instantaneous phase from a power spectrum
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I have manually generated a power spectrum for an AR(2) time varying process (which I have incidentially scaled by the variance of the process). I estimated this over the shannon spectrum of -0.5 to +0.5 which contains a grid of size N. Thus I have a matrix of size N*M where M is the number of data points observed.
I would like to be able to estimate the instantaneous phase / frequency of this process from my power spectrum.
Does matlab have any built ion tools to do this? If not what approach should I take? I see there is an "dspdata" class in the sig proc toolbox but I have never used it.
Many Thanks
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TideMan
am 21 Jan. 2011
Phase from a power spectrum? AFAIK, phase is destroyed in the process of calculating the PSD.
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