Effect of Filtering on Statistical Properties of Random Functions.
AERONAUTICAL RESEARCH ASSOCIATES OF PRINCETON INC N J
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The effect of using a high pass filter in an attempt to remove drift and other low frequency errors from random time histories is examined. Specifically, the problem of deriving vertical gust velocities from aircraft flight measurements is considered, and attention is focused on how the usually arbitrary filtering that is done affects the deduced values of such quantities as power spectrum, scale of turbulence, probability density functions, and peak count values. It is found that the results are strongly dependent on the filtering used. Author
- Statistics and Probability