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 
(where 
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.
(where 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 :
