spectral-density

Implementing Matlab's avgpower in Octave?

Folks, Matlab 2007b (7.5.0) has an avgpower function. See here: "The avgpower method uses a rectangle approximation to the integral to calculate the signal's average power using the PSD data stored in the object. "The avgpower method returns the average power of the signal which is the area under the PSD curve." Example invocation: ...

Strategies for debugging numerical stability issues?

Dear SO, I'm trying to write an implementation of Wilson's spectral density factorization algorithm [1] for Python. The algorithm iteratively factorizes a [QxQ] matrix function into its square root (it's sort of an extension of the Newton-Raphson square-root finder for spectral density matrices). The problem is that my implementation o...