Noise Analysis and Measurement of Noise Statistics with Matlab

The present code is a Matlab program for the analysis of noise signals. Time and frequency analysis, measurement of the noise statistics, etc. The analysis includes:

1. Plotting of the:
   – the signal in the time domain;
   – the signal in the frequency domain (periodogram);
   – the signal in the time-frequency domain (spectrogram);
   – the amplitude probability distribution of the signal;
   – autocorrelation function of the signal.
2. Displaying of the:
   – minimum and maximum value of the signal;
   – mean value (DC-value) and standard deviation (RMS-value);
   – skewness (tailness) and kurtosis (peakedness);
   – crest-factor CF;
   – dynamic range DR;
   – autocorrelation time;
   – test results for stationarity of the signal.

The code is based on the theory described in the references.

References:

[1] D. Manolakis, V. Ingle. Applied Digital Signal Processing. Cambridge, Cambridge University Press, 2011.

[2] G. Heinzel, A. Rudiger, R. Schilling. Spectrum and spectral density estimation by the Discrete Fourier transform (DFT), including a comprehensive list of window functions and some new flat-top windows. Germany, Hannover, Max-Planck-Institut für Gravitationsphysik, 2002.

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