若干FFT谱估计器的偏差和方差作为噪声类型和样本数量的函数

F. Walls, D. Percival, W. R. Irelan
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引用次数: 27

摘要

在分析幂律噪声类型f/sup 0/、f/sup -2/、f/sup -3/和f/sup -4/时,从理论上和实验上研究了不同窗口(数据锥)下快速傅里叶变换(FFT)谱估计的偏差和方差。这里介绍的实验技术允许人们对任何幂律噪声分析几乎任何窗口的性能。这样就有可能在特定的窗口内以指定的统计精度确定特定噪声类型的水平
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Biases and variances of several FFT spectral estimators as a function of noise type and number of samples
The biases and the variances are theoretically and experimentally investigated of fast Fourier transform (FFT) spectral estimates with different windows (data tapers) when used to analyze power-law noise types f/sup 0/, f/sup -2/, f/sup -3/ and f/sup -4/. The experimental techniques introduced here permit one to analyze the performance of virtually any window for any power-law noise. This makes it possible to determine the level of a particular noise type to a specified statistical accuracy for a particular window.<>
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