Sliding spectra: a new perspective

The author introduces a simple method that provides an access to a set of sliding power spectra with different characteristics. The method is based on the use of cascading-form realization of the infinite-impulse-response filter. The filter is employed as a time window to the data samples or their lagged products depending on whether the frequency or the power spectrum is of interest. The choice of the filter´s poles and zeros, as well as their cascading order, allows a direct access to a wide range of power-spectrum estimators, each a different trade-off between temporal and spectral resolution. The convergence property of the sliding power spectrum associated with all-pole filters is examined