Estimation of Cross-Spectra via Overlapped Fast Fourier Transform Processing
- 11 July 1975
- report
- Published by Defense Technical Information Center (DTIC)
Abstract
The optimum overlap to be used for estimation of cross-spectra via FFT processing of windowed data is shown to be identical to that for estimation of auto-spectra. In addition, a useful geometric interpretation of the random errors in cross-spectral estimation, and their covariances, is furnished.Keywords
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