scipy.signal.welch参数设置

welch方法

scipy.signal.welch各参数设置：

参考链接：http://codingdict.com/sources/py/scipy.signal/10102.html

def getPSD( df , dw = 0.05, roverlap = 0.5, window='hanning', detrend='constant') :
   """
      Compute the power spectral density
   """

   if type(df) == pd.Series : df = pd.DataFrame(df)

   nfft = int ( (2*pi / dw) / dx(df) )    #采样频率
   nperseg = 2**int(log(nfft)/log(2))     #nperseg计算方式
   noverlap = nperseg * roverlap

   """ Return the PSD of a time signal """
   try : 
      from scipy.signal import welch
   except :
      raise Exception("Welch function not found, please install scipy > 0.12")

   data = []
   for iSig in range(df.shape[1]) :
      test = welch( df.values[:,iSig]  , fs = 1. / dx(df) , window=window, nperseg=nperseg, noverlap=noverlap, nfft=nfft, detrend=detrend, return_onesided=True, scaling='density')
      data.append( test[1] / (2*pi) )
   xAxis = test[0][:] * 2*pi
   return pd.DataFrame( data = np.transpose(data), index = xAxis , columns = [ "psd("+ str(x) +")" for  x in df.columns ]  )