FFT, PSD, and CSD

Fast Fourier Transform, Powder Spectral Density, and Cross Spectral Density

function Result=FFT(x, Fs)

Fast (Discrete) Fourier Transform of a Signal

inputs
x : input sequence (1*Ndata)
Fs: sampling frequency

outputs
Result structure consists of
Result.f : frequency (1*NumUniquePts)
Result.MX : amplitude (1*NumUniquePts)
Result.Arg : Phase Angle (1*NumUniquePts)

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function Result=PSD(x, Fs,window,N,p)

Power Spectral Density of a Signal (This function do the averaging for the spectral density)

inputs
x : input sequence (1*Ndata)
Fs: sampling frequency
window : window size
N: Number of windows
p: overlap ratio of windows

outputs
Result structure consists of
Result.f : frequency (1*NumUniquePts)
Result.MX : amplitude (1*NumUniquePts)

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function Result=CSD(x,y,Fs,window,N,p)

Cross Spectral Density of a Signal (This function do the averaging for the spectral density)

inputs
x : input sequence 1 (1*Ndata)
y : input sequence 2 (1*Ndata)
Fs: sampling frequency
window : window size
N: Number of windows
p: overlap ratio of windows

outputs
Result structure consists of
Result.f : frequency (1*NumUniquePts)
Result.MX : amplitude (1*NumUniquePts)
Result.Arg : Phase Angle (1*NumUniquePts)