Vous êtes sur la page 1sur 7

# Ex. No : 9.

## POWER SPECTRAL DENSITY ESTIMATION

DATE :

BY BARTLETT METHOD

AIM
To estimate the Power Spectral Density by Bartlett Window Method.
SOFTWARE TOOL REQUIRED

## MATLAB Version 7.12.0 (R2011a)

THEORY
INTRODUCTION
The goal of Power spectral density estimation is to estimate the spectral density of a
random signal from a sequence of time samples of the signal. The power spectral density
characterizes the frequency content of the signal. The purpose of estimating the spectral density
is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to
these periodicities.
TECHNIQUES
The Techniques for power spectrum estimation can generally be divided into

## Parametric methods and

Non-parametric methods

The Parametric approaches assume that the underlying stationary stochastic process has
a certain structure which can be described using a small number of parameters (for example,
using an auto-regressive or moving average model). In these approaches, the task is to estimate
the parameters of the model that describes the stochastic process.

## The Non-Parametric approaches are based on autocorrelation sequence of Random

Process from the observed data and not on any assumptions. i.e. it explicitly estimate the
covariance or the spectrum of the process without assuming that the process has any particular
structure.
Non-Parametric methods of power spectral density estimation techniques are

Bartlett's method

Welch's method

Blackman-Tukey method

BARTLETT'S METHOD
In time series analysis, Bartlett's method (also known as the method of averaged
periodograms), is used for estimating power spectra. It provides a way to reduce the variance of
the periodogram in exchange for a reduction of resolution, compared to standard periodograms.
A final estimate of the spectrum at a given frequency is obtained by averaging the estimates from
the periodograms (at the same frequency) derived from a non-overlapping portions of the
original series.
Bartletts method consists of the following steps:
1. The original N point data segment is split up into K data segments of length M
2. For each segment, compute the periodogram by computing the discrete Fourier
transform, then computing the squared magnitude of the result and dividing this by M.
3. Average the result of the periodogram above for the K data segments. The averaging
reduces the variance, compared to the original N point data segment.

APPLICATIONS
Applications of Bartlett's method are

PROCEDURE

## Randomly generate the Noise Signal.

Noise affected Data signal is obtained by adding noise to the generated Data Signal.

Plot the Spectral Estimation using Bartlett i.e., averaging Periodogram along
frequency(Hertz) in x axis and power spectrum on decibels in y-axis.

CODING
%BARTLETT
clc;
clear all;
close all;
fs=1000;
t=0:1/fs:0.3;
x=10*cos(2*pi*20*t);
y=randn(size(t))+x;
s=spectrum.periodogram('bartlett');
d=psd(s,y);
plot(d);

OUTPUT

RESULT
Thus the power spectrum was estimated successfully by Bartlett Window method.