Journal ArticleDOI
The application of the fast Fourier transform algorithm to the estimation of spectra and cross-spectra
TLDR
Alternative methods for the estimation of spectra are described and compared and general questions of statistical variability, the use of regression methods to smooth the periodogram, and use of time sectioning of the data to either smooth or to investigate non-stationarities in the data are discussed.About:
This article is published in Journal of Sound and Vibration.The article was published on 1970-07-01. It has received 51 citations till now. The article focuses on the topics: Least-squares spectral analysis & Short-time Fourier transform.read more
Citations
More filters
Journal ArticleDOI
Spectrum analysis—A modern perspective
Steven Kay,S.L. Marple +1 more
TL;DR: In this paper, a summary of many of the new techniques developed in the last two decades for spectrum analysis of discrete time series is presented, including classical periodogram, classical Blackman-Tukey, autoregressive (maximum entropy), moving average, autotegressive-moving average, maximum likelihood, Prony, and Pisarenko methods.
Journal ArticleDOI
A spectral method for confidence interval generation and run length control in simulations
TL;DR: A method for placing confidence limits on the steady state mean of an output sequence generated by a discrete event simulation is discussed and a run length control procedure is developed that uses the relative width of the generated confidence interval as a stopping criterion.
Journal ArticleDOI
A statistical analysis of telephone noise
B. W. Stuck,B. Kleiner +1 more
TL;DR: In this article, the results of a statistical analysis of telephone noise are presented, which consists of two stages: an exploratory data analysis stage, where the data are characterized through various nonparametric statistics, and a model-building stage where data are matched to models.
Journal ArticleDOI
Spectrum estimation techniques for characterization and development of WT4 waveguide–I
TL;DR: In this paper, techniques for reliably estimating the power spectral density function for both small and large samples of a stationary stochastic process are described, particularly successful in cases where the range of the spectrum is large.
Journal ArticleDOI
Some aspects of surface roughness measurement
TL;DR: In this paper, the connection between the profile and surface Power Spectral Densities of a rough surface is investigated, and explicit functional relations between the two are obtained for isotropic surfaces.
References
More filters
Journal ArticleDOI
An algorithm for the machine calculation of complex Fourier series
J.W. Cooley,John W. Tukey +1 more
TL;DR: Good generalized these methods and gave elegant algorithms for which one class of applications is the calculation of Fourier series, applicable to certain problems in which one must multiply an N-vector by an N X N matrix which can be factored into m sparse matrices.
Journal ArticleDOI
The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms
TL;DR: In this article, the use of the fast Fourier transform in power spectrum analysis is described, and the method involves sectioning the record and averaging modified periodograms of the sections.
Book
The statistical analysis of series of events
David Cox,Peter A W Lewis +1 more
TL;DR: This monograph is intended as a survey of some of the problems in theoretical statistics that stem from this sort of data, and has tried to give a simple description, with numerical examples, of the main methods that have been proposed.
Journal ArticleDOI