1 ## Copyright (C) 1995-2012 Friedrich Leisch
3 ## This file is part of Octave.
5 ## Octave is free software; you can redistribute it and/or modify it
6 ## under the terms of the GNU General Public License as published by
7 ## the Free Software Foundation; either version 3 of the License, or (at
8 ## your option) any later version.
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 ## General Public License for more details.
15 ## You should have received a copy of the GNU General Public License
16 ## along with Octave; see the file COPYING. If not, see
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20 ## @deftypefn {Function File} {} spectral_xdf (@var{x}, @var{win}, @var{b})
21 ## Return the spectral density estimator given a data vector @var{x},
22 ## window name @var{win}, and bandwidth, @var{b}.
24 ## The window name, e.g., @code{"triangle"} or @code{"rectangle"} is
25 ## used to search for a function called @code{@var{win}_sw}.
27 ## If @var{win} is omitted, the triangle window is used. If @var{b} is
28 ## omitted, @code{1 / sqrt (length (@var{x}))} is used.
31 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
32 ## Description: Spectral density estimation
34 function retval = spectral_xdf (x, win, b)
43 b = 1 / ceil (sqrt (xr));
47 w = triangle_sw (xr, b);
49 win = str2func (cstrcat (win, "_sw"));
50 w = feval (win, xr, b);
55 retval = (abs (fft (x)) / xr).^2;
56 retval = real (ifft (fft(retval) .* fft(w)));
58 retval = [(zeros (xr, 1)), retval];
59 retval(:, 1) = (0 : xr-1)' / xr;