I suppose the issue is: what is correct? Or is it a matter of definition?

I don't have Stoica and Moses, but Bendat and Piersol eqn 11.102:

One_Sided_PSD = 2/(n_d * N * dt) * Sum(FFT^2)

where there are n_d is the number of averages and N is the number of points in the FFT.

That seems to be scaling by the length? I'm fairly certain that the factor of two (as shown

above) is required for a one-sided PSD, as that comes from 'removing' the negative

frequency range.

Note that Matlab shows such scaling (by 2/L) even when computing the power spectra directly

from a raw (unaveraged) FFT:

http://www.mathworks.com/support/tech-notes/1700/1702.html

To me, as Matplotlib is striving to be Matlab-compatible, the default behaviour should be to

give results as close to the Matlab implementation as possible. One could always have an

option to turn off the scaling.

Note that the Matplotlib results also seem to have significantly less frequency resolution than

the Matlab results. Is this the case, or am I not using noffset, nfft, and pad_to correctly?

Thanks for your help,

Matt

## ···

________________________________________

From: Ryan May [rmay31@...287...]

Sent: Monday, December 01, 2008 1:58 PM

To: Fago, Matt - AES

Cc: Matplotlib Users

Subject: Re: [Matplotlib-users] Matplotlib PSD bug?

Fago, Matt - AES wrote:

I cannot really compute the example without the pad_to support in svn. Nevertheless, using something similar (nfft=128, noffset=64) gives similarly erroneous results.

Did you add 'pad_to'? If so, thanks!

Good to know. I recently (within the last month) did a bunch of work on

psd, based in a large part on work done by one of my colleagues, Sean

Arms. I was worried some of this had broken existing code, but it

appears more likely that this was already a problem.

After much playing, and reading the Matlab docs, it looks like the

difference is that Matlab normalizes by the sampling frequency. Also,

if a one-sided psd is returned, it multiplies everything by 2. If I

apply these two scaling factors, I get results in line with those

produced by Matlab.

Now, this scaling was not performed by the old code, so this is not a

new incompatibility (bug?) with Matlab. Also, while I have not reviewed

the reference specified in the docstring (Bendat and Piersol 1986), the

book I have handy (Stoica and Moses 2005) does not mention scaling by

the sampling frequency, nor does the included Matlab code perform any

such scaling.

So what should be done here? I would be opposed to making such scaling

the default, as IMHO it tries to do too much and I would have to work

around it to get the more "raw" numbers. However, I am not opposed to

adding (yet another) option to do such scaling.

Other opinions?

Ryan

--

Ryan May

Graduate Research Assistant

School of Meteorology

University of Oklahoma

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