On the application of the single-pole filter in recursive power spectrum estimation

1 May 1987

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 75 (5) , 729-730
https://doi.org/10.1109/PROC.1987.13786

Abstract

The Fourier transform of the autocorrelation estimates provided by applying a single-pole filter to the data-lagged product terms results in a recursive means of estimating the power spectrum. In this estimator, the number of computations required to update the spectrum estimate is independent of the number of lags employed to produce it.

Keywords

POWER FILTERS
SPECTRAL ANALYSIS
AUTOCORRELATION
RECURSIVE ESTIMATION
ADAPTIVE FILTERS
TRANSVERSAL FILTERS
YIELD ESTIMATION
FOURIER TRANSFORMS
EQUATIONS
LINEAR PREDICTIVE CODING

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