mtmadap.m

多频道功率谱计算程序

function [S,c,nu,Sk]=mtmadap(x,E,V,conf,nfft) 
% Syntax: [S,c,nu,Sk]=mtmadap(x,E,V,conf,nfft); 
% Mtmadap produces a Thomson adaptive multiple-taper  
% spectral estimate of the time series x, using the 
% dpss (tapers) in E and their associated eigenvalues in V. 
% The averaged spectral estimate is returned in S, and the 
% individual estimates are returned in Sk.  
% Confidence intervals (returned in c) are computed using  
% a chi-squared approach for a confidence level specified 
% in 'conf', if not specified, this defaults to .95. 
% The FFTs will be zero-padded to 'nfft' points. The default 
% is to use the next power of 2. 
% Only real time series are supported. 
% For details, see Thomson 1982, Park et al. 1987., 
% Percival and Walden 1993. 
% 
% Written by Eric Breitenberger, version date 10/1/95. 
% Please send comments and suggestions to [e-mail] 
% 
 
x=x(:); 
N=length(x); 
W=length(V)/2; 
k=2*W-1; % By convention, the first 2W eigenvalues/vectors are stored  
V=V(1:k); 
 
if nargin==3, conf=.95; nfft=2.^(fix(log(N-1)/log(2))+1); end 
if nargin==4 
  if rem(conf,1), nfft=conf; conf=.95; 
  else,  nfft=2.^(fix(log(N-1)/log(2))+1); end 
end 
 
% Compute the windowed dfts and the 
%   corresponding spectral estimates: 
Y=zeros(nfft,k);  
Sk=zeros(nfft,k);  
for i=1:k 
  wk=E(:,i).*x; 
  Y(:,i)=fft(wk,nfft); 
  Sk(:,i)=abs(Y(:,i)).^2; 
end 
 
% Select the proper points from fft: 
if rem(nfft,2)==0, M=nfft/2+1; else M=(nfft+1)/2; end 
%Y=Y(1:M,:); 
Sk=Sk(1:M,:); 
 
% Set up the iteration to determine the adaptive weights:  
 
sig2=x'*x/N;                % Power 
S=(Sk(:,1)+Sk(:,2))/2;    % Initial spectrum estimate 
Stemp=zeros(M,1); 
S1=zeros(M,1); 
 
% Set tolerance for acceptance of spectral estimate: 
% The algorithm converges so fast that results are 
% usually 'indistinguishable' after about three iterations. 
 
% This version uses the equations from P&W pp 368-370 
 
tol=.0005*sig2/M; 
i=0; 
a=sig2*(1-V); 
 
% Do the iteration: 
while sum(abs(S-S1)/M)>tol 
  i=i+1; 
  % calculate weights 
  b=(S*ones(1,k))./(S*V'+ones(M,1)*a');  
  % calculate new spectral estimate 
  wk=(b.^2).*(ones(M,1)*V'); 
  S1=sum(wk'.*Sk')./ sum(wk'); 
  S1=S1'; 
  Stemp=S1; S1=S; S=Stemp;  % swap S and S1 
end 
 
nu=2*sum(wk').^2./sum(wk'.^2); 
lim=(1-conf)/2; 
lim=[lim 1-lim]; 
c=wilhil(nu, lim); 
c(:,1)=nu'.*S./c(:,1); 
c(:,2)=nu'.*S./c(:,2);