User`s guide

Identifying F requency-Response Models
% energy spectrum, where S1 is scaled by T
S1 = sum(phiy)/length(phiy)/T
% Compute average energy of the signal
S2 = sum(y.y.^2)/size(y,1)
In this code, phiy contains
Φ
y
()ω
between
ω=0
and
ω
π
=
T
with the
frequency step given as follows:
π
T
length(phiy)
MATLAB computes the following values for S1 and S2:
S1 =
19.2076
S2 =
19.4646
Thus, the average energy of the signal approximately equals the average
energy in the estimated spectrum.
3-13