Two-Channel Linear-Predictive Spectral Analysis Program for the HP 9845 Desk Calculator.
Abstract
A program for linear-predictive spectral analysis of two channels of data, including estimation of the auto-spectra, cross-spectrum, magnitude-squared-coherence, and the argument of the coherence, is presented in Basic for the HP 9845 desk calculator. Timing results for the major subroutines are included, and their dependence on the fundamental parameters of the data, filter, and desired spectral resolution is indicated. This technique and program for spectral analysis are very appropriate for short data segments. In particular, a positive-definite spectral matrix estimate is guaranteed. Applications to examples including a strong tonal interference in one channel are made, and a possible shortcoming of the technique is pointed out. A suggested remedy is proposed and a philosophy for multichannel spectral analysis is suggested for further consideration. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1981
- Accession Number
- ADA107634
Entities
People
- Albert H. Nuttall
Organizations
- Naval Underwater Systems Center