exp6.m

MATLAB环境下的直接法 间接法和welch法源程序和谱密度函数的曲线比较

clc
N=256;
w=0.5*rand(1,N)
for n=1:N
s(n)=sin(2*pi*0.1*n);
end
x=s+w;

%用直接法对随机信号做谱估计，得谱密度Pper(k)
XN=fft(x);
for k=1:N
  Pper(k)=(abs(XN(k)))^2;
  Pper(k)=Pper(k)/N;
end
subplot(3,1,1);
f=1:N;
plot(f/N,10*log10(Pper));grid on;
title('N=256直接法估计得功率谱Pper')

%用间接法估计功率谱，得Pbt(k)
[R,lags] = xcorr(x);
Pbt=fft(R);
f=1:2*N-1;
subplot(3,1,2);
plot(f/(2*N-1),10*log10(abs(Pbt)));
grid on;
title('N=256间接法估计得功率谱Pbt')

%用welch法估计功率谱，得Pwelch
xpsd=pwelch(x,[],[],N,'twosided');      
mmax=max(xpsd);
xpsd=xpsd/mmax;
wmax=max(w);
w=wmax/mmax;
Pwelch=10*log10(xpsd+0.000001);
subplot(3,1,3);
f=1:N;
plot(f/N,Pwelch);grid on;
title('N=256welch法估计得功率谱Pwelch')