THE ESTIMATION OF POWER SPECTRA

Abstract : Given a discrete normal stationary process xn , with covariances n and cumulative power spectrum F( ), - < < , it is important to be able to get estimates of quantities such as n and 12 12 - w( ) dF ( ), where w( ) is an even weighting-function, and to be able to state the variability of these estimates. This analysis develops the theory necessary for these estimates. (Author)