Question

let us suppose that we have modeled signal using AR model, and suppose we have following model

enter image description here

i used spectral estimation function from matlab

pyulear

now frequencies are given in normalized frequencies and i would like to know how to convert it into real frequencies?from there it is clear that we have four deterministic model and also plus some white noise,actual i want to know approximate frequencies in each deterministic model,i can of course determine this frequencies uisng FFT,periodogram and so on,but i am studying application of AR/ARMA model,so in case of i have such frequencies and pictures,how can i determine actual frequencies?thanks in advance

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Solution

The frequency is normalized in radians/second where pi is the normalized Nyquist frequency in radians/second. To be able to get the real frequency in radians/s, then scale the f axis with 1/T where T is the sampling time. To then get the frequency in Hz, divide the now scaled frequency with pi.

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