Power spectra

http://www.wavemetrics.com/products/igorpro/dataanalysis/signalproc...

Technical graphing and data analysis software

... for scientists and engineers

Home Products User Resources Support Order News Search

IGOR Pro
Overview New Features Unique Hybrid Interface Data Access Data Storage Creating Graphics Image Processing Data Analysis Curve Fitting Peak Analysis Signal Processing Fourier transforms Spectral windowing Power spectra Hilbert transforms Time frequency analysis Digital filters Smoothing Convolution and Correlation Level detection Statistics Computational Geometry Data Manipulation and Math Analysis of Functions Data Exploration Programming Custom Interfaces Notebooks On-line Help Manual Video Tutorials Platform Support Gallery Attributions

XOP Toolkit

NIDAQ Tools MX

Filter Design

Third party

Power Spectra
"Power Spectra" answers the question "which frequencies contain the signals power?" The answer is in the form of a distribution of power values as a function of frequency, where "power" is considered to be the average of the signal. In the frequency domain, this is the square of FFTs magnitude. Power spectra can be computed for the entire signal at once (a "periodogram") or periodograms of segments of the time signal can be averaged together to form the "power spectral density".

Periodogram
The periodogram computes the power spectra for the entire input signal:

where F(signal) is the Fourier transform of the signal, and N is the normalization factor, which Igors DSPPeriodogram operation defaults to the number of samples in the signal. The calculation of the periodogram is improved by spectral windowing, and Igors DSPPeriodogram operation supports the same windows as the FFT operation does. The result of the periodogram is often normalized by a multiplication factor to make the result satisfy Parsevals Theorem:

which presumes the two-sided frequency-domain FFT result is computed from the time-domain signal data, and where N is again the number of time-domain values in the signal. Normalization of the periodogram result to meet this criterion follows several different conventions in the literature, (and depends on the average power of any spectral windowing function and also on whether the periodogram is one- or two-sided), so the DSPPeriodogram operation allows the user to specify the desired normalization using the /NOR parameter. Because Igors DSPPeriodogram result is one-sided (the negative frequencies are omitted so that there are only N/2+1 values in the result), use /NOR=(N/2) to satisfy Parsevals Theorem (when no window is applied):
DSPPeriodogram/NOR=(numpnts(signal)/2) signal

When using a window function, the amount of power in the signal is reduced. A compensating multiplier of 1/average(window[i]^2) should

1 of 3

10/7/2011 2:14 PM

Power spectra

http://www.wavemetrics.com/products/igorpro/dataanalysis/signalproc...
be applied to the result to compensate for this. For a Hanning window this value is theoretically 0.375. Because the normalization factor is a denominator, you would divide N by 0.375 to compensate for the Hanning window:
DSPPeriodogram/NOR=(numpnts(signal)/(2*0.375)) signal

Power Spectral Density

Power Spectral Density (PSD) is a frequency-domain plot of power per Hz vs frequency. Averaging the periodograms of segments of long-duration signals more accurately assigns the power to the correct frequencies and averages to reduce noise-induced fluctuations in the power amplitudes. The tradeoff is that the frequency resolution is reduced because fewer data points are available for each FFT calculation. The accuracy of the PSD is also improved by spectral windowing (each segment is windowed), but the windowing eliminates the contribution of the signal near the end of segment. The solution is to overlap the segments:

Here's an example of the averaging 8 periodograms from overlapping segments of a sampled sound:

2 of 3

10/7/2011 2:14 PM

Power spectra

http://www.wavemetrics.com/products/igorpro/dataanalysis/signalproc...

Igors Power Spectral Density procedure file implements the PSD through the PowerSpectralDensity routine. To use this feature, enter the following in Igors procedure window:
#include <Power Sepctral Density>

and select "PowerSpectralDensity" from Igors "Macros" menu. The PSD Demo experiment contains a complete explanation of the normalization used to compute the Power Spectral Density.

References
Press, William H. [et. al.], "Power Spectrum Estimation Using the FFT", sec. 13.4, Numerical Recipes in C, 2nd ed., Cambridge University Press, 1992.
Last updated: Wednesday, December 22, 2004

Home

Products

User Resources

Support

Order

News

Search

3 of 3

10/7/2011 2:14 PM