On the Application of the Single Pole Filter in Recursive Power Spectrum Estimation

The Fourier transform of the autocorrelation estimates provided by applying a single-pole filter to the data-lagged product terms results in a recursive means of estimating the power spectrum. In this estimator, the number of computations required to update the spectrum estimate is independent of th...

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Journal Title: Proceedings of the IEEE Vol. 75; no. 5; pp. 729 - 730
Author: Moeness Amin
Format: Article
Published: May 1987
Online Access: Full Text
Summary: The Fourier transform of the autocorrelation estimates provided by applying a single-pole filter to the data-lagged product terms results in a recursive means of estimating the power spectrum. In this estimator, the number of computations required to update the spectrum estimate is independent of the number of lags employed to produce it.
ISSN: 0018-9219