Errors in Power Spectra Due to Finite Sample
- 1 May 1954
- journal article
- research article
- Published by AIP Publishing in Journal of Applied Physics
- Vol. 25 (5), 653-659
- https://doi.org/10.1063/1.1721705
Abstract
An estimate is made of the accuracy with which the ``spectrum'' of a finite sample of Gaussian noise approximates the spectrum of the original noise from which the sample was taken. The sample is considered to be spliced to form an endless loop, thereby making it a periodic function. The effect of this splice is also discussed.Keywords
This publication has 2 references indexed in Scilit:
- On Spectral Analysis of Stationary Time SeriesProceedings of the National Academy of Sciences, 1952
- Mathematical Analysis of Random NoiseBell System Technical Journal, 1944