A Guide to Digital Computation and Use of Power Spectra and Cross-Power Spectra
NAVAL ELECTRONICS LAB CENTER SAN DIEGO CA
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The document attempts to bring together a description of the methodology of spectrum and cross spectrum analysis which is scattered in the scientific literature. The digital formulation required by most engineers and applied physicists are given. Elementary derivations of the basic formulae are given. The various errors that may contaminate the analysis are discussed together with the confidence limits applicable to samples of finite length. Examples are given illustrating the application and the step-by-step procedure for obtaining spectra and cross spectra. Two very different applications of cross-spectrum analysis are described, and the significance of cross-power and coherence is discussed.
- Statistics and Probability