periodogram_pwelch.hpp

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// toolboxes/signal/include/nk/signal/spectral_analysis/periodogram_pwelch.hpp
//
// Power spectrum estimation: periodogram + Welch's method.
// spectrogram (the time-frequency variant of pwelch that retains every
// segment) lives in time_frequency/spectrogram.hpp.
 
#pragma once
 
#include <memory_resource>
#include <nk/value/value.hpp>
 
#include <tuple>
 
namespace nk::signal {

 

std::tuple<Value, Value>
periodogram(const Value &                x,
            const Value &                window,
            size_t                       nfft,
            double                       fs = 2.0 * 3.14159265358979323846,
            std::pmr::memory_resource *  mr = nullptr);

Value
periodogramConf(const Value &                Pxx,
                double                       confidenceLevel,
                bool                         realInput,
                bool                         nfftEven,
                std::pmr::memory_resource *  mr = nullptr);

std::tuple<Value, Value>
pwelch(const Value &                x,
       const Value &                window,
       size_t                       noverlap,
       size_t                       nfft,
       double                       fs = 2.0 * 3.14159265358979323846,
       std::pmr::memory_resource *  mr = nullptr);

std::tuple<Value, Value>
cpsd(const Value &                x,
     const Value &                y,
     const Value &                window,
     size_t                       noverlap,
     size_t                       nfft,
     double                       fs = 2.0 * 3.14159265358979323846,
     std::pmr::memory_resource *  mr = nullptr);

std::tuple<Value, Value>
mscohere(const Value &                x,
         const Value &                y,
         const Value &                window,
         size_t                       noverlap,
         size_t                       nfft,
         double                       fs = 2.0 * 3.14159265358979323846,
         std::pmr::memory_resource *  mr = nullptr);

std::tuple<Value, Value>
tfestimate(const Value &                x,
           const Value &                y,
           const Value &                window,
           size_t                       noverlap,
           size_t                       nfft,
           double                       fs = 2.0 * 3.14159265358979323846,
           std::pmr::memory_resource *  mr = nullptr);

std::tuple<Value, Value>
pyulear(const Value &                x,
        int                          p,
        size_t                       nfft,
        std::pmr::memory_resource *  mr = nullptr);

std::tuple<Value, Value>
pburg(const Value &                x,
      int                          p,
      size_t                       nfft,
      std::pmr::memory_resource *  mr = nullptr);
 
// `aryule` and `lpc` live in toolboxes/signal's signal_modeling header.
 

} // namespace nk::signal