绘制两个信号交叉密度

计算两个信号的交叉谱密度

计算两个信号的交叉谱密度图示;

  1. import numpy as np
  2. import matplotlib.pyplot as plt
  5. fig, (ax1, ax2) = plt.subplots(2, 1)
  6. # make a little extra space between the subplots
  7. fig.subplots_adjust(hspace=0.5)
  9. dt = 0.01
  10. t = np.arange(0, 30, dt)
  12. # Fixing random state for reproducibility
  13. np.random.seed(19680801)
  16. nse1 = np.random.randn(len(t))                 # white noise 1
  17. nse2 = np.random.randn(len(t))                 # white noise 2
  18. r = np.exp(-t / 0.05)
  20. cnse1 = np.convolve(nse1, r, mode='same') * dt   # colored noise 1
  21. cnse2 = np.convolve(nse2, r, mode='same') * dt   # colored noise 2
  23. # two signals with a coherent part and a random part
  24. s1 = 0.01 * np.sin(2 * np.pi * 10 * t) + cnse1
  25. s2 = 0.01 * np.sin(2 * np.pi * 10 * t) + cnse2
  27. ax1.plot(t, s1, t, s2)
  28. ax1.set_xlim(0, 5)
  29. ax1.set_xlabel('time')
  30. ax1.set_ylabel('s1 and s2')
  31. ax1.grid(True)
  33. cxy, f = ax2.csd(s1, s2, 256, 1. / dt)
  34. ax2.set_ylabel('CSD (db)')
  35. plt.show()

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