def test_minvar():
from spectrum import tools
res = minvar(marple_data, 15, 1.)
psd = res[0]
newpsd = tools.cshift(psd,
len(psd) // 2) # switch positive and negative freq
return newpsd
def test_arburg_functional():
ar, P, k = arburg(marple_data, order=15)
PSD = arma2psd(ar)
newpsd = cshift(PSD, len(PSD)//2) # switch positive and negative freq
return newpsd
def create_all_psd():
f = pylab.linspace(0, 1, 4096)
pylab.clf()
pylab.figure(figsize=(12,8))
#MA 15 order
b, rho = spectrum.ma(data, 15, 30)
psd = spectrum.arma2psd(B=b, rho=rho)
newpsd = tools.cshift(psd, len(psd)//2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='MA 15')
#ARMA 15 order
a, b, rho = spectrum.arma_estimate(data, 15,15, 30)
psd = spectrum.arma2psd(A=a,B=b, rho=rho)
newpsd = tools.cshift(psd, len(psd)//2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='ARMA 15,15')
#yulewalker
ar, P,c = spectrum.aryule(data, 15, norm='biased')
psd = spectrum.arma2psd(A=ar, rho=P)
newpsd = tools.cshift(psd, len(psd)//2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='YuleWalker 15')
#burg method
ar, P,k = spectrum.arburg(data, order=15)
psd = spectrum.arma2psd(A=ar, rho=P)
newpsd = tools.cshift(psd, len(psd)//2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='Burg 15')
#covar method
af, pf, ab, pb, pv = spectrum.arcovar_marple(data, 15)
psd = spectrum.arma2psd(A=af, B=ab, rho=pf)
newpsd = tools.cshift(psd, len(psd)//2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='covar 15')
#modcovar method
a, p, pv = spectrum.modcovar_marple(data, 15)
psd = spectrum.arma2psd(A=a)
newpsd = tools.cshift(psd, len(psd)//2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='modcovar 15')
#correlogram
psd = spectrum.CORRELOGRAMPSD(data, data, lag=15)
newpsd = tools.cshift(psd, len(psd)/2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='correlogram 15')
#minvar
psd = spectrum.minvar(data, 15)
#newpsd = tools.cshift(psd, len(psd)/2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd/max(newpsd)), label='MINVAR 15')
#music
psd,db = spectrum.music(data, 15, 11)
pylab.plot(f, 10 * pylab.log10(psd/max(psd)), '--',label='MUSIC 15')
#ev music
psd,db = spectrum.ev(data, 15, 11)
pylab.plot(f, 10 * pylab.log10(psd/max(psd)), '--',label='EV 15')
pylab.legend(loc='upper left', prop={'size':10}, ncol=2)
pylab.ylim([-80,10])
pylab.savefig('psd_all.png')
def test_minvar():
from spectrum import tools
res = minvar(marple_data, 15, 1.)
psd = res[0]
newpsd = tools.cshift(psd, len(psd)//2) # switch positive and negative freq
return newpsd
def create_all_psd():
f = pylab.linspace(0, 1, 4096)
pylab.clf()
pylab.figure(figsize=(12, 8))
#MA 15 order
b, rho = spectrum.ma(data, 15, 30)
psd = spectrum.arma2psd(B=b, rho=rho)
newpsd = tools.cshift(psd,
len(psd) // 2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd / max(newpsd)), label='MA 15')
#ARMA 15 order
a, b, rho = spectrum.arma_estimate(data, 15, 15, 30)
psd = spectrum.arma2psd(A=a, B=b, rho=rho)
newpsd = tools.cshift(psd,
len(psd) // 2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd / max(newpsd)), label='ARMA 15,15')
#yulewalker
ar, P, c = spectrum.aryule(data, 15, norm='biased')
psd = spectrum.arma2psd(A=ar, rho=P)
newpsd = tools.cshift(psd,
len(psd) // 2) # switch positive and negative freq
pylab.plot(f,
10 * pylab.log10(newpsd / max(newpsd)),
label='YuleWalker 15')
#burg method
ar, P, k = spectrum.arburg(data, order=15)
psd = spectrum.arma2psd(A=ar, rho=P)
newpsd = tools.cshift(psd,
len(psd) // 2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd / max(newpsd)), label='Burg 15')
#covar method
af, pf, ab, pb, pv = spectrum.arcovar_marple(data, 15)
psd = spectrum.arma2psd(A=af, B=ab, rho=pf)
newpsd = tools.cshift(psd,
len(psd) // 2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd / max(newpsd)), label='covar 15')
#modcovar method
a, p, pv = spectrum.modcovar_marple(data, 15)
psd = spectrum.arma2psd(A=a)
newpsd = tools.cshift(psd,
len(psd) // 2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd / max(newpsd)), label='modcovar 15')
#correlogram
psd = spectrum.CORRELOGRAMPSD(data, data, lag=15)
newpsd = tools.cshift(psd,
len(psd) / 2) # switch positive and negative freq
pylab.plot(f,
10 * pylab.log10(newpsd / max(newpsd)),
label='correlogram 15')
#minvar
psd = spectrum.minvar(data, 15)
#newpsd = tools.cshift(psd, len(psd)/2) # switch positive and negative freq
pylab.plot(f, 10 * pylab.log10(newpsd / max(newpsd)), label='MINVAR 15')
#music
psd, db = spectrum.music(data, 15, 11)
pylab.plot(f, 10 * pylab.log10(psd / max(psd)), '--', label='MUSIC 15')
#ev music
psd, db = spectrum.ev(data, 15, 11)
pylab.plot(f, 10 * pylab.log10(psd / max(psd)), '--', label='EV 15')
pylab.legend(loc='upper left', prop={'size': 10}, ncol=2)
pylab.ylim([-80, 10])
pylab.savefig('psd_all.png')
sigma_2 = 2
dbDiff = 3 # Ruido 3dB por debajo del pico de la señal
dbSignal = 20 * np.log10(a0)
an = 10**((dbSignal - dbDiff) / 20)
n = an * np.transpose(
np.vstack([np.random.normal(u, np.sqrt(sigma_2), N) for ff in f0]))
x = s + n
freqX, Xw = sig.welch(x, axis=0)
estimador = np.zeros(Xw.shape[0])
for r in range(0, Xw.shape[0]):
estimador[r] = freqX[np.argmax(Xw[:, r])]
varWelch10 = np.var(estimador)
meanWelch10 = np.mean(estimador)
meanWelch10 = meanWelch10 * fs
estimadorCorr = np.zeros(k)
for r in range(0, k):
correlogram = CORRELOGRAMPSD(x[:, r], x[:, r], lag=100)
correlogram = cshift(correlogram, len(correlogram) / 2)
correlogram = correlogram[int(correlogram.size / 2):int(correlogram.size)]
f = np.linspace(0, 0.5, int(len(correlogram)))
estimadorCorr[r] = f[np.argmax(correlogram)]
varCorr10 = np.var(estimadorCorr)
meanCorr10 = np.mean(estimadorCorr)
meanCorr10 = meanCorr10 * fs
def test_arburg_functional():
ar, P, k = arburg(marple_data, order=15)
PSD = arma2psd(ar)
newpsd = cshift(PSD, len(PSD) // 2) # switch positive and negative freq
return newpsd
