1
$\begingroup$

If I plot a periodogram of let's say sin(20x) + 2sin(80x) and it looks like this:

periodogram

What does it say, i.e., how do I interpret this periodogram? How could I compute the values in the graph by hand from sin(20x) + 2sin(80x)? I don't understand how to get from sin(20x) + 2sin(80x) to the periodogram. This was plotted in R using periodogram() function.

$\endgroup$
0
$\begingroup$

Periodogram is used to estimate power spectral density(PSD) of a signal, which allows you to calculate how much power it contains given a frequency or frequency band. Frequencies with higher peaks imply that the signal has a strong(dominant) sinusoidal component with exactly the same frequency. In your plot, $f \approx 0.28$ seems to be the most important frequency component of your signal.

To compute PSD by hand at plot it , one way is to compute the Fourier transform of the auto-correlation function of your signal.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.