Title :
On the variance of time and frequency averages over modified periodograms
Author_Institution :
IBM Watson Research Center, Yorktown Heights, N.Y.
Abstract :
Expressions of a common form will be given for the variance of spectral estimators which are either time or frequency averages over modified periodograms. A modified periodogram is a generalization of the usual periodogram in which the time sample is premultiplied by a data window. Such estimates include almost all in common use and this discussion should clarify the relationships between practical alternatives.
Keywords :
Convolution; Discrete Fourier transforms; Frequency estimation; Passband; Reactive power; Shape; Stochastic processes; Virtual manufacturing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '77.
Conference_Location :
Hartford, CT, USA
DOI :
10.1109/ICASSP.1977.1170279