Accession Number:

ADA048035

Title:

Positive Definite Spectral Estimate and Stable Correlation Recursion for Multivariate Linear Predictive Spectral Analysis.

Descriptive Note:

Technical rept.,

Corporate Author:

NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CONN NEW LONDON LAB

Personal Author(s):

• Nuttall,Albert H.

Report Date:

1977-11-14

Pagination or Media Count:

51.0

Abstract:

The questions regarding a positive definite spectral estimate and a stable correlation recursion are answered in the affirmative for the particular choice of weighting recommended in the above reference. A modified and updated FORTRAN program for multivariate spectral analysis, which incorporates calculation of the correlation matrices via recursion, and the aliased correlation matrices via a fast Fourier transform FFT, are included.

Descriptors:

• *MULTIVARIATE ANALYSIS
• *RECURSIVE FUNCTIONS
• *SPECTRUM ANALYSIS
• COMPUTER PROGRAMS
• LINEAR SYSTEMS
• MATRICES(MATHEMATICS)
• FORTRAN
• MATHEMATICAL PREDICTION
• COMPUTER APPLICATIONS
• FAST FOURIER TRANSFORMS
• CORRELATION TECHNIQUES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE