Cross power spectrum
Purpose
Description
Macro Synopsis
Modules
Related Functions
References
Purpose
Cross power spectrum
Description
"Cross power spectrum" calculates the cross power spectrum of two signals x1 and x2 defined by the Fourier transform of the cross correlation function according to the generalized Wiener-Khintchine theorem
where 
denotes the Cross correlation function of x1 and x2.
Internally, a Fast Fourier Transform is carried out using a sliding window.
Parameters of "Cross power spectrum" are
- window length N in samples
- window overlap M in samples.
The type of window function and type of Fast Fourier Transform can be selected in the Basic Options menu.
Warning: Note that if the input signals have different x-axis scales (sampling periods), the signal with the largest scale will be adapted automatically by interpolating between successive sample points. The type of interpolation can be set in the Basic Options menu.
Macro Synopsis
y = CrossSpect([x1,x2],N,M);
signal x1,x2,y;
int N,M;
Modules
Spectral
Related Functions
Cross phase spectrum, Cross correlation, Fourier transform, Coherence.
References
Oppenheim/Schafer [3]