[R] cpgram: confidence band with a chirp signal

Laurent Rhelp L@urentRHe|p @end|ng |rom |ree@|r
Tue Apr 9 20:58:21 CEST 2024


I answer to myself: I have to generate my signal up to f1 = Fs/2 in 
order to have a flat response over the entire frequency range.

Le 09/04/2024 à 19:48, laurentRhelp a écrit :
> Dear RHelp-list,
>
>    I generate a swept sine signal using the signal library. I can see 
> using the spec.pgram command that the spectrum of this signal is 
> white. But when I am calculating the cumulative periodogram using the 
> command cpgram the process doesn't stay inside the confidence band 
> (cf. code below). I missed something.
>
> May you please explain to me why the process don not stay inside the 
> confidence band ?
>
> Thank you
>
> Laurent
>
>
> library(signal)
>
> t1 <- 2
> f0 <- 0
> f1 <- 15000
> Fs <- 44100
> Ts <- 1/Fs
> t <- seq(0,t1-Ts,by=Ts)
> y <- signal::chirp(t=t,f0=f0,t1=t1,f1=f1
>                    ,form="linear")
> y.ts <- ts(y,frequency=Fs,start=0)
> par( mfrow=c(1,2))
> spec.pgram(y.ts)
> cpgram(y.ts)
>
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