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...
|Journal Title:||Proceedings of the IEEE Vol. 75; no. 5; pp. 729 - 730|