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.
Format: Villanova Faculty Authorship
Language: English
Published: 1987
Online Access: http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:173522