Minimum-Bias Windows for Spectral Estimation by Means of Overlapped Fast Fourier Transform Processing
NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CT
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The time-limited nonnegative data windows that minimize the bias in auto- and cross-spectral estimation of stationary random processes by means of overlapped Fast Fourier Transform FFT processing are derived for a variety of constraints. The author constrains the time duration of the data window, or constrain the bandwidth in various ways, such as the equivalent-noise bandwidth, the half-power bandwidth, or the root-mean-square bandwidth. In the three bandwidth-constrained cases, the window duration is adjusted to meet the constraint. We find that the Hanning window is a reasonable compromise for achieving minimum bias, because in addition to being the optimum for one bandwidth constraint, it is very close to the optima for two other bandwidth constraints. The relative merits of the spectral characteristics of the windows are also discussed.