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