""" ============================ Cross spectral density (CSD) ============================ Plot the cross spectral density (CSD) of two signals using `~.Axes.csd`. """ import matplotlib.pyplot as plt import numpy as np fig, (ax1, ax2) = plt.subplots(2, 1, layout='constrained') dt = 0.01 t = np.arange(0, 30, dt) # Fixing random state for reproducibility np.random.seed(19680801) nse1 = np.random.randn(len(t)) # white noise 1 nse2 = np.random.randn(len(t)) # white noise 2 r = np.exp(-t / 0.05) cnse1 = np.convolve(nse1, r, mode='same') * dt # colored noise 1 cnse2 = np.convolve(nse2, r, mode='same') * dt # colored noise 2 # two signals with a coherent part and a random part s1 = 0.01 * np.sin(2 * np.pi * 10 * t) + cnse1 s2 = 0.01 * np.sin(2 * np.pi * 10 * t) + cnse2 ax1.plot(t, s1, t, s2) ax1.set_xlim(0, 5) ax1.set_xlabel('Time (s)') ax1.set_ylabel('s1 and s2') ax1.grid(True) cxy, f = ax2.csd(s1, s2, NFFT=256, Fs=1. / dt) ax2.set_ylabel('CSD (dB)') plt.show() # %% # .. tags:: # # domain: signal-processing # plot-type: line # level: beginner