On the application of the single pole filter in recursive power spectrum estimation.
The Fourier transform of the autocorrelation estimates provided by applying a single-pole filter to the data-lagged product terms results in a recursive means of estimating the powers pectrum. In this estimator, the number of computations required to update the spectrum estimateis independento f the numbero f l ags employed to produce it.
| Main Author: | Amin, Moeness G. |
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| Format: | |
| Language: | English |
| Published: |
1987
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| Online Access: |
http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:173522 |