function Px=overlay(N,omega,A,sigma,num)

OVERLAY Forms multiple power spectral density estimates.

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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)-function Px=overlay(N,omega,A,sigma,num)

OVERLAY Forms multiple power spectral density estimates.　

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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)