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The periodogram method is the most common nonparametric method for computing the power spectral density (PSD) of a time series. This method computes the PSD with the fast Fourier transform (FFT) according to the following equation:
|where||Xt is a time series|
|L is the number of samples in the time series|
|Wt is the applied window function|
|Δf is the frequency interval|
The applied window function reduces spectral leakage in the estimation, but the window function also decreases the frequency resolution at the same time.
Use the TSA Periodogram VI to compute the PSD of a time series. If a time series contains non-periodic signal components or periodic components that are not sampled synchronously, the value of the resulting PSD computed by this VI may have a large variance at each frequency.