THE Use of B-Splines in the Estimation of Power Spectra,

Abstract

A class of data windows is proposed for use in the estimation of the power spectra of stationary stochastic processes. These windows, which are generalizations of the standard Parzen filter, are constructed by the use of appropriately normalized B-splines. It is demonstrated how this window class may be computationally implemented using a Fast Fourier Transform algorithm. The efficiency of the resulting procedure is generally a significant improvement over the state of the art with little additional computer time required. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1974
Accession Number
ADA104923

Entities

People

  • J. Rodney Grisham
  • James R. Thompson

Organizations

  • Rice University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Convergence
  • Fast Fourier Transforms
  • Integrals
  • Intervals
  • Notation
  • Polynomials
  • Power Spectra
  • Spectra
  • Standards
  • Stationary
  • Stationary Processes
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Solar Photovoltaics and Thermoelectric Devices.
  • Statistical inference.