mper.m

there is a simple demo for non parameteric spectral estimation methods

function Px = mper(x,win,n1,n2)
%MPER	Spectrum estimation using the modified periodogram.
%----
%USAGE	Px = mper(x,win,n1,n2) 
%
%	The spectrum of a process x is estimated using the modified
%	periodogrm.
%
%	x   : input sequence
%       n1  : starting index, x(n1)
%	n2  : ending index, x(n2)
%	win : The window type 
%       	1 = Rectangular
%		2 = Hamming
%		3 = Hanning
%		4 = Bartlett
%		5 = Blackman
%
%       If n1 and n2 are not specified the periodogram of the entire
%       sequence is computed.
%
%	The modified periodogram is returned in Px using a linear scale.

x   = x(:);
if nargin == 2
    n1 = 1;  n2 = length(x);  end;
 N  = n2 - n1 +1;
 w  = ones(N,1);
if (win == 2) w = hamming(N);
   elseif (win == 3) w = hann(N);
   elseif (win == 4) w = bartlett(N);
   elseif (win == 5) w = blackman(N); 
   end;
U  = norm(w)^2/N;
xw = x(n1:n2).*w;
Px = abs(fft(xw,1024)).^2/(N*U);
Px(1)=Px(2);