[R] estimate phase shift between two signals
Dylan Beaudette
debeaudette at ucdavis.edu
Wed Jun 4 19:38:06 CEST 2008
Hi,
Are there any functions in R that could be used to estimate the phase-shift
between two semi-sinusoidal vectors? Here is what I have tried so far, using
the spectrum() function -- possibly incorrectly:
# generate some fake data, normalized to unit circle
x <- jitter(seq(-2*pi, 2*pi, by=0.1), amount=pi/8)
# functions defining two out-of-phase phenomena
f1 <- function(x) jitter(sin(x), amount=0.25)
f2 <- function(x, a) jitter(sin(x + a), amount=0.25)
# compute y-values
# we are setting the phase shift arbitrarily
s <- pi/1.5632198
y1 <- f1(x)
y2 <- f2(x, s)
# plot:
plot(x, y1, type='p', col='red', cex=0.5)
lines(lowess(x, y1, f=0.25), col='red')
points(x, y2, col='blue', cex=0.5)
lines(lowess(x, y2, f=0.25), col='blue')
# generate time series object
comb.ts <- ts(matrix(c(y1, y2), ncol=2))
# multivariate spectral decomposition
spec <- spectrum(comb.ts, detrend=FALSE)
# but how to interpret the phase estimate?
mean(spec$phase)
the mean 'phase' as returned from spectrum() does not seem to match the value
used to generate the data... Am I mis-interpreting the use or output from
spectrum() here? If so, is there a general procedure for estimating a
phase-shift between two noisy signals? Would I first have to fit a smooth
function in order to solve this analytically?
Thanks in advance,
--
Dylan Beaudette
Soil Resource Laboratory
http://casoilresource.lawr.ucdavis.edu/
University of California at Davis
530.754.7341
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