, Volume 12, Issue 1, pp 10-33

Further development and properties of the spectral analysis by least-squares

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Abstract

The concept of spectral analysis using least-squares is further developed to remove any undesired influence on the spectrum. The influence of such a ‘systematic noise’ can be eliminated without the necessity of knowing the magnitudes of the noise constituents. The technique can be used for irregularly spaced as well as equidistantly spaced data. The response to random noise is found to be constant in the frequency domain and its expected level is derived. Presence of random noise in the analyzed time series is shown to transform the spectrum merely linearly. Examples of applications of the technique are presented.