Accession Number:

ADA034753

Title:

Probability Distribution of Spectral Estimates Obtained Via Overlapped FFT Processing of Windowed Data

Descriptive Note:

Technical rept.

Corporate Author:

NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CT

Personal Author(s):

Report Date:

1976-12-03

Pagination or Media Count:

49.0

Abstract:

The characteristic function of spectral estimates obtained via overlapped FFT processing of windowed data is presented for a random process containing a signal tone and Gaussian noise. For the special case of noise- alone, the probability distribution of the estimate is plotted and compared with an approximation utilizing only the first two moments and found to be in excellent agreement in probability over the range .0001, .9999 for several data windows, overlaps, and time-bandwidth products. This result means that knowledge of the equivalent degrees of freedom of the spectral estimate is adequate for a complete probabilistic description, even when the overlap results in significant statistical dependence of the component FFT outputs.

Subject Categories:

  • Statistics and Probability
  • Non-Radio Communications

Distribution Statement:

APPROVED FOR PUBLIC RELEASE