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
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Ed Boss .^ *
NOAA/Pacific Marine Environmental Laboratory / /
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