scipy.signal welch 与 matlab pwelch 的等效性

Ale*_*S12 2 python matlab signal-processing scipy

我有以下 MATLAB 代码来计算信号的 PSD:

x = linspace(0, 10, 100001);
dt = x(2) - x(1);
Fs = 1 / dt;
a1 = 1;
f1 = 500;
a2 = 10;
f2 = 2000;
y = a1 * sin(2*pi*f1*x) + a2 * sin(2*pi*f2*x);

nblock=1024;
overlap=128;
windowsel=hann(nblock);
[Pxx,f]=pwelch(y,windowsel,overlap,nblock,Fs,'onesided');
figure()
semilogy(f,Pxx, '-o')
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我尝试使用welchin重现相同的计算scipy.signal。然而,对于低频,行为显然不一样。我已经检查过两者的汉宁窗口是否相同。为了重现结果,我还可以更改哪些其他参数?

import numpy as np
import matplotlib.pyplot as plt
from scipy.signal import welch, hanning

x = np.linspace(0, 10, 100001)
dt = x[1] - x[0]
fs = 1 / dt

a1 = 1
f1 = 500

a2 = 10
f2 = 2000

y = a1 * np.sin(2*np.pi*f1*x) + a2 * np.sin(2*np.pi*f2*x)

datos = y

nblock = 1024
overlap = 128
win = hanning(nblock, True)

f, Pxxf = welch(datos, fs, window=win, noverlap=overlap, nfft=nblock, return_onesided=True)

plt.semilogy(f, Pxxf, '-o')

plt.grid()
plt.show()
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MATLAB:

Matlab pwelch Matlab pwelch-zoom

PYTHON: 在此处输入图片说明

Ale*_*S12 6

detrend=False按照 GitHub 问题https://github.com/scipy/scipy/issues/8045#issuecomment-337319294中所述使用时,问题已解决