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C++ Empirical Transfer Function Estimate (ETFE) Similar to MATLAB tfestimate, pwelch, and cpsd

etfe

ETFE.hpp emulates MATLAB's tfestimate, pwelch, and cpsd functions. It calculates the experimental transfer function estimate between input x and output y txy, the power spectral densities pxx and pyy, and the cross spectral density pxy. By default, it behaves exactly as MATLAB's functions, and similarly can be provided with specified windows, overlap, and FFT sizes. The output has been tested to precisely match that of MATLAB's (see matlab\test.m).

Note: Currently, only real-valued 1D sample inputs are supported.

Usage

MATLAB

[pxx,f] = pwelch(x,[],[],[],fs);
[pxy,f] = cpsd(x,y,[],[],[],fs);
[txy,f] = tfestimate(x,y,[],[],[],fs);
mag     = 20*log10(abs(txy));
phase   = 180/pi*angle(txy);

ETFE.hpp

ETFE etfe(nsamples,fs);
ETFE::Result& result = etfe.estimate(x,y);

result.f;
result.txy;
result.pxx;
result.pxy;
result.mag;
result.phase;

Example Apps

  • etfe_cl.cpp - command line interface to compute ETFE from CSV files
  • filter_toy.cpp - interactive spectrum and Bode plots for filters

filter_toy

Dependencies

  • KISS FFT - other FFT packages should be easily substitutable
  • mahi-gui - for filter demo only
  • IIR - for filter demo only

Resources

https://www.mathworks.com/matlabcentral/answers/29641-quetsions-about-matlab-pwelch-implementation https://www.gaussianwaves.com/2015/11/interpreting-fft-results-complex-dft-frequency-bins-and-fftshift/ https://stackoverflow.com/questions/14536950/applying-kiss-fft-on-audio-samples-and-getting-nan-output http://www.iowahills.com/FFTCode.html https://community.sw.siemens.com/s/article/window-correction-factors https://www.mathworks.com/matlabcentral/answers/372516-calculate-windowing-correction-factor