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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