Generate timehistory from PSD

I'm trying to generate a time-history from a synthetic PSD.
My idea (happy to accept other solutions) was to turn the PSD into an FFT and then use ifft to turn it into a time-history. Note: I know that in the PSD the phase information is missing. In my case, however, a randomly generated phase could do the trick.
I'm having however some difficuties in the normalization of the amplitude in the PSD->FFT passage.
At the moment my code looks like this:
[S, f] = pwelch(x,[],[],[],fsamp);
mag = sqrt(S);
fft_mag = abs(fft(x))/length(x);
However, if I compare these two, I see that they are still off by roughtly a factor of 10.
Where is the error? Is there a better way to generate a time-history from an arbitrary PSD?

Réponses (0)

Catégories

En savoir plus sur Fourier Analysis and Filtering dans Centre d'aide et File Exchange

Produits

Version

R2018b

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by