by Forrest Sheng Bao http://fsbao.net
% Copyleft (C) Forrest Sheng Bao 1984-2009 http://fsbao.net
% with Dept. of Electrical and Computer Engineering and Dept. of Computer Science, Texas Tech University, Lubbock, Texas, USA
%
% This program shows the orders and frequency/phase properties of four different kinds of filters, Butterworth, Chebyshev Type I, Chebyshev Type II and Elliptic.
% The filter is expected to have a cutoff frequency at 200 Hz with attenuation 40 db/octave. The sampling frequency is 2000 Hz.
%
% This program licensed in GNU GENERAL PUBLIC LICENSE (GPL) v3 or later.
% If you do not know what GNU GPL is, please visit http://www.gnu.org/copyleft/gpl.html
by Forrest Sheng Bao http://fsbao.net
Here are some examples about computing autocorrelation, PSD in Welch methods with different windowing functions.
The problems are from John Semmlow's Biosignal and Medical Image Processing chapter 3. I used the MATLAB routine sig_noise() that comes with the textbook CD.
Problem 3.9 Direct FFT spectrum vs FFT spectrum of a signal's autocorrelation function