• DocumentCode
    1078383
  • Title

    Modern techniques of power spectrum estimation

  • Author

    Bingham, Christopher ; Godfrey, Michael D. ; Tukey, John W.

  • Author_Institution
    University of Chicago, Chicago, Ill.
  • Volume
    15
  • Issue
    2
  • fYear
    1967
  • fDate
    6/1/1967 12:00:00 AM
  • Firstpage
    56
  • Lastpage
    66
  • Abstract
    The paper discusses the impact of the fast Fourier transform on the spectrum of time series analysis. It is shown that the computationally fastest way to calculate mean lagged products is to begin by calculating all Fourier coefficients with a fast Fourier transform and then to fast-Fourier-retransform a sequence made up of a_{k}^{2}+b_{k}^{2} (where a_{k}+ib_{k} are the complex Fourier coefficients). Also discussed are raw and modified Fourier periodograms, bandwidth versus stability aspects, and aims and computational approaches to complex demodulation. Appendixes include a glossary, a review of complex demodulation without fast Fourier transform, and a short explanation of the fast Fourier transform.
  • Keywords
    Bandwidth; Demodulation; Earthquakes; Fast Fourier transforms; Gaussian distribution; Spectral analysis; Stability; Terminology; Time series analysis;
  • fLanguage
    English
  • Journal_Title
    Audio and Electroacoustics, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9278
  • Type

    jour

  • DOI
    10.1109/TAU.1967.1161895
  • Filename
    1161895
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1078383