Abstract
A novel form of correlation window employed to calculate the spectral density of a random process using a Fourier transform of the correlation function is proposed. It is shown that, concerning its metrologic characteristics, the value of the spectral density obtained does not yield the best autoregression estimates. A fast recurrent estimational algorithm is suggested to increase the efficiency of the calculational procedure.
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Translated by M. M. Trufanov.
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Volkov, I.I., Gordeev, N.D. & Lozovatsky, I.D. On the problem of the computation of spectra of small-scale inhomogeneities in hydrophysical fields of the ocean. Soviet Journal of Physical Oceanography 1, 295–301 (1990). https://doi.org/10.1007/BF02197399
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DOI: https://doi.org/10.1007/BF02197399