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About: Classical Statistical Spectral Estimation

Module by: Douglas L. Jones

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Name: Classical Statistical Spectral Estimation
ID: m12014
Language: English (en)
Summary: Signals with stochastic, or random components may have an informative power spectral density (PSD). Estimation of the PSD of a stochastic signal requires averaging. The periodogram averages the magnitude spectra of smaller blocks of the signal to estimate the PSD. An alternative approach implicitly averages via windowing the auto-correlation of the signal to produce a low-variance smoothed spectral estimate.
Subject: Science and Technology
Keywords: auto-correlation, periodogram, power spectral density, power spectrum, statistical spectrum estimation
Document Type: -//CNX//DTD CNXML 0.5 plus MathML//EN
License: Creative Commons Attribution License (CC-BY 1.0)
Authors: Douglas L. Jones (dl-jones@uiuc.edu)
Copyright Holders: Douglas L. Jones (dl-jones@uiuc.edu)
Maintainers: Douglas L. Jones (dl-jones@uiuc.edu), Kyle Clarkson (kclarks@gmail.com)
Version: 1.3 (history)
Created: May 12, 2004 3:30 pm GMT-5
Revised: Sep 7, 2006 2:07 pm GMT-5

Version History

Version: 1.3 Sep 7, 2006 2:07 pm GMT-5 by Douglas L. Jones
Changes: 
Greatly extended text.
Added an example of the periodogram.
Fixed typos in equations.
Version: 1.2 Jun 18, 2004 11:01 am GMT-5 by Kyle Clarkson
Changes: 
Added Cnxns and links
Version: 1.1 Jun 7, 2004 3:55 pm GMT-5 by Kyle Clarkson
Changes: 
First Submission

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American Chemical Society (ACS) Style Guide:

Jones, D. Classical Statistical Spectral Estimation, Connexions Web site. http://cnx.org/content/m12014/1.3/, Sep 7, 2006.

American Medical Assocation (AMA) Manual of Style:

Jones D. Classical Statistical Spectral Estimation [Connexions Web site]. September 7, 2006. Available at: http://cnx.org/content/m12014/1.3/.

American Psychological Assocation (APA) Publication Manual:

Jones, D. (2006, September 7). Classical Statistical Spectral Estimation. Retrieved from the Connexions Web site: http://cnx.org/content/m12014/1.3/

Chicago Manual of Style (Bibliography):

Jones, Douglas. "Classical Statistical Spectral Estimation." Connexions. September 7, 2006. http://cnx.org/content/m12014/1.3/.

Chicago Manual of Style (Note):

Douglas Jones, "Classical Statistical Spectral Estimation," Connexions, September 7, 2006, http://cnx.org/content/m12014/1.3/.

Chicago Manual of Style (Reference, in Author-Date style):

Jones, D. 2006. Classical Statistical Spectral Estimation. Connexions, September 7, 2006. http://cnx.org/content/m12014/1.3/.

Modern Languages Association (MLA) Style Manual:

Jones, Douglas. Classical Statistical Spectral Estimation. Connexions. 7 Sep. 2006 <http://cnx.org/content/m12014/1.3/>.