Un metodo di calcolo automatico a prefiltraggio adattivo dello spettro di potenza di un segnale stocastico

Abstract

This paper contains the doscription of a method of computation of the power spectrum of a stochastic signal that minimizes the error intrinsic with the direct way of computation. The method is a generalization of the mean value rejection and prewhitening techniques. It grounds itself on the adaptive construction of a filter which transforms the true spectrum in a white one by means of the linear filtering of the signal given, whichever the true spectrum may be. The method is suitable of automatic computation in digital form. Various examples of the results obtained by means of a Fortran IV program, also given in the paper, are furnished and discussed.