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PSD

Computes the power spectral density from the complex Fourier coefficients. The PSD function uses the periodogram estimate, as explained in Numerical Recipes (1989), equations 12.7.5, page 421.

Format

PSD (Values, Number of Output Values)

Arguments

 
Values
The series values from which the FFT coefficients are computed. The PSD function is computed from these complex coefficients.
Number of Output Values
Indicates how many values should be returned; must be at least as many as the number of input values, but not less than two.

Example

The following example illustrates the use of the PSD function:
 
Function
PSD({0,1,4,9,16},7)
Result
144.0, 250.786, 167.080, 91.006, 51.367, 38.688, 17.016
Learn more about matrix/array functions.