Welch , . .
, . , / ( PSD).
from matplotlib import pyplot as plt
fs1, ps1 = welch(x, sfreq, nperseg=256, noverlap=128)
fs2, ps2 = welch(x, sfreq, nperseg=2048, noverlap=1024)
fs3, ps3 = welch(x, sfreq, nperseg=2048, noverlap=0)
fig, ax1 = plt.subplots(1, 1)
ax1.hold(True)
ax1.loglog(fs1, ps1, label='Welch, defaults')
ax1.loglog(fs2, ps2, label='length=2048, overlap=1024')
ax1.loglog(fs3, ps3, label='length=2048, overlap=0')
ax1.legend(loc=2, fancybox=True)

:
In [1]: %timeit welch(x, sfreq)
1 loops, best of 3: 262 ms per loop
In [2]: %timeit welch(x, sfreq, nperseg=2048, noverlap=1024)
10 loops, best of 3: 46.4 ms per loop
In [3]: %timeit welch(x, sfreq, nperseg=2048, noverlap=0)
10 loops, best of 3: 23.2 ms per loop
, 2 , , 2.
Update
, - , 50 . , 50 .
from scipy.signal import filter_design, filtfilt
sfreq = 128.
nsamples = 454912
time = np.arange(nsamples) / sfreq
sinusoid = np.sin(2 * np.pi * 50 * time)
pow50hz = np.zeros(nsamples)
pow50hz[nsamples / 4: 3 * nsamples / 4] = 1
x = pow50hz * sinusoid + np.random.randn(nsamples)
nyquist = sfreq / 2.
b, a = filter_design.iirfilter(3, (49. / nyquist, 51. / nyquist), rs=10,
ftype='cheby2')
xfilt = filtfilt(b, a, x)
fig, ax2 = plt.subplots(1, 1)
ax2.hold(True)
ax2.plot(time[::10], x[::10], label='Raw signal')
ax2.plot(time[::10], xfilt[::10], label='50Hz bandpass-filtered')
ax2.set_xlim(time[0], time[-1])
ax2.set_xlabel('Time')
ax2.legend(fancybox=True)

2
@hotpaw2, Goertzel, . , ( ), Cython:
from libc.math cimport cos, M_PI
cpdef double goertzel(double[:] x, double ft, double fs=1.):
"""
The Goertzel algorithm is an efficient method for evaluating single terms
in the Discrete Fourier Transform (DFT) of a signal. It is particularly
useful for measuring the power of individual tones.
Arguments
----------
x double array [nt,]; the signal to be decomposed
ft double scalar; the target frequency at which to evaluate the DFT
fs double scalar; the sample rate of x (same units as ft, default=1)
Returns
----------
p double scalar; the DFT coefficient corresponding to ft
See: <http://en.wikipedia.org/wiki/Goertzel_algorithm>
"""
cdef:
double s
double s_prev = 0
double s_prev2 = 0
double coeff = 2 * cos(2 * M_PI * (ft / fs))
Py_ssize_t N = x.shape[0]
Py_ssize_t ii
for ii in range(N):
s = x[ii] + (coeff * s_prev) - s_prev2
s_prev2 = s_prev
s_prev = s
return s_prev2 * s_prev2 + s_prev * s_prev - coeff * s_prev * s_prev2
:
freqs = np.linspace(49, 51, 1000)
pows = np.array([goertzel(x, ff, sfreq) for ff in freqs])
fig, ax = plt.subplots(1, 1)
ax.plot(freqs, pows, label='DFT coefficients')
ax.set_xlabel('Frequency (Hz)')
ax.legend(loc=1)

:
In [1]: %timeit goertzel(x, 50, sfreq)
1000 loops, best of 3: 1.98 ms per loop
, , , .