Walsh power spectrum for wide-sense stationary stochastic processes (Corresp.)

Existing concepts of Walsh power spectra for wide-sense stationary stochastic processes are restricted to the case of autopower spectra because they are based on real Walsh functions. In this paper a Walsh power spectrum is developed which is based on a system of complex Walsh functions and thus applies to auto and cross power spectra as well. It is shown that this Walsh power spectrum is related to the Fourier power spectrum by a linear transformation. This fact makes it possible to calculate Fourier power spectrum estimates from corresponding Walsh power spectrum estimates. An estimation algorithm for the Walsh power spectrum is given in the paper.