File: psd_demo_complex.py

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"""This is a ported version of a MATLAB example from the signal
processing toolbox that showed some difference at one time between
Matplotlib's and MATLAB's scaling of the PSD.

This differs from psd_demo3.py in that this uses a complex signal,
so we can see that complex PSD's work properly

"""

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.mlab as mlab

prng = np.random.RandomState(123456)  # to ensure reproducibility

fs = 1000
t = np.linspace(0, 0.3, 301)
A = np.array([2, 8]).reshape(-1, 1)
f = np.array([150, 140]).reshape(-1, 1)
xn = (A * np.exp(2j * np.pi * f * t)).sum(axis=0) + 5 * prng.randn(*t.shape)

fig, (ax0, ax1) = plt.subplots(ncols=2)

fig.subplots_adjust(hspace=0.45, wspace=0.3)
yticks = np.arange(-50, 30, 10)
yrange = (yticks[0], yticks[-1])
xticks = np.arange(-500, 550, 200)

ax0.psd(xn, NFFT=301, Fs=fs, window=mlab.window_none, pad_to=1024,
        scale_by_freq=True)
ax0.set_title('Periodogram')
ax0.set_yticks(yticks)
ax0.set_xticks(xticks)
ax0.grid(True)
ax0.set_ylim(yrange)

ax1.psd(xn, NFFT=150, Fs=fs, window=mlab.window_none, pad_to=512, noverlap=75,
        scale_by_freq=True)
ax1.set_title('Welch')
ax1.set_xticks(xticks)
ax1.set_yticks(yticks)
ax1.set_ylabel('')  # overwrite the y-label added by `psd`
ax1.grid(True)
ax1.set_ylim(yrange)

plt.show()