Re: Softball Fourier Question

*To*: mathgroup at christensen.cybernetics.net*Subject*: [mg608] Re: [mg591] Softball Fourier Question*From*: "Ed Boss" <boss at wln.com>*Date*: Mon, 27 Mar 95 14:19:05 -1000

Brian writes: >How do I factor in the sampling rate in order that the power spectrum I >get out is in Hertz? The convention for scaling FFT output is to multiply by 1/(2 delta t) where delta t is your sampling interval. However, there are some pitfalls in making spectral estimates based on a single FFT of your data. You might want to look into the Welch method which averages the results of subsets of the data. Matlab has a routine for implementing this method in its spectrum command. Also, see page 553 of Digital Signal Processing by Oppenheimer and Schafer. This is a pretty rigorous treatment of signal processing. For an introduction, you might want to read The Analysis of Time Series by C. Chatfield. Chapter 7 discusses spectral analysis. Does anyone know if Mathematica has an implementation of the Welch method, perhaps in one of the signal processing packages? Good Luck, Ed ---------------------------------------------------------------------- Ed Boss .^ * NOAA/Pacific Marine Environmental Laboratory / / / | / \ ___.---~ `*------ ...