def test_periodogram(): arsig,_,_ = ut.ar_generator(N=512) avg_pwr = (arsig*arsig.conjugate()).mean() f, psd = tsa.periodogram(arsig, N=2048) # for efficiency, let's leave out the 2PI in the numerator and denominator # for the following integral dw = 1./2048 avg_pwr_est = np.trapz(psd, dx=dw) assert_almost_equal(avg_pwr, avg_pwr_est, decimal=1)
def test_LD_AR(): arsig,_,_ = ut.ar_generator(N=512) avg_pwr = (arsig*arsig.conjugate()).mean() w, psd = tsa.LD_AR_est(arsig, 8, 1024) # for efficiency, let's leave out the 2PI in the numerator and denominator # for the following integral dw = 1./1024 avg_pwr_est = np.trapz(psd, dx=dw) assert_almost_equal(avg_pwr, avg_pwr_est, decimal=2)