peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/signal
/_spectral_py.py
"""Tools for spectral analysis. | |
""" | |
import numpy as np | |
from scipy import fft as sp_fft | |
from . import _signaltools | |
from .windows import get_window | |
from ._spectral import _lombscargle | |
from ._arraytools import const_ext, even_ext, odd_ext, zero_ext | |
import warnings | |
__all__ = ['periodogram', 'welch', 'lombscargle', 'csd', 'coherence', | |
'spectrogram', 'stft', 'istft', 'check_COLA', 'check_NOLA'] | |
def lombscargle(x, | |
y, | |
freqs, | |
precenter=False, | |
normalize=False): | |
""" | |
lombscargle(x, y, freqs) | |
Computes the Lomb-Scargle periodogram. | |
The Lomb-Scargle periodogram was developed by Lomb [1]_ and further | |
extended by Scargle [2]_ to find, and test the significance of weak | |
periodic signals with uneven temporal sampling. | |
When *normalize* is False (default) the computed periodogram | |
is unnormalized, it takes the value ``(A**2) * N/4`` for a harmonic | |
signal with amplitude A for sufficiently large N. | |
When *normalize* is True the computed periodogram is normalized by | |
the residuals of the data around a constant reference model (at zero). | |
Input arrays should be 1-D and will be cast to float64. | |
Parameters | |
---------- | |
x : array_like | |
Sample times. | |
y : array_like | |
Measurement values. | |
freqs : array_like | |
Angular frequencies for output periodogram. | |
precenter : bool, optional | |
Pre-center measurement values by subtracting the mean. | |
normalize : bool, optional | |
Compute normalized periodogram. | |
Returns | |
------- | |
pgram : array_like | |
Lomb-Scargle periodogram. | |
Raises | |
------ | |
ValueError | |
If the input arrays `x` and `y` do not have the same shape. | |
See Also | |
-------- | |
istft: Inverse Short Time Fourier Transform | |
check_COLA: Check whether the Constant OverLap Add (COLA) constraint is met | |
welch: Power spectral density by Welch's method | |
spectrogram: Spectrogram by Welch's method | |
csd: Cross spectral density by Welch's method | |
Notes | |
----- | |
This subroutine calculates the periodogram using a slightly | |
modified algorithm due to Townsend [3]_ which allows the | |
periodogram to be calculated using only a single pass through | |
the input arrays for each frequency. | |
The algorithm running time scales roughly as O(x * freqs) or O(N^2) | |
for a large number of samples and frequencies. | |
References | |
---------- | |
.. [1] N.R. Lomb "Least-squares frequency analysis of unequally spaced | |
data", Astrophysics and Space Science, vol 39, pp. 447-462, 1976 | |
.. [2] J.D. Scargle "Studies in astronomical time series analysis. II - | |
Statistical aspects of spectral analysis of unevenly spaced data", | |
The Astrophysical Journal, vol 263, pp. 835-853, 1982 | |
.. [3] R.H.D. Townsend, "Fast calculation of the Lomb-Scargle | |
periodogram using graphics processing units.", The Astrophysical | |
Journal Supplement Series, vol 191, pp. 247-253, 2010 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
First define some input parameters for the signal: | |
>>> A = 2. | |
>>> w0 = 1. # rad/sec | |
>>> nin = 150 | |
>>> nout = 100000 | |
Randomly generate sample times: | |
>>> x = rng.uniform(0, 10*np.pi, nin) | |
Plot a sine wave for the selected times: | |
>>> y = A * np.cos(w0*x) | |
Define the array of frequencies for which to compute the periodogram: | |
>>> w = np.linspace(0.01, 10, nout) | |
Calculate Lomb-Scargle periodogram: | |
>>> import scipy.signal as signal | |
>>> pgram = signal.lombscargle(x, y, w, normalize=True) | |
Now make a plot of the input data: | |
>>> fig, (ax_t, ax_w) = plt.subplots(2, 1, constrained_layout=True) | |
>>> ax_t.plot(x, y, 'b+') | |
>>> ax_t.set_xlabel('Time [s]') | |
Then plot the normalized periodogram: | |
>>> ax_w.plot(w, pgram) | |
>>> ax_w.set_xlabel('Angular frequency [rad/s]') | |
>>> ax_w.set_ylabel('Normalized amplitude') | |
>>> plt.show() | |
""" | |
x = np.ascontiguousarray(x, dtype=np.float64) | |
y = np.ascontiguousarray(y, dtype=np.float64) | |
freqs = np.ascontiguousarray(freqs, dtype=np.float64) | |
assert x.ndim == 1 | |
assert y.ndim == 1 | |
assert freqs.ndim == 1 | |
if precenter: | |
pgram = _lombscargle(x, y - y.mean(), freqs) | |
else: | |
pgram = _lombscargle(x, y, freqs) | |
if normalize: | |
pgram *= 2 / np.dot(y, y) | |
return pgram | |
def periodogram(x, fs=1.0, window='boxcar', nfft=None, detrend='constant', | |
return_onesided=True, scaling='density', axis=-1): | |
""" | |
Estimate power spectral density using a periodogram. | |
Parameters | |
---------- | |
x : array_like | |
Time series of measurement values | |
fs : float, optional | |
Sampling frequency of the `x` time series. Defaults to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be equal to the length | |
of the axis over which the periodogram is computed. Defaults | |
to 'boxcar'. | |
nfft : int, optional | |
Length of the FFT used. If `None` the length of `x` will be | |
used. | |
detrend : str or function or `False`, optional | |
Specifies how to detrend each segment. If `detrend` is a | |
string, it is passed as the `type` argument to the `detrend` | |
function. If it is a function, it takes a segment and returns a | |
detrended segment. If `detrend` is `False`, no detrending is | |
done. Defaults to 'constant'. | |
return_onesided : bool, optional | |
If `True`, return a one-sided spectrum for real data. If | |
`False` return a two-sided spectrum. Defaults to `True`, but for | |
complex data, a two-sided spectrum is always returned. | |
scaling : { 'density', 'spectrum' }, optional | |
Selects between computing the power spectral density ('density') | |
where `Pxx` has units of V**2/Hz and computing the squared magnitude | |
spectrum ('spectrum') where `Pxx` has units of V**2, if `x` | |
is measured in V and `fs` is measured in Hz. Defaults to | |
'density' | |
axis : int, optional | |
Axis along which the periodogram is computed; the default is | |
over the last axis (i.e. ``axis=-1``). | |
Returns | |
------- | |
f : ndarray | |
Array of sample frequencies. | |
Pxx : ndarray | |
Power spectral density or power spectrum of `x`. | |
See Also | |
-------- | |
welch: Estimate power spectral density using Welch's method | |
lombscargle: Lomb-Scargle periodogram for unevenly sampled data | |
Notes | |
----- | |
Consult the :ref:`tutorial_SpectralAnalysis` section of the :ref:`user_guide` | |
for a discussion of the scalings of the power spectral density and | |
the magnitude (squared) spectrum. | |
.. versionadded:: 0.12.0 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Generate a test signal, a 2 Vrms sine wave at 1234 Hz, corrupted by | |
0.001 V**2/Hz of white noise sampled at 10 kHz. | |
>>> fs = 10e3 | |
>>> N = 1e5 | |
>>> amp = 2*np.sqrt(2) | |
>>> freq = 1234.0 | |
>>> noise_power = 0.001 * fs / 2 | |
>>> time = np.arange(N) / fs | |
>>> x = amp*np.sin(2*np.pi*freq*time) | |
>>> x += rng.normal(scale=np.sqrt(noise_power), size=time.shape) | |
Compute and plot the power spectral density. | |
>>> f, Pxx_den = signal.periodogram(x, fs) | |
>>> plt.semilogy(f, Pxx_den) | |
>>> plt.ylim([1e-7, 1e2]) | |
>>> plt.xlabel('frequency [Hz]') | |
>>> plt.ylabel('PSD [V**2/Hz]') | |
>>> plt.show() | |
If we average the last half of the spectral density, to exclude the | |
peak, we can recover the noise power on the signal. | |
>>> np.mean(Pxx_den[25000:]) | |
0.000985320699252543 | |
Now compute and plot the power spectrum. | |
>>> f, Pxx_spec = signal.periodogram(x, fs, 'flattop', scaling='spectrum') | |
>>> plt.figure() | |
>>> plt.semilogy(f, np.sqrt(Pxx_spec)) | |
>>> plt.ylim([1e-4, 1e1]) | |
>>> plt.xlabel('frequency [Hz]') | |
>>> plt.ylabel('Linear spectrum [V RMS]') | |
>>> plt.show() | |
The peak height in the power spectrum is an estimate of the RMS | |
amplitude. | |
>>> np.sqrt(Pxx_spec.max()) | |
2.0077340678640727 | |
""" | |
x = np.asarray(x) | |
if x.size == 0: | |
return np.empty(x.shape), np.empty(x.shape) | |
if window is None: | |
window = 'boxcar' | |
if nfft is None: | |
nperseg = x.shape[axis] | |
elif nfft == x.shape[axis]: | |
nperseg = nfft | |
elif nfft > x.shape[axis]: | |
nperseg = x.shape[axis] | |
elif nfft < x.shape[axis]: | |
s = [np.s_[:]]*len(x.shape) | |
s[axis] = np.s_[:nfft] | |
x = x[tuple(s)] | |
nperseg = nfft | |
nfft = None | |
if hasattr(window, 'size'): | |
if window.size != nperseg: | |
raise ValueError('the size of the window must be the same size ' | |
'of the input on the specified axis') | |
return welch(x, fs=fs, window=window, nperseg=nperseg, noverlap=0, | |
nfft=nfft, detrend=detrend, return_onesided=return_onesided, | |
scaling=scaling, axis=axis) | |
def welch(x, fs=1.0, window='hann', nperseg=None, noverlap=None, nfft=None, | |
detrend='constant', return_onesided=True, scaling='density', | |
axis=-1, average='mean'): | |
r""" | |
Estimate power spectral density using Welch's method. | |
Welch's method [1]_ computes an estimate of the power spectral | |
density by dividing the data into overlapping segments, computing a | |
modified periodogram for each segment and averaging the | |
periodograms. | |
Parameters | |
---------- | |
x : array_like | |
Time series of measurement values | |
fs : float, optional | |
Sampling frequency of the `x` time series. Defaults to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. Defaults | |
to a Hann window. | |
nperseg : int, optional | |
Length of each segment. Defaults to None, but if window is str or | |
tuple, is set to 256, and if window is array_like, is set to the | |
length of the window. | |
noverlap : int, optional | |
Number of points to overlap between segments. If `None`, | |
``noverlap = nperseg // 2``. Defaults to `None`. | |
nfft : int, optional | |
Length of the FFT used, if a zero padded FFT is desired. If | |
`None`, the FFT length is `nperseg`. Defaults to `None`. | |
detrend : str or function or `False`, optional | |
Specifies how to detrend each segment. If `detrend` is a | |
string, it is passed as the `type` argument to the `detrend` | |
function. If it is a function, it takes a segment and returns a | |
detrended segment. If `detrend` is `False`, no detrending is | |
done. Defaults to 'constant'. | |
return_onesided : bool, optional | |
If `True`, return a one-sided spectrum for real data. If | |
`False` return a two-sided spectrum. Defaults to `True`, but for | |
complex data, a two-sided spectrum is always returned. | |
scaling : { 'density', 'spectrum' }, optional | |
Selects between computing the power spectral density ('density') | |
where `Pxx` has units of V**2/Hz and computing the squared magnitude | |
spectrum ('spectrum') where `Pxx` has units of V**2, if `x` | |
is measured in V and `fs` is measured in Hz. Defaults to | |
'density' | |
axis : int, optional | |
Axis along which the periodogram is computed; the default is | |
over the last axis (i.e. ``axis=-1``). | |
average : { 'mean', 'median' }, optional | |
Method to use when averaging periodograms. Defaults to 'mean'. | |
.. versionadded:: 1.2.0 | |
Returns | |
------- | |
f : ndarray | |
Array of sample frequencies. | |
Pxx : ndarray | |
Power spectral density or power spectrum of x. | |
See Also | |
-------- | |
periodogram: Simple, optionally modified periodogram | |
lombscargle: Lomb-Scargle periodogram for unevenly sampled data | |
Notes | |
----- | |
An appropriate amount of overlap will depend on the choice of window | |
and on your requirements. For the default Hann window an overlap of | |
50% is a reasonable trade off between accurately estimating the | |
signal power, while not over counting any of the data. Narrower | |
windows may require a larger overlap. | |
If `noverlap` is 0, this method is equivalent to Bartlett's method | |
[2]_. | |
Consult the :ref:`tutorial_SpectralAnalysis` section of the :ref:`user_guide` | |
for a discussion of the scalings of the power spectral density and | |
the (squared) magnitude spectrum. | |
.. versionadded:: 0.12.0 | |
References | |
---------- | |
.. [1] P. Welch, "The use of the fast Fourier transform for the | |
estimation of power spectra: A method based on time averaging | |
over short, modified periodograms", IEEE Trans. Audio | |
Electroacoust. vol. 15, pp. 70-73, 1967. | |
.. [2] M.S. Bartlett, "Periodogram Analysis and Continuous Spectra", | |
Biometrika, vol. 37, pp. 1-16, 1950. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Generate a test signal, a 2 Vrms sine wave at 1234 Hz, corrupted by | |
0.001 V**2/Hz of white noise sampled at 10 kHz. | |
>>> fs = 10e3 | |
>>> N = 1e5 | |
>>> amp = 2*np.sqrt(2) | |
>>> freq = 1234.0 | |
>>> noise_power = 0.001 * fs / 2 | |
>>> time = np.arange(N) / fs | |
>>> x = amp*np.sin(2*np.pi*freq*time) | |
>>> x += rng.normal(scale=np.sqrt(noise_power), size=time.shape) | |
Compute and plot the power spectral density. | |
>>> f, Pxx_den = signal.welch(x, fs, nperseg=1024) | |
>>> plt.semilogy(f, Pxx_den) | |
>>> plt.ylim([0.5e-3, 1]) | |
>>> plt.xlabel('frequency [Hz]') | |
>>> plt.ylabel('PSD [V**2/Hz]') | |
>>> plt.show() | |
If we average the last half of the spectral density, to exclude the | |
peak, we can recover the noise power on the signal. | |
>>> np.mean(Pxx_den[256:]) | |
0.0009924865443739191 | |
Now compute and plot the power spectrum. | |
>>> f, Pxx_spec = signal.welch(x, fs, 'flattop', 1024, scaling='spectrum') | |
>>> plt.figure() | |
>>> plt.semilogy(f, np.sqrt(Pxx_spec)) | |
>>> plt.xlabel('frequency [Hz]') | |
>>> plt.ylabel('Linear spectrum [V RMS]') | |
>>> plt.show() | |
The peak height in the power spectrum is an estimate of the RMS | |
amplitude. | |
>>> np.sqrt(Pxx_spec.max()) | |
2.0077340678640727 | |
If we now introduce a discontinuity in the signal, by increasing the | |
amplitude of a small portion of the signal by 50, we can see the | |
corruption of the mean average power spectral density, but using a | |
median average better estimates the normal behaviour. | |
>>> x[int(N//2):int(N//2)+10] *= 50. | |
>>> f, Pxx_den = signal.welch(x, fs, nperseg=1024) | |
>>> f_med, Pxx_den_med = signal.welch(x, fs, nperseg=1024, average='median') | |
>>> plt.semilogy(f, Pxx_den, label='mean') | |
>>> plt.semilogy(f_med, Pxx_den_med, label='median') | |
>>> plt.ylim([0.5e-3, 1]) | |
>>> plt.xlabel('frequency [Hz]') | |
>>> plt.ylabel('PSD [V**2/Hz]') | |
>>> plt.legend() | |
>>> plt.show() | |
""" | |
freqs, Pxx = csd(x, x, fs=fs, window=window, nperseg=nperseg, | |
noverlap=noverlap, nfft=nfft, detrend=detrend, | |
return_onesided=return_onesided, scaling=scaling, | |
axis=axis, average=average) | |
return freqs, Pxx.real | |
def csd(x, y, fs=1.0, window='hann', nperseg=None, noverlap=None, nfft=None, | |
detrend='constant', return_onesided=True, scaling='density', | |
axis=-1, average='mean'): | |
r""" | |
Estimate the cross power spectral density, Pxy, using Welch's method. | |
Parameters | |
---------- | |
x : array_like | |
Time series of measurement values | |
y : array_like | |
Time series of measurement values | |
fs : float, optional | |
Sampling frequency of the `x` and `y` time series. Defaults | |
to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. Defaults | |
to a Hann window. | |
nperseg : int, optional | |
Length of each segment. Defaults to None, but if window is str or | |
tuple, is set to 256, and if window is array_like, is set to the | |
length of the window. | |
noverlap: int, optional | |
Number of points to overlap between segments. If `None`, | |
``noverlap = nperseg // 2``. Defaults to `None`. | |
nfft : int, optional | |
Length of the FFT used, if a zero padded FFT is desired. If | |
`None`, the FFT length is `nperseg`. Defaults to `None`. | |
detrend : str or function or `False`, optional | |
Specifies how to detrend each segment. If `detrend` is a | |
string, it is passed as the `type` argument to the `detrend` | |
function. If it is a function, it takes a segment and returns a | |
detrended segment. If `detrend` is `False`, no detrending is | |
done. Defaults to 'constant'. | |
return_onesided : bool, optional | |
If `True`, return a one-sided spectrum for real data. If | |
`False` return a two-sided spectrum. Defaults to `True`, but for | |
complex data, a two-sided spectrum is always returned. | |
scaling : { 'density', 'spectrum' }, optional | |
Selects between computing the cross spectral density ('density') | |
where `Pxy` has units of V**2/Hz and computing the cross spectrum | |
('spectrum') where `Pxy` has units of V**2, if `x` and `y` are | |
measured in V and `fs` is measured in Hz. Defaults to 'density' | |
axis : int, optional | |
Axis along which the CSD is computed for both inputs; the | |
default is over the last axis (i.e. ``axis=-1``). | |
average : { 'mean', 'median' }, optional | |
Method to use when averaging periodograms. If the spectrum is | |
complex, the average is computed separately for the real and | |
imaginary parts. Defaults to 'mean'. | |
.. versionadded:: 1.2.0 | |
Returns | |
------- | |
f : ndarray | |
Array of sample frequencies. | |
Pxy : ndarray | |
Cross spectral density or cross power spectrum of x,y. | |
See Also | |
-------- | |
periodogram: Simple, optionally modified periodogram | |
lombscargle: Lomb-Scargle periodogram for unevenly sampled data | |
welch: Power spectral density by Welch's method. [Equivalent to | |
csd(x,x)] | |
coherence: Magnitude squared coherence by Welch's method. | |
Notes | |
----- | |
By convention, Pxy is computed with the conjugate FFT of X | |
multiplied by the FFT of Y. | |
If the input series differ in length, the shorter series will be | |
zero-padded to match. | |
An appropriate amount of overlap will depend on the choice of window | |
and on your requirements. For the default Hann window an overlap of | |
50% is a reasonable trade off between accurately estimating the | |
signal power, while not over counting any of the data. Narrower | |
windows may require a larger overlap. | |
Consult the :ref:`tutorial_SpectralAnalysis` section of the :ref:`user_guide` | |
for a discussion of the scalings of a spectral density and an (amplitude) spectrum. | |
.. versionadded:: 0.16.0 | |
References | |
---------- | |
.. [1] P. Welch, "The use of the fast Fourier transform for the | |
estimation of power spectra: A method based on time averaging | |
over short, modified periodograms", IEEE Trans. Audio | |
Electroacoust. vol. 15, pp. 70-73, 1967. | |
.. [2] Rabiner, Lawrence R., and B. Gold. "Theory and Application of | |
Digital Signal Processing" Prentice-Hall, pp. 414-419, 1975 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Generate two test signals with some common features. | |
>>> fs = 10e3 | |
>>> N = 1e5 | |
>>> amp = 20 | |
>>> freq = 1234.0 | |
>>> noise_power = 0.001 * fs / 2 | |
>>> time = np.arange(N) / fs | |
>>> b, a = signal.butter(2, 0.25, 'low') | |
>>> x = rng.normal(scale=np.sqrt(noise_power), size=time.shape) | |
>>> y = signal.lfilter(b, a, x) | |
>>> x += amp*np.sin(2*np.pi*freq*time) | |
>>> y += rng.normal(scale=0.1*np.sqrt(noise_power), size=time.shape) | |
Compute and plot the magnitude of the cross spectral density. | |
>>> f, Pxy = signal.csd(x, y, fs, nperseg=1024) | |
>>> plt.semilogy(f, np.abs(Pxy)) | |
>>> plt.xlabel('frequency [Hz]') | |
>>> plt.ylabel('CSD [V**2/Hz]') | |
>>> plt.show() | |
""" | |
freqs, _, Pxy = _spectral_helper(x, y, fs, window, nperseg, noverlap, | |
nfft, detrend, return_onesided, scaling, | |
axis, mode='psd') | |
# Average over windows. | |
if len(Pxy.shape) >= 2 and Pxy.size > 0: | |
if Pxy.shape[-1] > 1: | |
if average == 'median': | |
# np.median must be passed real arrays for the desired result | |
bias = _median_bias(Pxy.shape[-1]) | |
if np.iscomplexobj(Pxy): | |
Pxy = (np.median(np.real(Pxy), axis=-1) | |
+ 1j * np.median(np.imag(Pxy), axis=-1)) | |
else: | |
Pxy = np.median(Pxy, axis=-1) | |
Pxy /= bias | |
elif average == 'mean': | |
Pxy = Pxy.mean(axis=-1) | |
else: | |
raise ValueError(f'average must be "median" or "mean", got {average}') | |
else: | |
Pxy = np.reshape(Pxy, Pxy.shape[:-1]) | |
return freqs, Pxy | |
def spectrogram(x, fs=1.0, window=('tukey', .25), nperseg=None, noverlap=None, | |
nfft=None, detrend='constant', return_onesided=True, | |
scaling='density', axis=-1, mode='psd'): | |
"""Compute a spectrogram with consecutive Fourier transforms (legacy function). | |
Spectrograms can be used as a way of visualizing the change of a | |
nonstationary signal's frequency content over time. | |
.. legacy:: function | |
:class:`ShortTimeFFT` is a newer STFT / ISTFT implementation with more | |
features also including a :meth:`~ShortTimeFFT.spectrogram` method. | |
A :ref:`comparison <tutorial_stft_legacy_stft>` between the | |
implementations can be found in the :ref:`tutorial_stft` section of | |
the :ref:`user_guide`. | |
Parameters | |
---------- | |
x : array_like | |
Time series of measurement values | |
fs : float, optional | |
Sampling frequency of the `x` time series. Defaults to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. | |
Defaults to a Tukey window with shape parameter of 0.25. | |
nperseg : int, optional | |
Length of each segment. Defaults to None, but if window is str or | |
tuple, is set to 256, and if window is array_like, is set to the | |
length of the window. | |
noverlap : int, optional | |
Number of points to overlap between segments. If `None`, | |
``noverlap = nperseg // 8``. Defaults to `None`. | |
nfft : int, optional | |
Length of the FFT used, if a zero padded FFT is desired. If | |
`None`, the FFT length is `nperseg`. Defaults to `None`. | |
detrend : str or function or `False`, optional | |
Specifies how to detrend each segment. If `detrend` is a | |
string, it is passed as the `type` argument to the `detrend` | |
function. If it is a function, it takes a segment and returns a | |
detrended segment. If `detrend` is `False`, no detrending is | |
done. Defaults to 'constant'. | |
return_onesided : bool, optional | |
If `True`, return a one-sided spectrum for real data. If | |
`False` return a two-sided spectrum. Defaults to `True`, but for | |
complex data, a two-sided spectrum is always returned. | |
scaling : { 'density', 'spectrum' }, optional | |
Selects between computing the power spectral density ('density') | |
where `Sxx` has units of V**2/Hz and computing the power | |
spectrum ('spectrum') where `Sxx` has units of V**2, if `x` | |
is measured in V and `fs` is measured in Hz. Defaults to | |
'density'. | |
axis : int, optional | |
Axis along which the spectrogram is computed; the default is over | |
the last axis (i.e. ``axis=-1``). | |
mode : str, optional | |
Defines what kind of return values are expected. Options are | |
['psd', 'complex', 'magnitude', 'angle', 'phase']. 'complex' is | |
equivalent to the output of `stft` with no padding or boundary | |
extension. 'magnitude' returns the absolute magnitude of the | |
STFT. 'angle' and 'phase' return the complex angle of the STFT, | |
with and without unwrapping, respectively. | |
Returns | |
------- | |
f : ndarray | |
Array of sample frequencies. | |
t : ndarray | |
Array of segment times. | |
Sxx : ndarray | |
Spectrogram of x. By default, the last axis of Sxx corresponds | |
to the segment times. | |
See Also | |
-------- | |
periodogram: Simple, optionally modified periodogram | |
lombscargle: Lomb-Scargle periodogram for unevenly sampled data | |
welch: Power spectral density by Welch's method. | |
csd: Cross spectral density by Welch's method. | |
ShortTimeFFT: Newer STFT/ISTFT implementation providing more features, | |
which also includes a :meth:`~ShortTimeFFT.spectrogram` | |
method. | |
Notes | |
----- | |
An appropriate amount of overlap will depend on the choice of window | |
and on your requirements. In contrast to welch's method, where the | |
entire data stream is averaged over, one may wish to use a smaller | |
overlap (or perhaps none at all) when computing a spectrogram, to | |
maintain some statistical independence between individual segments. | |
It is for this reason that the default window is a Tukey window with | |
1/8th of a window's length overlap at each end. | |
.. versionadded:: 0.16.0 | |
References | |
---------- | |
.. [1] Oppenheim, Alan V., Ronald W. Schafer, John R. Buck | |
"Discrete-Time Signal Processing", Prentice Hall, 1999. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> from scipy.fft import fftshift | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Generate a test signal, a 2 Vrms sine wave whose frequency is slowly | |
modulated around 3kHz, corrupted by white noise of exponentially | |
decreasing magnitude sampled at 10 kHz. | |
>>> fs = 10e3 | |
>>> N = 1e5 | |
>>> amp = 2 * np.sqrt(2) | |
>>> noise_power = 0.01 * fs / 2 | |
>>> time = np.arange(N) / float(fs) | |
>>> mod = 500*np.cos(2*np.pi*0.25*time) | |
>>> carrier = amp * np.sin(2*np.pi*3e3*time + mod) | |
>>> noise = rng.normal(scale=np.sqrt(noise_power), size=time.shape) | |
>>> noise *= np.exp(-time/5) | |
>>> x = carrier + noise | |
Compute and plot the spectrogram. | |
>>> f, t, Sxx = signal.spectrogram(x, fs) | |
>>> plt.pcolormesh(t, f, Sxx, shading='gouraud') | |
>>> plt.ylabel('Frequency [Hz]') | |
>>> plt.xlabel('Time [sec]') | |
>>> plt.show() | |
Note, if using output that is not one sided, then use the following: | |
>>> f, t, Sxx = signal.spectrogram(x, fs, return_onesided=False) | |
>>> plt.pcolormesh(t, fftshift(f), fftshift(Sxx, axes=0), shading='gouraud') | |
>>> plt.ylabel('Frequency [Hz]') | |
>>> plt.xlabel('Time [sec]') | |
>>> plt.show() | |
""" | |
modelist = ['psd', 'complex', 'magnitude', 'angle', 'phase'] | |
if mode not in modelist: | |
raise ValueError(f'unknown value for mode {mode}, must be one of {modelist}') | |
# need to set default for nperseg before setting default for noverlap below | |
window, nperseg = _triage_segments(window, nperseg, | |
input_length=x.shape[axis]) | |
# Less overlap than welch, so samples are more statisically independent | |
if noverlap is None: | |
noverlap = nperseg // 8 | |
if mode == 'psd': | |
freqs, time, Sxx = _spectral_helper(x, x, fs, window, nperseg, | |
noverlap, nfft, detrend, | |
return_onesided, scaling, axis, | |
mode='psd') | |
else: | |
freqs, time, Sxx = _spectral_helper(x, x, fs, window, nperseg, | |
noverlap, nfft, detrend, | |
return_onesided, scaling, axis, | |
mode='stft') | |
if mode == 'magnitude': | |
Sxx = np.abs(Sxx) | |
elif mode in ['angle', 'phase']: | |
Sxx = np.angle(Sxx) | |
if mode == 'phase': | |
# Sxx has one additional dimension for time strides | |
if axis < 0: | |
axis -= 1 | |
Sxx = np.unwrap(Sxx, axis=axis) | |
# mode =='complex' is same as `stft`, doesn't need modification | |
return freqs, time, Sxx | |
def check_COLA(window, nperseg, noverlap, tol=1e-10): | |
r"""Check whether the Constant OverLap Add (COLA) constraint is met. | |
Parameters | |
---------- | |
window : str or tuple or array_like | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. | |
nperseg : int | |
Length of each segment. | |
noverlap : int | |
Number of points to overlap between segments. | |
tol : float, optional | |
The allowed variance of a bin's weighted sum from the median bin | |
sum. | |
Returns | |
------- | |
verdict : bool | |
`True` if chosen combination satisfies COLA within `tol`, | |
`False` otherwise | |
See Also | |
-------- | |
check_NOLA: Check whether the Nonzero Overlap Add (NOLA) constraint is met | |
stft: Short Time Fourier Transform | |
istft: Inverse Short Time Fourier Transform | |
Notes | |
----- | |
In order to enable inversion of an STFT via the inverse STFT in | |
`istft`, it is sufficient that the signal windowing obeys the constraint of | |
"Constant OverLap Add" (COLA). This ensures that every point in the input | |
data is equally weighted, thereby avoiding aliasing and allowing full | |
reconstruction. | |
Some examples of windows that satisfy COLA: | |
- Rectangular window at overlap of 0, 1/2, 2/3, 3/4, ... | |
- Bartlett window at overlap of 1/2, 3/4, 5/6, ... | |
- Hann window at 1/2, 2/3, 3/4, ... | |
- Any Blackman family window at 2/3 overlap | |
- Any window with ``noverlap = nperseg-1`` | |
A very comprehensive list of other windows may be found in [2]_, | |
wherein the COLA condition is satisfied when the "Amplitude | |
Flatness" is unity. | |
.. versionadded:: 0.19.0 | |
References | |
---------- | |
.. [1] Julius O. Smith III, "Spectral Audio Signal Processing", W3K | |
Publishing, 2011,ISBN 978-0-9745607-3-1. | |
.. [2] G. Heinzel, A. Ruediger and R. Schilling, "Spectrum and | |
spectral density estimation by the Discrete Fourier transform | |
(DFT), including a comprehensive list of window functions and | |
some new at-top windows", 2002, | |
http://hdl.handle.net/11858/00-001M-0000-0013-557A-5 | |
Examples | |
-------- | |
>>> from scipy import signal | |
Confirm COLA condition for rectangular window of 75% (3/4) overlap: | |
>>> signal.check_COLA(signal.windows.boxcar(100), 100, 75) | |
True | |
COLA is not true for 25% (1/4) overlap, though: | |
>>> signal.check_COLA(signal.windows.boxcar(100), 100, 25) | |
False | |
"Symmetrical" Hann window (for filter design) is not COLA: | |
>>> signal.check_COLA(signal.windows.hann(120, sym=True), 120, 60) | |
False | |
"Periodic" or "DFT-even" Hann window (for FFT analysis) is COLA for | |
overlap of 1/2, 2/3, 3/4, etc.: | |
>>> signal.check_COLA(signal.windows.hann(120, sym=False), 120, 60) | |
True | |
>>> signal.check_COLA(signal.windows.hann(120, sym=False), 120, 80) | |
True | |
>>> signal.check_COLA(signal.windows.hann(120, sym=False), 120, 90) | |
True | |
""" | |
nperseg = int(nperseg) | |
if nperseg < 1: | |
raise ValueError('nperseg must be a positive integer') | |
if noverlap >= nperseg: | |
raise ValueError('noverlap must be less than nperseg.') | |
noverlap = int(noverlap) | |
if isinstance(window, str) or type(window) is tuple: | |
win = get_window(window, nperseg) | |
else: | |
win = np.asarray(window) | |
if len(win.shape) != 1: | |
raise ValueError('window must be 1-D') | |
if win.shape[0] != nperseg: | |
raise ValueError('window must have length of nperseg') | |
step = nperseg - noverlap | |
binsums = sum(win[ii*step:(ii+1)*step] for ii in range(nperseg//step)) | |
if nperseg % step != 0: | |
binsums[:nperseg % step] += win[-(nperseg % step):] | |
deviation = binsums - np.median(binsums) | |
return np.max(np.abs(deviation)) < tol | |
def check_NOLA(window, nperseg, noverlap, tol=1e-10): | |
r"""Check whether the Nonzero Overlap Add (NOLA) constraint is met. | |
Parameters | |
---------- | |
window : str or tuple or array_like | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. | |
nperseg : int | |
Length of each segment. | |
noverlap : int | |
Number of points to overlap between segments. | |
tol : float, optional | |
The allowed variance of a bin's weighted sum from the median bin | |
sum. | |
Returns | |
------- | |
verdict : bool | |
`True` if chosen combination satisfies the NOLA constraint within | |
`tol`, `False` otherwise | |
See Also | |
-------- | |
check_COLA: Check whether the Constant OverLap Add (COLA) constraint is met | |
stft: Short Time Fourier Transform | |
istft: Inverse Short Time Fourier Transform | |
Notes | |
----- | |
In order to enable inversion of an STFT via the inverse STFT in | |
`istft`, the signal windowing must obey the constraint of "nonzero | |
overlap add" (NOLA): | |
.. math:: \sum_{t}w^{2}[n-tH] \ne 0 | |
for all :math:`n`, where :math:`w` is the window function, :math:`t` is the | |
frame index, and :math:`H` is the hop size (:math:`H` = `nperseg` - | |
`noverlap`). | |
This ensures that the normalization factors in the denominator of the | |
overlap-add inversion equation are not zero. Only very pathological windows | |
will fail the NOLA constraint. | |
.. versionadded:: 1.2.0 | |
References | |
---------- | |
.. [1] Julius O. Smith III, "Spectral Audio Signal Processing", W3K | |
Publishing, 2011,ISBN 978-0-9745607-3-1. | |
.. [2] G. Heinzel, A. Ruediger and R. Schilling, "Spectrum and | |
spectral density estimation by the Discrete Fourier transform | |
(DFT), including a comprehensive list of window functions and | |
some new at-top windows", 2002, | |
http://hdl.handle.net/11858/00-001M-0000-0013-557A-5 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
Confirm NOLA condition for rectangular window of 75% (3/4) overlap: | |
>>> signal.check_NOLA(signal.windows.boxcar(100), 100, 75) | |
True | |
NOLA is also true for 25% (1/4) overlap: | |
>>> signal.check_NOLA(signal.windows.boxcar(100), 100, 25) | |
True | |
"Symmetrical" Hann window (for filter design) is also NOLA: | |
>>> signal.check_NOLA(signal.windows.hann(120, sym=True), 120, 60) | |
True | |
As long as there is overlap, it takes quite a pathological window to fail | |
NOLA: | |
>>> w = np.ones(64, dtype="float") | |
>>> w[::2] = 0 | |
>>> signal.check_NOLA(w, 64, 32) | |
False | |
If there is not enough overlap, a window with zeros at the ends will not | |
work: | |
>>> signal.check_NOLA(signal.windows.hann(64), 64, 0) | |
False | |
>>> signal.check_NOLA(signal.windows.hann(64), 64, 1) | |
False | |
>>> signal.check_NOLA(signal.windows.hann(64), 64, 2) | |
True | |
""" | |
nperseg = int(nperseg) | |
if nperseg < 1: | |
raise ValueError('nperseg must be a positive integer') | |
if noverlap >= nperseg: | |
raise ValueError('noverlap must be less than nperseg') | |
if noverlap < 0: | |
raise ValueError('noverlap must be a nonnegative integer') | |
noverlap = int(noverlap) | |
if isinstance(window, str) or type(window) is tuple: | |
win = get_window(window, nperseg) | |
else: | |
win = np.asarray(window) | |
if len(win.shape) != 1: | |
raise ValueError('window must be 1-D') | |
if win.shape[0] != nperseg: | |
raise ValueError('window must have length of nperseg') | |
step = nperseg - noverlap | |
binsums = sum(win[ii*step:(ii+1)*step]**2 for ii in range(nperseg//step)) | |
if nperseg % step != 0: | |
binsums[:nperseg % step] += win[-(nperseg % step):]**2 | |
return np.min(binsums) > tol | |
def stft(x, fs=1.0, window='hann', nperseg=256, noverlap=None, nfft=None, | |
detrend=False, return_onesided=True, boundary='zeros', padded=True, | |
axis=-1, scaling='spectrum'): | |
r"""Compute the Short Time Fourier Transform (legacy function). | |
STFTs can be used as a way of quantifying the change of a | |
nonstationary signal's frequency and phase content over time. | |
.. legacy:: function | |
`ShortTimeFFT` is a newer STFT / ISTFT implementation with more | |
features. A :ref:`comparison <tutorial_stft_legacy_stft>` between the | |
implementations can be found in the :ref:`tutorial_stft` section of the | |
:ref:`user_guide`. | |
Parameters | |
---------- | |
x : array_like | |
Time series of measurement values | |
fs : float, optional | |
Sampling frequency of the `x` time series. Defaults to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. Defaults | |
to a Hann window. | |
nperseg : int, optional | |
Length of each segment. Defaults to 256. | |
noverlap : int, optional | |
Number of points to overlap between segments. If `None`, | |
``noverlap = nperseg // 2``. Defaults to `None`. When | |
specified, the COLA constraint must be met (see Notes below). | |
nfft : int, optional | |
Length of the FFT used, if a zero padded FFT is desired. If | |
`None`, the FFT length is `nperseg`. Defaults to `None`. | |
detrend : str or function or `False`, optional | |
Specifies how to detrend each segment. If `detrend` is a | |
string, it is passed as the `type` argument to the `detrend` | |
function. If it is a function, it takes a segment and returns a | |
detrended segment. If `detrend` is `False`, no detrending is | |
done. Defaults to `False`. | |
return_onesided : bool, optional | |
If `True`, return a one-sided spectrum for real data. If | |
`False` return a two-sided spectrum. Defaults to `True`, but for | |
complex data, a two-sided spectrum is always returned. | |
boundary : str or None, optional | |
Specifies whether the input signal is extended at both ends, and | |
how to generate the new values, in order to center the first | |
windowed segment on the first input point. This has the benefit | |
of enabling reconstruction of the first input point when the | |
employed window function starts at zero. Valid options are | |
``['even', 'odd', 'constant', 'zeros', None]``. Defaults to | |
'zeros', for zero padding extension. I.e. ``[1, 2, 3, 4]`` is | |
extended to ``[0, 1, 2, 3, 4, 0]`` for ``nperseg=3``. | |
padded : bool, optional | |
Specifies whether the input signal is zero-padded at the end to | |
make the signal fit exactly into an integer number of window | |
segments, so that all of the signal is included in the output. | |
Defaults to `True`. Padding occurs after boundary extension, if | |
`boundary` is not `None`, and `padded` is `True`, as is the | |
default. | |
axis : int, optional | |
Axis along which the STFT is computed; the default is over the | |
last axis (i.e. ``axis=-1``). | |
scaling: {'spectrum', 'psd'} | |
The default 'spectrum' scaling allows each frequency line of `Zxx` to | |
be interpreted as a magnitude spectrum. The 'psd' option scales each | |
line to a power spectral density - it allows to calculate the signal's | |
energy by numerically integrating over ``abs(Zxx)**2``. | |
.. versionadded:: 1.9.0 | |
Returns | |
------- | |
f : ndarray | |
Array of sample frequencies. | |
t : ndarray | |
Array of segment times. | |
Zxx : ndarray | |
STFT of `x`. By default, the last axis of `Zxx` corresponds | |
to the segment times. | |
See Also | |
-------- | |
istft: Inverse Short Time Fourier Transform | |
ShortTimeFFT: Newer STFT/ISTFT implementation providing more features. | |
check_COLA: Check whether the Constant OverLap Add (COLA) constraint | |
is met | |
check_NOLA: Check whether the Nonzero Overlap Add (NOLA) constraint is met | |
welch: Power spectral density by Welch's method. | |
spectrogram: Spectrogram by Welch's method. | |
csd: Cross spectral density by Welch's method. | |
lombscargle: Lomb-Scargle periodogram for unevenly sampled data | |
Notes | |
----- | |
In order to enable inversion of an STFT via the inverse STFT in | |
`istft`, the signal windowing must obey the constraint of "Nonzero | |
OverLap Add" (NOLA), and the input signal must have complete | |
windowing coverage (i.e. ``(x.shape[axis] - nperseg) % | |
(nperseg-noverlap) == 0``). The `padded` argument may be used to | |
accomplish this. | |
Given a time-domain signal :math:`x[n]`, a window :math:`w[n]`, and a hop | |
size :math:`H` = `nperseg - noverlap`, the windowed frame at time index | |
:math:`t` is given by | |
.. math:: x_{t}[n]=x[n]w[n-tH] | |
The overlap-add (OLA) reconstruction equation is given by | |
.. math:: x[n]=\frac{\sum_{t}x_{t}[n]w[n-tH]}{\sum_{t}w^{2}[n-tH]} | |
The NOLA constraint ensures that every normalization term that appears | |
in the denomimator of the OLA reconstruction equation is nonzero. Whether a | |
choice of `window`, `nperseg`, and `noverlap` satisfy this constraint can | |
be tested with `check_NOLA`. | |
.. versionadded:: 0.19.0 | |
References | |
---------- | |
.. [1] Oppenheim, Alan V., Ronald W. Schafer, John R. Buck | |
"Discrete-Time Signal Processing", Prentice Hall, 1999. | |
.. [2] Daniel W. Griffin, Jae S. Lim "Signal Estimation from | |
Modified Short-Time Fourier Transform", IEEE 1984, | |
10.1109/TASSP.1984.1164317 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Generate a test signal, a 2 Vrms sine wave whose frequency is slowly | |
modulated around 3kHz, corrupted by white noise of exponentially | |
decreasing magnitude sampled at 10 kHz. | |
>>> fs = 10e3 | |
>>> N = 1e5 | |
>>> amp = 2 * np.sqrt(2) | |
>>> noise_power = 0.01 * fs / 2 | |
>>> time = np.arange(N) / float(fs) | |
>>> mod = 500*np.cos(2*np.pi*0.25*time) | |
>>> carrier = amp * np.sin(2*np.pi*3e3*time + mod) | |
>>> noise = rng.normal(scale=np.sqrt(noise_power), | |
... size=time.shape) | |
>>> noise *= np.exp(-time/5) | |
>>> x = carrier + noise | |
Compute and plot the STFT's magnitude. | |
>>> f, t, Zxx = signal.stft(x, fs, nperseg=1000) | |
>>> plt.pcolormesh(t, f, np.abs(Zxx), vmin=0, vmax=amp, shading='gouraud') | |
>>> plt.title('STFT Magnitude') | |
>>> plt.ylabel('Frequency [Hz]') | |
>>> plt.xlabel('Time [sec]') | |
>>> plt.show() | |
Compare the energy of the signal `x` with the energy of its STFT: | |
>>> E_x = sum(x**2) / fs # Energy of x | |
>>> # Calculate a two-sided STFT with PSD scaling: | |
>>> f, t, Zxx = signal.stft(x, fs, nperseg=1000, return_onesided=False, | |
... scaling='psd') | |
>>> # Integrate numerically over abs(Zxx)**2: | |
>>> df, dt = f[1] - f[0], t[1] - t[0] | |
>>> E_Zxx = sum(np.sum(Zxx.real**2 + Zxx.imag**2, axis=0) * df) * dt | |
>>> # The energy is the same, but the numerical errors are quite large: | |
>>> np.isclose(E_x, E_Zxx, rtol=1e-2) | |
True | |
""" | |
if scaling == 'psd': | |
scaling = 'density' | |
elif scaling != 'spectrum': | |
raise ValueError(f"Parameter {scaling=} not in ['spectrum', 'psd']!") | |
freqs, time, Zxx = _spectral_helper(x, x, fs, window, nperseg, noverlap, | |
nfft, detrend, return_onesided, | |
scaling=scaling, axis=axis, | |
mode='stft', boundary=boundary, | |
padded=padded) | |
return freqs, time, Zxx | |
def istft(Zxx, fs=1.0, window='hann', nperseg=None, noverlap=None, nfft=None, | |
input_onesided=True, boundary=True, time_axis=-1, freq_axis=-2, | |
scaling='spectrum'): | |
r"""Perform the inverse Short Time Fourier transform (legacy function). | |
.. legacy:: function | |
`ShortTimeFFT` is a newer STFT / ISTFT implementation with more | |
features. A :ref:`comparison <tutorial_stft_legacy_stft>` between the | |
implementations can be found in the :ref:`tutorial_stft` section of the | |
:ref:`user_guide`. | |
Parameters | |
---------- | |
Zxx : array_like | |
STFT of the signal to be reconstructed. If a purely real array | |
is passed, it will be cast to a complex data type. | |
fs : float, optional | |
Sampling frequency of the time series. Defaults to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. Defaults | |
to a Hann window. Must match the window used to generate the | |
STFT for faithful inversion. | |
nperseg : int, optional | |
Number of data points corresponding to each STFT segment. This | |
parameter must be specified if the number of data points per | |
segment is odd, or if the STFT was padded via ``nfft > | |
nperseg``. If `None`, the value depends on the shape of | |
`Zxx` and `input_onesided`. If `input_onesided` is `True`, | |
``nperseg=2*(Zxx.shape[freq_axis] - 1)``. Otherwise, | |
``nperseg=Zxx.shape[freq_axis]``. Defaults to `None`. | |
noverlap : int, optional | |
Number of points to overlap between segments. If `None`, half | |
of the segment length. Defaults to `None`. When specified, the | |
COLA constraint must be met (see Notes below), and should match | |
the parameter used to generate the STFT. Defaults to `None`. | |
nfft : int, optional | |
Number of FFT points corresponding to each STFT segment. This | |
parameter must be specified if the STFT was padded via ``nfft > | |
nperseg``. If `None`, the default values are the same as for | |
`nperseg`, detailed above, with one exception: if | |
`input_onesided` is True and | |
``nperseg==2*Zxx.shape[freq_axis] - 1``, `nfft` also takes on | |
that value. This case allows the proper inversion of an | |
odd-length unpadded STFT using ``nfft=None``. Defaults to | |
`None`. | |
input_onesided : bool, optional | |
If `True`, interpret the input array as one-sided FFTs, such | |
as is returned by `stft` with ``return_onesided=True`` and | |
`numpy.fft.rfft`. If `False`, interpret the input as a a | |
two-sided FFT. Defaults to `True`. | |
boundary : bool, optional | |
Specifies whether the input signal was extended at its | |
boundaries by supplying a non-`None` ``boundary`` argument to | |
`stft`. Defaults to `True`. | |
time_axis : int, optional | |
Where the time segments of the STFT is located; the default is | |
the last axis (i.e. ``axis=-1``). | |
freq_axis : int, optional | |
Where the frequency axis of the STFT is located; the default is | |
the penultimate axis (i.e. ``axis=-2``). | |
scaling: {'spectrum', 'psd'} | |
The default 'spectrum' scaling allows each frequency line of `Zxx` to | |
be interpreted as a magnitude spectrum. The 'psd' option scales each | |
line to a power spectral density - it allows to calculate the signal's | |
energy by numerically integrating over ``abs(Zxx)**2``. | |
Returns | |
------- | |
t : ndarray | |
Array of output data times. | |
x : ndarray | |
iSTFT of `Zxx`. | |
See Also | |
-------- | |
stft: Short Time Fourier Transform | |
ShortTimeFFT: Newer STFT/ISTFT implementation providing more features. | |
check_COLA: Check whether the Constant OverLap Add (COLA) constraint | |
is met | |
check_NOLA: Check whether the Nonzero Overlap Add (NOLA) constraint is met | |
Notes | |
----- | |
In order to enable inversion of an STFT via the inverse STFT with | |
`istft`, the signal windowing must obey the constraint of "nonzero | |
overlap add" (NOLA): | |
.. math:: \sum_{t}w^{2}[n-tH] \ne 0 | |
This ensures that the normalization factors that appear in the denominator | |
of the overlap-add reconstruction equation | |
.. math:: x[n]=\frac{\sum_{t}x_{t}[n]w[n-tH]}{\sum_{t}w^{2}[n-tH]} | |
are not zero. The NOLA constraint can be checked with the `check_NOLA` | |
function. | |
An STFT which has been modified (via masking or otherwise) is not | |
guaranteed to correspond to a exactly realizible signal. This | |
function implements the iSTFT via the least-squares estimation | |
algorithm detailed in [2]_, which produces a signal that minimizes | |
the mean squared error between the STFT of the returned signal and | |
the modified STFT. | |
.. versionadded:: 0.19.0 | |
References | |
---------- | |
.. [1] Oppenheim, Alan V., Ronald W. Schafer, John R. Buck | |
"Discrete-Time Signal Processing", Prentice Hall, 1999. | |
.. [2] Daniel W. Griffin, Jae S. Lim "Signal Estimation from | |
Modified Short-Time Fourier Transform", IEEE 1984, | |
10.1109/TASSP.1984.1164317 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Generate a test signal, a 2 Vrms sine wave at 50Hz corrupted by | |
0.001 V**2/Hz of white noise sampled at 1024 Hz. | |
>>> fs = 1024 | |
>>> N = 10*fs | |
>>> nperseg = 512 | |
>>> amp = 2 * np.sqrt(2) | |
>>> noise_power = 0.001 * fs / 2 | |
>>> time = np.arange(N) / float(fs) | |
>>> carrier = amp * np.sin(2*np.pi*50*time) | |
>>> noise = rng.normal(scale=np.sqrt(noise_power), | |
... size=time.shape) | |
>>> x = carrier + noise | |
Compute the STFT, and plot its magnitude | |
>>> f, t, Zxx = signal.stft(x, fs=fs, nperseg=nperseg) | |
>>> plt.figure() | |
>>> plt.pcolormesh(t, f, np.abs(Zxx), vmin=0, vmax=amp, shading='gouraud') | |
>>> plt.ylim([f[1], f[-1]]) | |
>>> plt.title('STFT Magnitude') | |
>>> plt.ylabel('Frequency [Hz]') | |
>>> plt.xlabel('Time [sec]') | |
>>> plt.yscale('log') | |
>>> plt.show() | |
Zero the components that are 10% or less of the carrier magnitude, | |
then convert back to a time series via inverse STFT | |
>>> Zxx = np.where(np.abs(Zxx) >= amp/10, Zxx, 0) | |
>>> _, xrec = signal.istft(Zxx, fs) | |
Compare the cleaned signal with the original and true carrier signals. | |
>>> plt.figure() | |
>>> plt.plot(time, x, time, xrec, time, carrier) | |
>>> plt.xlim([2, 2.1]) | |
>>> plt.xlabel('Time [sec]') | |
>>> plt.ylabel('Signal') | |
>>> plt.legend(['Carrier + Noise', 'Filtered via STFT', 'True Carrier']) | |
>>> plt.show() | |
Note that the cleaned signal does not start as abruptly as the original, | |
since some of the coefficients of the transient were also removed: | |
>>> plt.figure() | |
>>> plt.plot(time, x, time, xrec, time, carrier) | |
>>> plt.xlim([0, 0.1]) | |
>>> plt.xlabel('Time [sec]') | |
>>> plt.ylabel('Signal') | |
>>> plt.legend(['Carrier + Noise', 'Filtered via STFT', 'True Carrier']) | |
>>> plt.show() | |
""" | |
# Make sure input is an ndarray of appropriate complex dtype | |
Zxx = np.asarray(Zxx) + 0j | |
freq_axis = int(freq_axis) | |
time_axis = int(time_axis) | |
if Zxx.ndim < 2: | |
raise ValueError('Input stft must be at least 2d!') | |
if freq_axis == time_axis: | |
raise ValueError('Must specify differing time and frequency axes!') | |
nseg = Zxx.shape[time_axis] | |
if input_onesided: | |
# Assume even segment length | |
n_default = 2*(Zxx.shape[freq_axis] - 1) | |
else: | |
n_default = Zxx.shape[freq_axis] | |
# Check windowing parameters | |
if nperseg is None: | |
nperseg = n_default | |
else: | |
nperseg = int(nperseg) | |
if nperseg < 1: | |
raise ValueError('nperseg must be a positive integer') | |
if nfft is None: | |
if (input_onesided) and (nperseg == n_default + 1): | |
# Odd nperseg, no FFT padding | |
nfft = nperseg | |
else: | |
nfft = n_default | |
elif nfft < nperseg: | |
raise ValueError('nfft must be greater than or equal to nperseg.') | |
else: | |
nfft = int(nfft) | |
if noverlap is None: | |
noverlap = nperseg//2 | |
else: | |
noverlap = int(noverlap) | |
if noverlap >= nperseg: | |
raise ValueError('noverlap must be less than nperseg.') | |
nstep = nperseg - noverlap | |
# Rearrange axes if necessary | |
if time_axis != Zxx.ndim-1 or freq_axis != Zxx.ndim-2: | |
# Turn negative indices to positive for the call to transpose | |
if freq_axis < 0: | |
freq_axis = Zxx.ndim + freq_axis | |
if time_axis < 0: | |
time_axis = Zxx.ndim + time_axis | |
zouter = list(range(Zxx.ndim)) | |
for ax in sorted([time_axis, freq_axis], reverse=True): | |
zouter.pop(ax) | |
Zxx = np.transpose(Zxx, zouter+[freq_axis, time_axis]) | |
# Get window as array | |
if isinstance(window, str) or type(window) is tuple: | |
win = get_window(window, nperseg) | |
else: | |
win = np.asarray(window) | |
if len(win.shape) != 1: | |
raise ValueError('window must be 1-D') | |
if win.shape[0] != nperseg: | |
raise ValueError(f'window must have length of {nperseg}') | |
ifunc = sp_fft.irfft if input_onesided else sp_fft.ifft | |
xsubs = ifunc(Zxx, axis=-2, n=nfft)[..., :nperseg, :] | |
# Initialize output and normalization arrays | |
outputlength = nperseg + (nseg-1)*nstep | |
x = np.zeros(list(Zxx.shape[:-2])+[outputlength], dtype=xsubs.dtype) | |
norm = np.zeros(outputlength, dtype=xsubs.dtype) | |
if np.result_type(win, xsubs) != xsubs.dtype: | |
win = win.astype(xsubs.dtype) | |
if scaling == 'spectrum': | |
xsubs *= win.sum() | |
elif scaling == 'psd': | |
xsubs *= np.sqrt(fs * sum(win**2)) | |
else: | |
raise ValueError(f"Parameter {scaling=} not in ['spectrum', 'psd']!") | |
# Construct the output from the ifft segments | |
# This loop could perhaps be vectorized/strided somehow... | |
for ii in range(nseg): | |
# Window the ifft | |
x[..., ii*nstep:ii*nstep+nperseg] += xsubs[..., ii] * win | |
norm[..., ii*nstep:ii*nstep+nperseg] += win**2 | |
# Remove extension points | |
if boundary: | |
x = x[..., nperseg//2:-(nperseg//2)] | |
norm = norm[..., nperseg//2:-(nperseg//2)] | |
# Divide out normalization where non-tiny | |
if np.sum(norm > 1e-10) != len(norm): | |
warnings.warn( | |
"NOLA condition failed, STFT may not be invertible." | |
+ (" Possibly due to missing boundary" if not boundary else ""), | |
stacklevel=2 | |
) | |
x /= np.where(norm > 1e-10, norm, 1.0) | |
if input_onesided: | |
x = x.real | |
# Put axes back | |
if x.ndim > 1: | |
if time_axis != Zxx.ndim-1: | |
if freq_axis < time_axis: | |
time_axis -= 1 | |
x = np.moveaxis(x, -1, time_axis) | |
time = np.arange(x.shape[0])/float(fs) | |
return time, x | |
def coherence(x, y, fs=1.0, window='hann', nperseg=None, noverlap=None, | |
nfft=None, detrend='constant', axis=-1): | |
r""" | |
Estimate the magnitude squared coherence estimate, Cxy, of | |
discrete-time signals X and Y using Welch's method. | |
``Cxy = abs(Pxy)**2/(Pxx*Pyy)``, where `Pxx` and `Pyy` are power | |
spectral density estimates of X and Y, and `Pxy` is the cross | |
spectral density estimate of X and Y. | |
Parameters | |
---------- | |
x : array_like | |
Time series of measurement values | |
y : array_like | |
Time series of measurement values | |
fs : float, optional | |
Sampling frequency of the `x` and `y` time series. Defaults | |
to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. Defaults | |
to a Hann window. | |
nperseg : int, optional | |
Length of each segment. Defaults to None, but if window is str or | |
tuple, is set to 256, and if window is array_like, is set to the | |
length of the window. | |
noverlap: int, optional | |
Number of points to overlap between segments. If `None`, | |
``noverlap = nperseg // 2``. Defaults to `None`. | |
nfft : int, optional | |
Length of the FFT used, if a zero padded FFT is desired. If | |
`None`, the FFT length is `nperseg`. Defaults to `None`. | |
detrend : str or function or `False`, optional | |
Specifies how to detrend each segment. If `detrend` is a | |
string, it is passed as the `type` argument to the `detrend` | |
function. If it is a function, it takes a segment and returns a | |
detrended segment. If `detrend` is `False`, no detrending is | |
done. Defaults to 'constant'. | |
axis : int, optional | |
Axis along which the coherence is computed for both inputs; the | |
default is over the last axis (i.e. ``axis=-1``). | |
Returns | |
------- | |
f : ndarray | |
Array of sample frequencies. | |
Cxy : ndarray | |
Magnitude squared coherence of x and y. | |
See Also | |
-------- | |
periodogram: Simple, optionally modified periodogram | |
lombscargle: Lomb-Scargle periodogram for unevenly sampled data | |
welch: Power spectral density by Welch's method. | |
csd: Cross spectral density by Welch's method. | |
Notes | |
----- | |
An appropriate amount of overlap will depend on the choice of window | |
and on your requirements. For the default Hann window an overlap of | |
50% is a reasonable trade off between accurately estimating the | |
signal power, while not over counting any of the data. Narrower | |
windows may require a larger overlap. | |
.. versionadded:: 0.16.0 | |
References | |
---------- | |
.. [1] P. Welch, "The use of the fast Fourier transform for the | |
estimation of power spectra: A method based on time averaging | |
over short, modified periodograms", IEEE Trans. Audio | |
Electroacoust. vol. 15, pp. 70-73, 1967. | |
.. [2] Stoica, Petre, and Randolph Moses, "Spectral Analysis of | |
Signals" Prentice Hall, 2005 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
Generate two test signals with some common features. | |
>>> fs = 10e3 | |
>>> N = 1e5 | |
>>> amp = 20 | |
>>> freq = 1234.0 | |
>>> noise_power = 0.001 * fs / 2 | |
>>> time = np.arange(N) / fs | |
>>> b, a = signal.butter(2, 0.25, 'low') | |
>>> x = rng.normal(scale=np.sqrt(noise_power), size=time.shape) | |
>>> y = signal.lfilter(b, a, x) | |
>>> x += amp*np.sin(2*np.pi*freq*time) | |
>>> y += rng.normal(scale=0.1*np.sqrt(noise_power), size=time.shape) | |
Compute and plot the coherence. | |
>>> f, Cxy = signal.coherence(x, y, fs, nperseg=1024) | |
>>> plt.semilogy(f, Cxy) | |
>>> plt.xlabel('frequency [Hz]') | |
>>> plt.ylabel('Coherence') | |
>>> plt.show() | |
""" | |
freqs, Pxx = welch(x, fs=fs, window=window, nperseg=nperseg, | |
noverlap=noverlap, nfft=nfft, detrend=detrend, | |
axis=axis) | |
_, Pyy = welch(y, fs=fs, window=window, nperseg=nperseg, noverlap=noverlap, | |
nfft=nfft, detrend=detrend, axis=axis) | |
_, Pxy = csd(x, y, fs=fs, window=window, nperseg=nperseg, | |
noverlap=noverlap, nfft=nfft, detrend=detrend, axis=axis) | |
Cxy = np.abs(Pxy)**2 / Pxx / Pyy | |
return freqs, Cxy | |
def _spectral_helper(x, y, fs=1.0, window='hann', nperseg=None, noverlap=None, | |
nfft=None, detrend='constant', return_onesided=True, | |
scaling='density', axis=-1, mode='psd', boundary=None, | |
padded=False): | |
"""Calculate various forms of windowed FFTs for PSD, CSD, etc. | |
This is a helper function that implements the commonality between | |
the stft, psd, csd, and spectrogram functions. It is not designed to | |
be called externally. The windows are not averaged over; the result | |
from each window is returned. | |
Parameters | |
---------- | |
x : array_like | |
Array or sequence containing the data to be analyzed. | |
y : array_like | |
Array or sequence containing the data to be analyzed. If this is | |
the same object in memory as `x` (i.e. ``_spectral_helper(x, | |
x, ...)``), the extra computations are spared. | |
fs : float, optional | |
Sampling frequency of the time series. Defaults to 1.0. | |
window : str or tuple or array_like, optional | |
Desired window to use. If `window` is a string or tuple, it is | |
passed to `get_window` to generate the window values, which are | |
DFT-even by default. See `get_window` for a list of windows and | |
required parameters. If `window` is array_like it will be used | |
directly as the window and its length must be nperseg. Defaults | |
to a Hann window. | |
nperseg : int, optional | |
Length of each segment. Defaults to None, but if window is str or | |
tuple, is set to 256, and if window is array_like, is set to the | |
length of the window. | |
noverlap : int, optional | |
Number of points to overlap between segments. If `None`, | |
``noverlap = nperseg // 2``. Defaults to `None`. | |
nfft : int, optional | |
Length of the FFT used, if a zero padded FFT is desired. If | |
`None`, the FFT length is `nperseg`. Defaults to `None`. | |
detrend : str or function or `False`, optional | |
Specifies how to detrend each segment. If `detrend` is a | |
string, it is passed as the `type` argument to the `detrend` | |
function. If it is a function, it takes a segment and returns a | |
detrended segment. If `detrend` is `False`, no detrending is | |
done. Defaults to 'constant'. | |
return_onesided : bool, optional | |
If `True`, return a one-sided spectrum for real data. If | |
`False` return a two-sided spectrum. Defaults to `True`, but for | |
complex data, a two-sided spectrum is always returned. | |
scaling : { 'density', 'spectrum' }, optional | |
Selects between computing the cross spectral density ('density') | |
where `Pxy` has units of V**2/Hz and computing the cross | |
spectrum ('spectrum') where `Pxy` has units of V**2, if `x` | |
and `y` are measured in V and `fs` is measured in Hz. | |
Defaults to 'density' | |
axis : int, optional | |
Axis along which the FFTs are computed; the default is over the | |
last axis (i.e. ``axis=-1``). | |
mode: str {'psd', 'stft'}, optional | |
Defines what kind of return values are expected. Defaults to | |
'psd'. | |
boundary : str or None, optional | |
Specifies whether the input signal is extended at both ends, and | |
how to generate the new values, in order to center the first | |
windowed segment on the first input point. This has the benefit | |
of enabling reconstruction of the first input point when the | |
employed window function starts at zero. Valid options are | |
``['even', 'odd', 'constant', 'zeros', None]``. Defaults to | |
`None`. | |
padded : bool, optional | |
Specifies whether the input signal is zero-padded at the end to | |
make the signal fit exactly into an integer number of window | |
segments, so that all of the signal is included in the output. | |
Defaults to `False`. Padding occurs after boundary extension, if | |
`boundary` is not `None`, and `padded` is `True`. | |
Returns | |
------- | |
freqs : ndarray | |
Array of sample frequencies. | |
t : ndarray | |
Array of times corresponding to each data segment | |
result : ndarray | |
Array of output data, contents dependent on *mode* kwarg. | |
Notes | |
----- | |
Adapted from matplotlib.mlab | |
.. versionadded:: 0.16.0 | |
""" | |
if mode not in ['psd', 'stft']: | |
raise ValueError("Unknown value for mode %s, must be one of: " | |
"{'psd', 'stft'}" % mode) | |
boundary_funcs = {'even': even_ext, | |
'odd': odd_ext, | |
'constant': const_ext, | |
'zeros': zero_ext, | |
None: None} | |
if boundary not in boundary_funcs: | |
raise ValueError("Unknown boundary option '{}', must be one of: {}" | |
.format(boundary, list(boundary_funcs.keys()))) | |
# If x and y are the same object we can save ourselves some computation. | |
same_data = y is x | |
if not same_data and mode != 'psd': | |
raise ValueError("x and y must be equal if mode is 'stft'") | |
axis = int(axis) | |
# Ensure we have np.arrays, get outdtype | |
x = np.asarray(x) | |
if not same_data: | |
y = np.asarray(y) | |
outdtype = np.result_type(x, y, np.complex64) | |
else: | |
outdtype = np.result_type(x, np.complex64) | |
if not same_data: | |
# Check if we can broadcast the outer axes together | |
xouter = list(x.shape) | |
youter = list(y.shape) | |
xouter.pop(axis) | |
youter.pop(axis) | |
try: | |
outershape = np.broadcast(np.empty(xouter), np.empty(youter)).shape | |
except ValueError as e: | |
raise ValueError('x and y cannot be broadcast together.') from e | |
if same_data: | |
if x.size == 0: | |
return np.empty(x.shape), np.empty(x.shape), np.empty(x.shape) | |
else: | |
if x.size == 0 or y.size == 0: | |
outshape = outershape + (min([x.shape[axis], y.shape[axis]]),) | |
emptyout = np.moveaxis(np.empty(outshape), -1, axis) | |
return emptyout, emptyout, emptyout | |
if x.ndim > 1: | |
if axis != -1: | |
x = np.moveaxis(x, axis, -1) | |
if not same_data and y.ndim > 1: | |
y = np.moveaxis(y, axis, -1) | |
# Check if x and y are the same length, zero-pad if necessary | |
if not same_data: | |
if x.shape[-1] != y.shape[-1]: | |
if x.shape[-1] < y.shape[-1]: | |
pad_shape = list(x.shape) | |
pad_shape[-1] = y.shape[-1] - x.shape[-1] | |
x = np.concatenate((x, np.zeros(pad_shape)), -1) | |
else: | |
pad_shape = list(y.shape) | |
pad_shape[-1] = x.shape[-1] - y.shape[-1] | |
y = np.concatenate((y, np.zeros(pad_shape)), -1) | |
if nperseg is not None: # if specified by user | |
nperseg = int(nperseg) | |
if nperseg < 1: | |
raise ValueError('nperseg must be a positive integer') | |
# parse window; if array like, then set nperseg = win.shape | |
win, nperseg = _triage_segments(window, nperseg, input_length=x.shape[-1]) | |
if nfft is None: | |
nfft = nperseg | |
elif nfft < nperseg: | |
raise ValueError('nfft must be greater than or equal to nperseg.') | |
else: | |
nfft = int(nfft) | |
if noverlap is None: | |
noverlap = nperseg//2 | |
else: | |
noverlap = int(noverlap) | |
if noverlap >= nperseg: | |
raise ValueError('noverlap must be less than nperseg.') | |
nstep = nperseg - noverlap | |
# Padding occurs after boundary extension, so that the extended signal ends | |
# in zeros, instead of introducing an impulse at the end. | |
# I.e. if x = [..., 3, 2] | |
# extend then pad -> [..., 3, 2, 2, 3, 0, 0, 0] | |
# pad then extend -> [..., 3, 2, 0, 0, 0, 2, 3] | |
if boundary is not None: | |
ext_func = boundary_funcs[boundary] | |
x = ext_func(x, nperseg//2, axis=-1) | |
if not same_data: | |
y = ext_func(y, nperseg//2, axis=-1) | |
if padded: | |
# Pad to integer number of windowed segments | |
# I.e make x.shape[-1] = nperseg + (nseg-1)*nstep, with integer nseg | |
nadd = (-(x.shape[-1]-nperseg) % nstep) % nperseg | |
zeros_shape = list(x.shape[:-1]) + [nadd] | |
x = np.concatenate((x, np.zeros(zeros_shape)), axis=-1) | |
if not same_data: | |
zeros_shape = list(y.shape[:-1]) + [nadd] | |
y = np.concatenate((y, np.zeros(zeros_shape)), axis=-1) | |
# Handle detrending and window functions | |
if not detrend: | |
def detrend_func(d): | |
return d | |
elif not hasattr(detrend, '__call__'): | |
def detrend_func(d): | |
return _signaltools.detrend(d, type=detrend, axis=-1) | |
elif axis != -1: | |
# Wrap this function so that it receives a shape that it could | |
# reasonably expect to receive. | |
def detrend_func(d): | |
d = np.moveaxis(d, -1, axis) | |
d = detrend(d) | |
return np.moveaxis(d, axis, -1) | |
else: | |
detrend_func = detrend | |
if np.result_type(win, np.complex64) != outdtype: | |
win = win.astype(outdtype) | |
if scaling == 'density': | |
scale = 1.0 / (fs * (win*win).sum()) | |
elif scaling == 'spectrum': | |
scale = 1.0 / win.sum()**2 | |
else: | |
raise ValueError('Unknown scaling: %r' % scaling) | |
if mode == 'stft': | |
scale = np.sqrt(scale) | |
if return_onesided: | |
if np.iscomplexobj(x): | |
sides = 'twosided' | |
warnings.warn('Input data is complex, switching to return_onesided=False', | |
stacklevel=3) | |
else: | |
sides = 'onesided' | |
if not same_data: | |
if np.iscomplexobj(y): | |
sides = 'twosided' | |
warnings.warn('Input data is complex, switching to ' | |
'return_onesided=False', | |
stacklevel=3) | |
else: | |
sides = 'twosided' | |
if sides == 'twosided': | |
freqs = sp_fft.fftfreq(nfft, 1/fs) | |
elif sides == 'onesided': | |
freqs = sp_fft.rfftfreq(nfft, 1/fs) | |
# Perform the windowed FFTs | |
result = _fft_helper(x, win, detrend_func, nperseg, noverlap, nfft, sides) | |
if not same_data: | |
# All the same operations on the y data | |
result_y = _fft_helper(y, win, detrend_func, nperseg, noverlap, nfft, | |
sides) | |
result = np.conjugate(result) * result_y | |
elif mode == 'psd': | |
result = np.conjugate(result) * result | |
result *= scale | |
if sides == 'onesided' and mode == 'psd': | |
if nfft % 2: | |
result[..., 1:] *= 2 | |
else: | |
# Last point is unpaired Nyquist freq point, don't double | |
result[..., 1:-1] *= 2 | |
time = np.arange(nperseg/2, x.shape[-1] - nperseg/2 + 1, | |
nperseg - noverlap)/float(fs) | |
if boundary is not None: | |
time -= (nperseg/2) / fs | |
result = result.astype(outdtype) | |
# All imaginary parts are zero anyways | |
if same_data and mode != 'stft': | |
result = result.real | |
# Output is going to have new last axis for time/window index, so a | |
# negative axis index shifts down one | |
if axis < 0: | |
axis -= 1 | |
# Roll frequency axis back to axis where the data came from | |
result = np.moveaxis(result, -1, axis) | |
return freqs, time, result | |
def _fft_helper(x, win, detrend_func, nperseg, noverlap, nfft, sides): | |
""" | |
Calculate windowed FFT, for internal use by | |
`scipy.signal._spectral_helper`. | |
This is a helper function that does the main FFT calculation for | |
`_spectral helper`. All input validation is performed there, and the | |
data axis is assumed to be the last axis of x. It is not designed to | |
be called externally. The windows are not averaged over; the result | |
from each window is returned. | |
Returns | |
------- | |
result : ndarray | |
Array of FFT data | |
Notes | |
----- | |
Adapted from matplotlib.mlab | |
.. versionadded:: 0.16.0 | |
""" | |
# Created sliding window view of array | |
if nperseg == 1 and noverlap == 0: | |
result = x[..., np.newaxis] | |
else: | |
step = nperseg - noverlap | |
result = np.lib.stride_tricks.sliding_window_view( | |
x, window_shape=nperseg, axis=-1, writeable=True | |
) | |
result = result[..., 0::step, :] | |
# Detrend each data segment individually | |
result = detrend_func(result) | |
# Apply window by multiplication | |
result = win * result | |
# Perform the fft. Acts on last axis by default. Zero-pads automatically | |
if sides == 'twosided': | |
func = sp_fft.fft | |
else: | |
result = result.real | |
func = sp_fft.rfft | |
result = func(result, n=nfft) | |
return result | |
def _triage_segments(window, nperseg, input_length): | |
""" | |
Parses window and nperseg arguments for spectrogram and _spectral_helper. | |
This is a helper function, not meant to be called externally. | |
Parameters | |
---------- | |
window : string, tuple, or ndarray | |
If window is specified by a string or tuple and nperseg is not | |
specified, nperseg is set to the default of 256 and returns a window of | |
that length. | |
If instead the window is array_like and nperseg is not specified, then | |
nperseg is set to the length of the window. A ValueError is raised if | |
the user supplies both an array_like window and a value for nperseg but | |
nperseg does not equal the length of the window. | |
nperseg : int | |
Length of each segment | |
input_length: int | |
Length of input signal, i.e. x.shape[-1]. Used to test for errors. | |
Returns | |
------- | |
win : ndarray | |
window. If function was called with string or tuple than this will hold | |
the actual array used as a window. | |
nperseg : int | |
Length of each segment. If window is str or tuple, nperseg is set to | |
256. If window is array_like, nperseg is set to the length of the | |
window. | |
""" | |
# parse window; if array like, then set nperseg = win.shape | |
if isinstance(window, str) or isinstance(window, tuple): | |
# if nperseg not specified | |
if nperseg is None: | |
nperseg = 256 # then change to default | |
if nperseg > input_length: | |
warnings.warn(f'nperseg = {nperseg:d} is greater than input length ' | |
f' = {input_length:d}, using nperseg = {input_length:d}', | |
stacklevel=3) | |
nperseg = input_length | |
win = get_window(window, nperseg) | |
else: | |
win = np.asarray(window) | |
if len(win.shape) != 1: | |
raise ValueError('window must be 1-D') | |
if input_length < win.shape[-1]: | |
raise ValueError('window is longer than input signal') | |
if nperseg is None: | |
nperseg = win.shape[0] | |
elif nperseg is not None: | |
if nperseg != win.shape[0]: | |
raise ValueError("value specified for nperseg is different" | |
" from length of window") | |
return win, nperseg | |
def _median_bias(n): | |
""" | |
Returns the bias of the median of a set of periodograms relative to | |
the mean. | |
See Appendix B from [1]_ for details. | |
Parameters | |
---------- | |
n : int | |
Numbers of periodograms being averaged. | |
Returns | |
------- | |
bias : float | |
Calculated bias. | |
References | |
---------- | |
.. [1] B. Allen, W.G. Anderson, P.R. Brady, D.A. Brown, J.D.E. Creighton. | |
"FINDCHIRP: an algorithm for detection of gravitational waves from | |
inspiraling compact binaries", Physical Review D 85, 2012, | |
:arxiv:`gr-qc/0509116` | |
""" | |
ii_2 = 2 * np.arange(1., (n-1) // 2 + 1) | |
return 1 + np.sum(1. / (ii_2 + 1) - 1. / ii_2) | |