CPSD from two PSDs
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Hello, I’m new to matlab and need to calculate cross spectral density from two power spectral densities. I have these numbers for signal 1: 0.1, 0.2,0.2,0.1, 0.1 (g^2/Hz) 5, 8, 15, 20, 55 (Hz) Signal 2: 0.1,2,2,0.01 (g^2/Hz) 1,5,15,50 (Hz) Can you please help me with setting up a small matlab code for this? I know I have to use FFT(Xcorr) but don’t know how to use PSD and F in it. This should be no overlapping zero phase angle. Many thanks.
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