The scripts in: cross_psd.zip calculate the cross power spectral density of two signals.
These scripts have an option to sub-divide the data into segments and then take an ensemble average. This tends to smooth the resulting magnitude and phase curves, but the spectral frequency resolution is widened as a trade-off.
The scripts also calculate the coherence function.
This method is best-suited for stationary data.
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Here is an alternate script set CPSD_from_fourier.zip that calculates the cross spectral density as a single record using the entire signal.
This method would be appropriate for the case of transient pulses.
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See also: Python Cross Power Spectral Density
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Tom Irvine
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