Estimation of Cross-Spectra via Overlapped Fast Fourier Transform Processing

Abstract

The optimum overlap to be used for estimation of cross-spectra via FFT processing of windowed data is shown to be identical to that for estimation of auto-spectra. In addition, a useful geometric interpretation of the random errors in cross-spectral estimation, and their covariances, is furnished.

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Document Details

Document Type
Technical Report
Publication Date
Jul 11, 1975
Accession Number
ADA013026

Entities

People

  • Albert H. Nuttall

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Bandwidth
  • Cartesian Coordinates
  • Coordinate Systems
  • Covariance
  • Cross Correlation
  • Data Science
  • Equations
  • Fast Fourier Transforms
  • Frequency
  • Information Science
  • Integrals
  • Linear Filtering
  • Materials
  • Peak Values
  • Random Variables
  • Spectra

Readers

  • Atmospheric Science / Meteorology, specifically Wind Wave Turbulence.
  • Parallel and Distributed Computing.
  • Statistical inference.