Trigonometric Polynomials For Estimation Of Spectra

Orthogonal sets of trigonometric polynomials used as suboptimal substitutes for discrete prolate-spheroidal "windows" of Thomson method of estimation of spectra. As used here, "windows" denotes weighting functions used in sampling time series to obtain their power spectra within specified frequency bands. Simplified windows designed to require less computation than do discrete prolate-spheroidal windows, albeit at price of some loss of accuracy.