sum xi(n)exp(-jWn))^2/N
%                                    n=0
%                                    L
%use the function Pxx(exp(jW))= abs( sum Ii(w))/L
%                                    i=1
%W = linspace(0,pi,Nfft);
N = length(xn);
M = floor(N/L);  %length of each segment
W = linspace(0,pi,Nfft);
P = zeros(Nfft, 1);
for i=1:L %number  of segment
    H = freqz(xn((M*(i-1)+1):(M*i)),1,Nfft);
    H = (abs(H)).^2;
    H = H/M;
    P = P + H;
end
P = P/L;