Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
Drexel University or The Math Forum.



Re: phase randomisation, Zero Padding of IFFT, and Parseval
Posted:
Jul 3, 2013 5:13 PM


So... It appears that part of my Parseval's equation was incorrect. I was using sum squared of the timeseries, rather than variance. I'm now using TideMan's response from an alternate discussion:
>>This is Parseval's Law: >>sum(PSD)*df must equal var(y) >>The area under the spectrum must be the variance of the time signal. >>In your case, I think df is 1.
Multiplying the timeseries by sqrt(Fs) gives me a timesseries variance that matches up with sum(PSD)*df.
Dividing the resulting FFT of the timeseries by sqrt(Fs) provides me with the original PSD



