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Estimation spectrale Méthodes non-paramétriques

Estimation spectrale Méthodes non-paramétriques

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En fait, la fenêtre introduit un compromis entre la<br />

résolution <strong>spectrale</strong> (largeur du lobe principal) et la<br />

fuite de spectre (amplitude du lobe adjacent).<br />

Code en MATLAB<br />

function Px = mperiodogram(x,win);<br />

N = length(x);<br />

w = ones(N,1);<br />

if (win == 2) w = hamming(N);<br />

elseif (win == 3) w = hanning(N);<br />

elseif (win == 4) w = bartlett(N);<br />

elseif (win == 5) w = blackman(N);<br />

end<br />

U = norm(w)^2/N;<br />

xw = x(1:N).*w;<br />

Px = abs(fft(xw,1024)).^2/(N*U);<br />

INRS-EMT J. Benesty 12

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