function Px=overlay(N,omega,A,sigma,num) OVERLAY Forms multiple power spectral density estimates. --- - USAGE Px=overlay(N,omega,A,sigma,num) Calculates the periodogram using an ensemble of realizations of a process consisting of a sum of complex exponential in white noise. N : length of the signal omega : vector containing the sinusoid frequencies A : vector containing the sinusoid frequencies sigma : the variance of the white noise num : size of the ensemble (number of periodograms)

overlay.m

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