FORTRAN Program for Linear Predictive Spectral Analysis of a Complex Univariate Process.
Abstract
A Fortran program for evaluating (1) the linear predictive complex filter coefficients and (2) the power density spectrum of a complex univariate process is presented, and its use is demonstrated. A pitfall of using this approach for estimating the cross-spectrum of two real processes is pointed out, and a limitation of the complex predictive filter for waveform estimation is considered. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 03, 1976
- Accession Number
- ADA034395
Entities
People
- Albert H. Nuttall
Organizations
- Naval Underwater Systems Center