on the use and understanding of pwelch in matlab

Emma Tebbs picture Emma Tebbs · Nov 22, 2014 · Viewed 13.6k times · Source

I'm using the pwelch method in matlab to compute the power spectra for some wind speed measurements. So, far I have written the following code as an example:

t = 10800; % number of seconds in 3 hours
t = 1:t; % generate time vector
fs = 1; % sampling frequency (seconds)
A = 2; % amplitude
P = 1000; % period (seconds), the time it takes for the signal to repeat itself
f1 = 1/P; % number of cycles per second (i.e. how often the signal repeats itself every second).
y = A*sin(2*pi*f1*t); % signal

fh = figure(1);
set(fh,'color','white','Units', 'Inches', 'Position', [0,0,6,6],...
    'PaperUnits', 'Inches', 'PaperSize', [6,6]);
[pxx, f] = pwelch(y,[],[],[],fs);
loglog(f,10*(pxx),'k','linewidth',1.2);
xlabel('log10(cycles per s)');
ylabel('Spectral Density (dB Hz^{-1})');

I cannot include the plot as I do not have enough reputation points

Does this make sense? I'm struggling with the idea of having noise at the right side of the plot. The signal which was decomposed was a sine wave with no noise, where does this noise come from? Does the fact that the values on the yaxis are negative suggest that those frequencies are negligible? Also, what would be the best way to write the units on the y axis if the wind speed is measured in m/s, can this be converted to something more meaningful for environmental scientists?

Answer

Rashid picture Rashid · Nov 22, 2014

Your results are fine. dB can be confusing.

A linear plot will get a good view,

Fs = 1000;                    % Sampling frequency
T = 1/Fs;                     % Sample time
L = 1000;                     % Length of signal
t = (0:L-1)*T;                % Time vector
y = sin(2 * pi * 50 * t);     % 50Hz signal

An fft approach,

NFFT = 2^nextpow2(L); % Next power of 2 from length of y
Y = fft(y,NFFT)/L;
f = Fs/2*linspace(0,1,NFFT/2+1);
subplot(1,2,1);
plot(f,2*abs(Y(1:NFFT/2+1))) 
xlabel('Frequency (Hz)') 
ylabel('|Y(f)|')

pwelch approach,

subplot(1,2,2);
[pxx, freq] = pwelch(y,[],[],[],Fs);
plot(freq,10*(pxx),'k','linewidth',1.2);
xlabel('Frequency (Hz)'); 
ylabel('Spectral Density (Hz^{-1})');

enter image description here

As you can see they both have peak at 50Hz.

Using loglog for both,

enter image description here

So "noise" is of 1e-6 and exists in fft as well, and can be ignored.

For your second question, I don't think the axis will change it will be frequency again. For Fs you should use the sampling frequency of wind speed, like if you have 10 samples of speed in one second your Fs is 10. Higher frequencies in your graph means more changes in wind speed and lower frequencies represent less changes for the speed.