Author

Thomas Forbriger

Since

January 2019

Date

January 2019

Version

V1.0

Purpose

Compute cross power spectral density and power spectral density.

Description

This library (libpsdxx) provides a C++ class to compute the cross power spectral density of two time series, the power spectral density of a single time series and the coherence of two time series.

Date

01.01.2019

Power spectral density computed by this library is the so-called one-sided PSD. This is, if P(f) is the Fourier transform of the normalized auto-correlation function, the output of the program is 2P(f). The rms-amplitude in a frequency band (f2-f1) is A=sqrt(2*P(f)*(f2-f1)) if P(f) is constant in the interval (f1,f2).