{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "\n# Power spectral density (PSD)\n\nPlotting power spectral density (PSD) using `~.Axes.psd`.\n\nThe PSD is a common plot in the field of signal processing. NumPy has\nmany useful libraries for computing a PSD. Below we demo a few examples\nof how this can be accomplished and visualized with Matplotlib.\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "import matplotlib.pyplot as plt\nimport numpy as np\n\nimport matplotlib.mlab as mlab\n\n# Fixing random state for reproducibility\nnp.random.seed(19680801)\n\ndt = 0.01\nt = np.arange(0, 10, dt)\nnse = np.random.randn(len(t))\nr = np.exp(-t / 0.05)\n\ncnse = np.convolve(nse, r) * dt\ncnse = cnse[:len(t)]\ns = 0.1 * np.sin(2 * np.pi * t) + cnse\n\nfig, (ax0, ax1) = plt.subplots(2, 1, layout='constrained')\nax0.plot(t, s)\nax0.set_xlabel('Time (s)')\nax0.set_ylabel('Signal')\nax1.psd(s, NFFT=512, Fs=1 / dt)\n\nplt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Compare this with the equivalent Matlab code to accomplish the same thing::\n\n dt = 0.01;\n t = [0:dt:10];\n nse = randn(size(t));\n r = exp(-t/0.05);\n cnse = conv(nse, r)*dt;\n cnse = cnse(1:length(t));\n s = 0.1*sin(2*pi*t) + cnse;\n\n subplot(211)\n plot(t, s)\n subplot(212)\n psd(s, 512, 1/dt)\n\nBelow we'll show a slightly more complex example that demonstrates\nhow padding affects the resulting PSD.\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "dt = np.pi / 100.\nfs = 1. / dt\nt = np.arange(0, 8, dt)\ny = 10. * np.sin(2 * np.pi * 4 * t) + 5. * np.sin(2 * np.pi * 4.25 * t)\ny = y + np.random.randn(*t.shape)\n\n# Plot the raw time series\nfig, axs = plt.subplot_mosaic([\n ['signal', 'signal', 'signal'],\n ['zero padding', 'block size', 'overlap'],\n], layout='constrained')\n\naxs['signal'].plot(t, y)\naxs['signal'].set_xlabel('Time (s)')\naxs['signal'].set_ylabel('Signal')\n\n# Plot the PSD with different amounts of zero padding. This uses the entire\n# time series at once\naxs['zero padding'].psd(y, NFFT=len(t), pad_to=len(t), Fs=fs)\naxs['zero padding'].psd(y, NFFT=len(t), pad_to=len(t) * 2, Fs=fs)\naxs['zero padding'].psd(y, NFFT=len(t), pad_to=len(t) * 4, Fs=fs)\n\n# Plot the PSD with different block sizes, Zero pad to the length of the\n# original data sequence.\naxs['block size'].psd(y, NFFT=len(t), pad_to=len(t), Fs=fs)\naxs['block size'].psd(y, NFFT=len(t) // 2, pad_to=len(t), Fs=fs)\naxs['block size'].psd(y, NFFT=len(t) // 4, pad_to=len(t), Fs=fs)\naxs['block size'].set_ylabel('')\n\n# Plot the PSD with different amounts of overlap between blocks\naxs['overlap'].psd(y, NFFT=len(t) // 2, pad_to=len(t), noverlap=0, Fs=fs)\naxs['overlap'].psd(y, NFFT=len(t) // 2, pad_to=len(t),\n noverlap=int(0.025 * len(t)), Fs=fs)\naxs['overlap'].psd(y, NFFT=len(t) // 2, pad_to=len(t),\n noverlap=int(0.1 * len(t)), Fs=fs)\naxs['overlap'].set_ylabel('')\naxs['overlap'].set_title('overlap')\n\nfor title, ax in axs.items():\n if title == 'signal':\n continue\n\n ax.set_title(title)\n ax.sharex(axs['zero padding'])\n ax.sharey(axs['zero padding'])\n\nplt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "This is a ported version of a MATLAB example from the signal\nprocessing toolbox that showed some difference at one time between\nMatplotlib's and MATLAB's scaling of the PSD.\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "fs = 1000\nt = np.linspace(0, 0.3, 301)\nA = np.array([2, 8]).reshape(-1, 1)\nf = np.array([150, 140]).reshape(-1, 1)\nxn = (A * np.sin(2 * np.pi * f * t)).sum(axis=0)\nxn += 5 * np.random.randn(*t.shape)\n\nfig, (ax0, ax1) = plt.subplots(ncols=2, layout='constrained')\n\nyticks = np.arange(-50, 30, 10)\nyrange = (yticks[0], yticks[-1])\nxticks = np.arange(0, 550, 100)\n\nax0.psd(xn, NFFT=301, Fs=fs, window=mlab.window_none, pad_to=1024,\n scale_by_freq=True)\nax0.set_title('Periodogram')\nax0.set_yticks(yticks)\nax0.set_xticks(xticks)\nax0.grid(True)\nax0.set_ylim(yrange)\n\nax1.psd(xn, NFFT=150, Fs=fs, window=mlab.window_none, pad_to=512, noverlap=75,\n scale_by_freq=True)\nax1.set_title('Welch')\nax1.set_xticks(xticks)\nax1.set_yticks(yticks)\nax1.set_ylabel('') # overwrite the y-label added by `psd`\nax1.grid(True)\nax1.set_ylim(yrange)\n\nplt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "This is a ported version of a MATLAB example from the signal\nprocessing toolbox that showed some difference at one time between\nMatplotlib's and MATLAB's scaling of the PSD.\n\nIt uses a complex signal so we can see that complex PSD's work properly.\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "prng = np.random.RandomState(19680801) # to ensure reproducibility\n\nfs = 1000\nt = np.linspace(0, 0.3, 301)\nA = np.array([2, 8]).reshape(-1, 1)\nf = np.array([150, 140]).reshape(-1, 1)\nxn = (A * np.exp(2j * np.pi * f * t)).sum(axis=0) + 5 * prng.randn(*t.shape)\n\nfig, (ax0, ax1) = plt.subplots(ncols=2, layout='constrained')\n\nyticks = np.arange(-50, 30, 10)\nyrange = (yticks[0], yticks[-1])\nxticks = np.arange(-500, 550, 200)\n\nax0.psd(xn, NFFT=301, Fs=fs, window=mlab.window_none, pad_to=1024,\n scale_by_freq=True)\nax0.set_title('Periodogram')\nax0.set_yticks(yticks)\nax0.set_xticks(xticks)\nax0.grid(True)\nax0.set_ylim(yrange)\n\nax1.psd(xn, NFFT=150, Fs=fs, window=mlab.window_none, pad_to=512, noverlap=75,\n scale_by_freq=True)\nax1.set_title('Welch')\nax1.set_xticks(xticks)\nax1.set_yticks(yticks)\nax1.set_ylabel('') # overwrite the y-label added by `psd`\nax1.grid(True)\nax1.set_ylim(yrange)\n\nplt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ ".. tags::\n\n domain: signal-processing\n plot-type: line\n level: intermediate\n\n" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.13.2" } }, "nbformat": 4, "nbformat_minor": 0 }