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


Updated 31 Oct 2020

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Evolutionary Power Spectral Density (EPSD)

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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.


The submission contains:

  • An example file
  • The function EPSD.m


[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.

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

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Version Published Release Notes

See release notes for this release on GitHub: https://github.com/ECheynet/EPSD/releases/tag/v1.3


See release notes for this release on GitHub: https://github.com/ECheynet/EPSD/releases/tag/v1.2

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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.