等价scipy.signal welch到matlab pwelch [英] equivalence scipy.signal welch to matlab pwelch

问题描述

我有以下MATLAB代码来计算信号的PSD:

I have the following MATLAB code to compute the PSD of a signal:

x = linspace(0, 10, 100001);
dt = x(2) - x(1);
Fs = 1 / dt;
a1 = 1;
f1 = 500;
a2 = 10;
f2 = 2000;
y = a1 * sin(2*pi*f1*x) + a2 * sin(2*pi*f2*x);

nblock=1024;
overlap=128;
windowsel=hann(nblock);
[Pxx,f]=pwelch(y,windowsel,overlap,nblock,Fs,'onesided');
figure()
semilogy(f,Pxx, '-o')

我尝试使用 scipy.signal 中的 welch 重现相同的计算结果.但是，对于低频，其行为显然不相同.我检查了汉宁窗口在两个窗口中是否相同.为了重现结果，我还可以更改其他什么参数?

I have tried to reproduce the same calculation using welch in scipy.signal. However, for low frequency, the behavior is clearly not the same. I have checked that the hanning window is the same in both. What other parameter can I change in order to reproduce the results?

import numpy as np
import matplotlib.pyplot as plt
from scipy.signal import welch, hanning

x = np.linspace(0, 10, 100001)
dt = x[1] - x[0]
fs = 1 / dt

a1 = 1
f1 = 500

a2 = 10
f2 = 2000

y = a1 * np.sin(2*np.pi*f1*x) + a2 * np.sin(2*np.pi*f2*x)

datos = y

nblock = 1024
overlap = 128
win = hanning(nblock, True)

f, Pxxf = welch(datos, fs, window=win, noverlap=overlap, nfft=nblock, return_onesided=True)

plt.semilogy(f, Pxxf, '-o')

plt.grid()
plt.show()

MATLAB:

PYTHON:

推荐答案

使用 detrend = False 可以解决此问题，如GitHub问题

The problem is solved when using detrend=False as stated in the GitHub issue https://github.com/scipy/scipy/issues/8045#issuecomment-337319294

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