A PROGRAM FOR THE ESTIMATION OF POWER SPECTRA

Abstract
A straightforward and general program of spectral analysis has been written in FORTRAN II for the IBM 7090 and is described in this report. The analysis is valid for sequences of equidistant data sampled from realizations of second order stationary stochastic processes. Alternatively, the program may be used to estimate the transfer function gain characteristic of a linear system on the basis of its sampled output. The Inputs to the program consists of the data sequence to be analyzed and FOUR control parameters. The Output consists of listings of the estimated values and of three CALCOMP plots of: the sample auto covariance (ACV) functions, the power spectral density (PSD), and a loglog plot of the PSD. The estimated PSD is consistent, being a periodogram smoothed with Hanning weights.