Evolutionary Power Spectral Density (EPSD)

version 1.3 (323 KB) by E. Cheynet
Compute the Evolutionary Power Spectral Density (EPSD) as an alternative to the spectrogram

567 Downloads

Updated 31 Oct 2020

From GitHub

View License on GitHub

Evolutionary Power Spectral Density (EPSD)

View Evolutionary Power Spectral Density (EPSD) on File Exchange

Summary

The Evolutionary Power Spectral Density (EPSD) [1] is compared to the well-known spectrogram implemented in Matlab. The EPSD produces a smoother signal, especially if the amount of data point is low. In the following, I am using the example from [2] where the spectrogram applies well. For other application, e.g. civil engineering, the spectrogram method may provide a too low frequency or time resolution. The use of the EPSD is therefore more common in this field, see e.g. [3] for an application of the EPSD to compute the bridge response to non-stationary wind load.

Any comment, question or suggestion to improve the submission is warmly welcomed. Shiyu Zhao is gratefully acknowledged for the suggestion regarding the definition of the lower-boundary of the frequency vector.

Content

The submission contains:

  • An example file
  • The function EPSD.m

References

[1] Priestley, M. B. (1965). Evolutionary spectra and non-stationary processes. Journal of the Royal Statistical Society. Series B (Methodological), 204-237.

[2] http://www.mathworks.com/help/signal/ref/spectrogram.html

[3] Hu, L., Xu, Y. L., & Huang, W. F. (2013). Typhoon-induced non-stationary buffeting response of long-span bridges in complex terrain. Engineering Structures, 57, 406-415.

Cite As

Cheynet, E. Evolutionary Power Spectral Density (EPSD). Zenodo, 2020, doi:10.5281/ZENODO.4110451.

View more styles
MATLAB Release Compatibility
Created with R2020b
Compatible with R2014b and later releases
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

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

Start Hunting!
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.