Evolutionary Power Spectral Density (EPSD)
Evolutionary Power Spectral Density (EPSD)
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.
Zitieren als
Cheynet, E. Evolutionary Power Spectral Density (EPSD). Zenodo, 2020, doi:10.5281/ZENODO.4110451.
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Version | Veröffentlicht | Versionshinweise | |
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1.3 | See release notes for this release on GitHub: https://github.com/ECheynet/EPSD/releases/tag/v1.3 |
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1.2 | See release notes for this release on GitHub: https://github.com/ECheynet/EPSD/releases/tag/v1.2 |
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1.1.0.0 | Description + picture |
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1.0.0.0 |