search for: parseval

Dear list, I apologies first for my English, hope you will understand well my question. I am working on 1/2 hour piezometric data, time unit is second. They present daily oscillation when using the spectrum() function. What I am really interested in, is to find the amplitude corresponding to this oscillation. I work with a college using Matlab, and although we apply the same methodology, our

...at the discretely sampled signal came from. >a <- sin(2*pi*(0:127)/16) >N <- length(a) # 128 >PSD <- spec.pgram(a, spans=NULL, detrend=F) ## Sum Squared amplitude of a[t] on [0, 127]. >sum(abs(a)^2) [1] 64 ## Mean Squared amplitude of a[t] on [0, 127] sum(a^2)/N [1] 0.5 By Parseval's theorem, the integral of the one-sided PSD over zero and positive frequencies should equal the mean squared or sum squared amplitude of the discrete signal a[], assuming the PSD is normalized too the mean-square or sum squared of the signal a[] respectively. ## Integral of the PSD returned...

...bounces@r-project.org, r-help@stat.math.ethz..ch Message-ID:     <OF1B1EC7AC.48E181F7-ON802575C3.00493966-802575C3.00497E7B@justice.ie> Content-Type: text/plain; charset="ISO-8859-1" My thoughts exactly. ?FFT should do the job. And define the dominant term - a_n**2 + b_n**2 - the Parseval Relation.                                                                                       stephen sefick                                                            <ssefick@gmail.co                                                        m>                                         ...