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Power spectral density estimation by spline smoothing in the frequency domain.An approach, based on a global averaging procedure, is presented for estimating the power spectrum of a second order stationary zero-mean ergodic stochastic process from a finite length record. This estimate is derived by smoothing, with a cubic smoothing spline, the naive estimate of the spectrum obtained by applying Fast Fourier Transform techniques to the raw data. By means of digital computer simulated results, a comparison is made between the features of the present approach and those of more classical techniques of spectral estimation.-
Document ID
19730030452
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
De Figueiredo, R. J. P.
Thompson, J. R.
(Rice University Houston, Tex., United States)
Date Acquired
August 7, 2013
Publication Date
January 1, 1972
Subject Category
Mathematics
Meeting Information
Meeting: Symposium on Nonlinear Estimation Theory and its Applications
Location: San Diego, CA
Start Date: September 11, 1972
End Date: September 13, 1972
Accession Number
73A15254
Funding Number(s)
OTHER: DA-31-124-ARO(D)-462
CONTRACT_GRANT: NAS9-12776
PROJECT: NR PROJECT 042-283
Distribution Limits
Public
Copyright
Other

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