Calculating Cross Power Spectral density between two complex signals

1. How do you calculate cross power spectral density?
2. What is cross spectral density?
3. How do you calculate power from power spectral density?
4. How do you calculate power spectral density from FFT?

How do you calculate cross power spectral density?

pxy = cpsd( x , y ) estimates the cross power spectral density (CPSD) of two discrete-time signals, x and y , using Welch's averaged, modified periodogram method of spectral estimation. If x and y are both vectors, they must have the same length.

What is cross spectral density?

Cross spectral density is a type of covariance measurement between two signals. The two signals do not necessarily need to have the same units, and a normalized unit system may be used to quantify this type of covariance, making their correlation equal to their covariance.

How do you calculate power from power spectral density?

This fact helps us to understand why SX(f) is called the power spectral density. In fact, as we will see shortly, we can find the expected power of X(t) in a specific frequency range by integrating the PSD over that specific range. The expected power in X(t) can be obtained as E[X(t)2]=RX(0)=∫∞−∞SX(f)df.

How do you calculate power spectral density from FFT?

A PSD is computed by multiplying each frequency bin in an FFT by its complex conjugate which results in the real only spectrum of amplitude in g².