Details
| Original language | English |
|---|---|
| Pages (from-to) | 120-129 |
| Number of pages | 10 |
| Journal | Measurement: Journal of the International Measurement Confederation |
| Volume | 39 |
| Issue number | 2 |
| Early online date | 5 Dec 2005 |
| Publication status | Published - Feb 2006 |
Abstract
We present a practical technique for spectrum and spectral density estimation from long time series by Fourier transforms. We apply Welch's popular technique of "averaging over modified periodograms" which uses Fourier transforms of fixed length with time-domain windows and overlap. Our technique retains the basic properties of this method, but computes the optimal frequency resolution individually for each Fourier frequency on a logarithmic frequency axis, thus yielding results that are more useful than those of the standard techniques.
Keywords
- Spectrum estimation, Windowed overlapped segmented average
ASJC Scopus subject areas
- Physics and Astronomy(all)
- Instrumentation
- Engineering(all)
- Electrical and Electronic Engineering
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In: Measurement: Journal of the International Measurement Confederation, Vol. 39, No. 2, 02.2006, p. 120-129.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Improved spectrum estimation from digitized time series on a logarithmic frequency axis
AU - Tröbs, Michael
AU - Heinzel, Gerhard
PY - 2006/2
Y1 - 2006/2
N2 - We present a practical technique for spectrum and spectral density estimation from long time series by Fourier transforms. We apply Welch's popular technique of "averaging over modified periodograms" which uses Fourier transforms of fixed length with time-domain windows and overlap. Our technique retains the basic properties of this method, but computes the optimal frequency resolution individually for each Fourier frequency on a logarithmic frequency axis, thus yielding results that are more useful than those of the standard techniques.
AB - We present a practical technique for spectrum and spectral density estimation from long time series by Fourier transforms. We apply Welch's popular technique of "averaging over modified periodograms" which uses Fourier transforms of fixed length with time-domain windows and overlap. Our technique retains the basic properties of this method, but computes the optimal frequency resolution individually for each Fourier frequency on a logarithmic frequency axis, thus yielding results that are more useful than those of the standard techniques.
KW - Spectrum estimation
KW - Windowed overlapped segmented average
UR - http://www.scopus.com/inward/record.url?scp=30844466879&partnerID=8YFLogxK
U2 - 10.1016/j.measurement.2005.10.010
DO - 10.1016/j.measurement.2005.10.010
M3 - Article
AN - SCOPUS:30844466879
VL - 39
SP - 120
EP - 129
JO - Measurement: Journal of the International Measurement Confederation
JF - Measurement: Journal of the International Measurement Confederation
SN - 0263-2241
IS - 2
ER -