A Power Spectral Estimate which is Insensitive to Transients
作者:
DavidR. Brillincer,
期刊:
Technometrics
(Taylor Available online 1973)
卷期:
Volume 15,
issue 3
页码: 559-562
ISSN:0040-1706
年代: 1973
DOI:10.1080/00401706.1973.10489082
出版商: Taylor & Francis Group
关键词: Time Series;Power Spectrum;Robust
数据来源: Taylor
摘要:
We indicate an estimate of the power spectrum, of a stationary time series of interest, that is insensitive to brief transient signals imposed on the series. In the case that no transient is imposed, all that one loses by computing the estimate is two degrees of freedom, asymptotically. The estimate may be computed using existing cross-spectral programs.
点击下载:
PDF (203KB)
返 回