Direct Computation of Power Density and Energy Density Spectra.
NAVAL RESEARCH LAB WASHINGTON D C
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Direct methods which use finite discrete Fourier transforms in the computation of both power and energy density spectra are examined. The methods are shown to be applicable to most physically realizable processes. The intrinsic windows involved in the methods and the variance of the resulting estimates are discussed. A generalized smoothing technique is developed which significantly reduces the variance of the estimates and greatly suppresses leakage from side lobes. Author
- Numerical Mathematics