Noise Analysis with Matlab

Time and frequency analysis, signal statistics, etc. of a noise signal.

The present code is a Matlab program for analysis of noise signals. The analysis includes:
1) Options for:
- signal detrending;
- signal normalization.
2) Plotting of the:
- signal in the time domain (oscillogram);
- signal in the frequency domain (periodogram);
- signal in the time-frequency domain (spectrogram);
- amplitude distribution of the signal (histogram);
- autocorrelation function of the signal (correlogram).
3) 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 result for stationarity of the signal.

The code is based on the theory described in:

[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.