Multivariate High Resolution Spectral Estimation

Version 1.2 (18.9 KB) by Mattia Zorzi
We use the THREE like estimator based on the tau divergence to estimate spectral lines
363 Downloads
Updated 17 Mar 2018

View License

THREE estimates the power spectral density of a multivariate discrete-time stochastic process.
Such estimates can achieve high resolution in frequency bands defined by the user.
Three examples are provided. In Example1 we estimate a spectral line immersed in colored noise.
In Example2 we estimate two spectral lines in two different channels. In Example3 we estimate
the sunspot cycle by detecting the corresponding spectral line.
For more details see the papers:
http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6909016
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6676836&queryText=a%20new%20family%20of%20high%20resolution&newsearch=true
http://link.springer.com/article/10.1007/s00498-013-0118-2

Cite As

Mattia Zorzi (2024). Multivariate High Resolution Spectral Estimation (https://www.mathworks.com/matlabcentral/fileexchange/47341-multivariate-high-resolution-spectral-estimation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
1.2

Updated version
I have fixed some mistake
Many errors have been fixed

1.1.0.0

Some parts of the code have been optimized

1.0.0.0