A PROGRAM FOR THE ESTIMATION OF POWER SPECTRA

Abstract

A straightforward and general program of spectral analysis has been written in FORTRAN II for the IBM 7090 and is described in this report. The analysis is valid for sequences of equidistant data sampled from realizations of second order stationary stochastic processes. Alternatively, the program may be used to estimate the transfer function gain characteristic of a linear system on the basis of its sampled output. The Inputs to the program consists of the data sequence to be analyzed and FOUR control parameters. The Output consists of listings of the estimated values and of three CALCOMP plots of: the sample auto covariance (ACV) functions, the power spectral density (PSD), and a loglog plot of the PSD. The estimated PSD is consistent, being a periodogram smoothed with Hanning weights.

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Document Details

Document Type
Technical Report
Publication Date
May 21, 1965
Accession Number
AD0616677

Entities

People

  • Charles R. Arnold
  • Eric Korngold

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Covariance
  • Data Analysis
  • Data Science
  • Equations
  • Estimators
  • Frequency
  • Information Science
  • Instructions
  • Linear Systems
  • Nonlinear Systems
  • Power Levels
  • Power Spectra
  • Sequences
  • Sine Waves
  • Stochastic Processes
  • Transfer Functions

Readers

  • Computer Science.
  • Statistical inference.