Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: generate Time signal from a given PSD
Replies: 5   Last Post: Nov 6, 2009 8:18 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Aymen

Posts: 5
Registered: 10/28/09
generate Time signal from a given PSD
Posted: Nov 3, 2009 10:04 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hello people,
i'm a novice in the field of signal processing and this problem maybe easy for you ...
I want to extract a stochastic time signal from a given PSD using the inverse fourier transform.
the PSD contains frequencies from 0 to 2557,5 and i'm trying to generate a time signal corresponding to that PSD (it goes over a time period of 35 sec ).
I think i'm having a scaling problem but i don't know where ...
could you please help me with this :

First of all i tried to generate random phases for my PSD-amplitudes to be able to perform the ifft.
M=[freq Amplitude]; %PSD Matrix
a=sqrt(Amplitude);
phase = 2*pi*rand(size(a)); %random phases in [0 2*pi]
Y=a.*exp(j*phase); % complex vector for ifft

signal = ifft(Y,N); %inverse Fourier Transform, problem in N ??????
t=0:35/(N-1):35; %time vector
plot(t,real(signal)) %plot of time signal

my time vector sould have 179200 values between 0 sec and 35 sec

which N should i use to get the correct answer ?




Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2009. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Goodwin College of Professional Studies.