Cross Power Spectral Density

The scripts in:  cross_psd.zip calculate the cross power spectral density of two signals.

These scripts have an option to sub-divide the data into segments and then take an ensemble average.  This tends to smooth the resulting magnitude and phase curves, but the spectral frequency resolution is widened as a trade-off.

The scripts also calculate the coherence function.

This method is best-suited for stationary data.

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Here is an alternate script set CPSD_from_fourier.zip that calculates the cross spectral density as a single record using the entire signal.

This method would be appropriate for the case of transient pulses.

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See also:  Python Cross Power Spectral Density

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Tom Irvine

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