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Power spectral density estimation by spline smoothing in the frequency domain. (1972)

De Figueiredo, R. J. P. ; Thompson, J. R.

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Publication Date: 2019-07-13

Description: An approach, based on a global averaging procedure, is presented for estimating the power spectrum of a second order stationary zero-mean ergodic stochastic process from a finite length record. This estimate is derived by smoothing, with a cubic smoothing spline, the naive estimate of the spectrum obtained by applying Fast Fourier Transform techniques to the raw data. By means of digital computer simulated results, a comparison is made between the features of the present approach and those of more classical techniques of spectral estimation.-

Keywords: MATHEMATICS

Type: Symposium on Nonlinear Estimation Theory and its Applications; Sep 11, 1972 - Sep 13, 1972; San Diego, CA

Format: text

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