A new signal averaging algorithm for discrete signals

A technique for the stacking of phase coherent waveforms is presented. The algorithm consists of a sampling process followed by bandpass filtering and is therefore faster than conventional stacking. Expressions for the power spectral density (PSD) and variance of the output noise are derived. The error variance attains the Cramer-Rao bound when the signal and noise spectra satisfy certain conditions. The fast algorithm therefore has the same performance as conventional stacking, but has a computational advantage. Examples illustrating the performance of the algorithm are included.