ARMASpectrum (FPScript)
Computes the Autoregressive-Moving-Average (ARMA) high-resolution frequency estimation spectrum.
Syntax
ARMASpectrum(Signal, [ SpectrumType = SPECTRUM_ARMA_DB ], [ Algorithm = ALGORITHM_ARMA_NLSVD ], [ OrderP ], [ OrderQ ], [ SignalSpace ], [ FrequencyCount ], [ StartingFrequency = 0 ] [ , EndingFrequency = 0.5 ])
The syntax of the ARMASpectrum function consists of the following parts:
Part |
Description |
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Signal |
The data to be analyzed. The data must have a constant sampling rate and must not contain void values. Permitted data structures are data series, data matrix, signal und signal series. All numeric data types are permitted. Void values are not permitted in this argument. For the X component additional restrictions do apply.The values must have a constant positive spacing. Void values are not permitted in this argument. If the argument is a list, then the function is executed for each element of the list and the result is also a list. |
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SpectrumType |
The autoregressive moving average spectral format to be computed. The argument SpectrumType can have the following values:
Permitted data structures are scalar value. All integral data types are permitted. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. If this argument is omitted, it will be set to the default value SPECTRUM_ARMA_DB. |
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Algorithm |
The ARMA modeling algorithm to be used. The argument Algorithm can have the following values:
If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. If this argument is omitted, it will be set to the default value ALGORITHM_ARMA_NLSVD. |
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OrderP |
The autoregressive model order. The valid range is 1 to the smaller of 100 and the data length / 2 - 1. The default is the smaller of 30 and the data length / 2 - 1. Permitted data structures are scalar value. All numeric data types are permitted. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. |
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OrderQ |
The moving average model order. The valid range is 0 to the smaller of 100 and the data length / 2 - 1. The default is the smaller of 10 and the data length / 2 - 1. Permitted data structures are scalar value. All numeric data types are permitted. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. |
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SignalSpace |
The number of principal components in the SVD algorithm. The valid range is between 1 and the sum of the AR and MA model orders. The default is the smaller of 6 and the sum of the orders. Permitted data structures are scalar value. All numeric data types are permitted. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. |
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FrequencyCount |
The number of frequencies to be computed in the spectrum. The valid range is between 257 and 65537 for a spectrum with a fixed length. The value 0 calculates an adaptive spectrum. The default is 8193 in case of a signal series or data matrix and adaptive otherwise. Permitted data structures are scalar value. All numeric data types are permitted. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. |
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StartingFrequency |
The starting frequency at which to begin the spectrum. The normalized frequency range is between 0 and the Nyquist frequency of 0.5. Permitted data structures are scalar value. All numeric data types are permitted. The value must be greater or equal to 0 and less or equal to 0.5. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. If this argument is omitted, it will be set to the default value 0. |
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EndingFrequency |
The ending frequency for the spectrum. The normalized frequency range is between 0 and the Nyquist frequency of 0.5. Permitted data structures are scalar value. All numeric data types are permitted. The value must be greater or equal to 0 and less or equal to 0.5. If the argument is a list, then the first element in the list is taken. If this is also a list, then the process is repeated. If this argument is omitted, it will be set to the default value 0.5. |
Remarks
If the argument Signal is a data series or data matrix, then the X component of the result contains Nyquist-normalized frequencies.
Available in
Option Spectral Analysis
Examples
ARMASpectrum(Signal, SPECTRUM_ARMA_DB, ALGORITHM_ARMA_NLSVD, 40, 20, 6, 0, 0, 0)
Calculates the ARMA spectrum of the 'Signal' signal. An ARMA model is generally regarded as superior for fitting both signal and noise. The dB spectrum type, the non-linear SVD algorithm, the order of 40 and the MA order of 20 are selected. The signal subspace is set to 6 and the spacing is set to adaptive.