python 绘制功率谱密度（psd: power spectrum density）

#This is a ported version of a MATLAB example from the signal processing
#toolbox that showed some difference at one time between Matplotlib's and
#MATLAB's scaling of the PSD.

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.mlab as mlab

fs = 1000
t = np.linspace(0, 0.3, 301)
A = np.array([2, 8]).reshape(-1, 1)
f = np.array([150, 140]).reshape(-1, 1)
xn = (A * np.sin(2 * np.pi * f * t)).sum(axis=0) + 5 * np.random.randn(*t.shape)

yticks = np.arange(-50, 30, 10)
xticks = np.arange(0,550,100)
plt.subplots_adjust(hspace=0.45, wspace=0.3)
plt.subplot(1,2,1)

plt.psd(xn, NFFT=301, Fs=fs, window=mlab.window_none, pad_to=1024,
    scale_by_freq=True)
plt.title('Periodogram')
plt.yticks(yticks)
plt.xticks(xticks)
plt.grid(True)

plt.subplot(1,2,2)
plt.psd(xn, NFFT=150, Fs=fs, window=mlab.window_none, noverlap=75, pad_to=512,
    scale_by_freq=True)
plt.title('Welch')
plt.xticks(xticks)
plt.yticks(yticks)
plt.ylabel('')
plt.grid(True)

plt.show()

Reference: http://matplotlib.org/api/mlab_api.html