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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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NASA NTRS1972

Power spectral density estimation by spline smoothing in the frequency domain

An approach, based on a global averaging procedure, is presented for estimating the power spectrum of a second order stationary zero-mean ergodic stochastic process from a finite length record. This estimate is derived by smoothing, with a cubic smoothing spline, the naive estimate of the spectrum obtained by applying FFT techniques to the raw data. By means of digital computer simulated results, a comparison is made between the features of the present approach and those of more classical techniques of spectral estimation.

Defigueiredo, R. J. P.↗
NASA NTRS1972

Power spectral density estimation by spline smoothing in the frequency domain.

An approach, based on a global averaging procedure, is presented for estimating the power spectrum of a second order stationary zero-mean ergodic stochastic process from a finite length record. This estimate is derived by smoothing, with a cubic smoothing spline, the naive estimate of the spectrum obtained by applying Fast Fourier Transform techniques to the raw data. By means of digital computer simulated results, a comparison is made between the features of the present approach and those of more classical techniques of spectral estimation.-

De Figueiredo, R. J. P.↗