cspect - spectral estimation (correlation method)
Spectral estimation using the correlation method. Cross-spectral estimate of x and y is calculated when both x and y are given. Auto-spectral estimate of x is calculated if y is not given.
rand('normal');rand('seed',0); x=rand(1:1024-33+1); //make low-pass filter with eqfir nf=33;bedge=[0 .1;.125 .5];des=[1 0];wate=[1 1]; h=eqfir(nf,bedge,des,wate); //filter white data to obtain colored data h1=[h 0*ones(1:maxi(size(x))-1)]; x1=[x 0*ones(1:maxi(size(h))-1)]; hf=fft(h1,-1); xf=fft(x1,-1);yf=hf.*xf;y=real(fft(yf,1)); sm=cspect(100,200,'tr',y); smsize=maxi(size(sm));fr=(1:smsize)/smsize; plot(fr,log(sm))
pspect ,
C. Bunks ; Digital Signal Processing by Oppenheim and Schafer