Modern techniques of power spectrum estimation 论文

详细信息

发表期刊/会议

IEEE Transactions on Audio and Electroacoustics

发表日期

1967-06-01

发表年份

1967

摘要

The paper discusses the impact of the fast Fourier transform on the spectrum of time series analysis. It is shown that the computationally fastest way to calculate mean lagged products is to begin by calculating all Fourier coefficients with a fast Fourier transform and then to fast-Fourier-retransform a sequence made up of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">a_{k}^{2}+b_{k}^{2}</tex> (where <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">a_{k}+ib_{k}</tex> are the complex Fourier coefficients). Also discussed are raw and modified Fourier periodograms, bandwidth versus stability aspects, and aims and computational approaches to complex demodulation. Appendixes include a glossary, a review of complex demodulation without fast Fourier transform, and a short explanation of the fast Fourier transform.