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Spectral Analysis of Short Record Time Series Data.

Authors: Paul B. Terry; AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING
Abstract:
Spectral estimation of data from some radar applications and seismilogical events is not accurate when short records are evalauted using traditional techniques. A record of data is short if the number of samples from the process is more than an order of magnitude smaller than the reciprical of the lowest frequency of interest. This analysis considers records of fewer than 128 samples. Techniques that produce improved frequency and amplitude resolution over smoothed periodograms and Fast Fourier Transforms (FFT) are considered. Specifically, the Burg Maximum Entropy Method (MEM) and Papoulis Bandlimited Extrapolation are derived. These techniques are shown to produce estimated that become unbiased and consistant. Additionally, the effects of windowing, a problem inherent with periodograms, are not observed in these techniques. Papoulis bandlimited extrapoloation techniques provided accurate results when short records are evaluated.

Description: Master's thesis
Pages: 148
Report Date: DEC 1979
Report Number: A651080

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Keywords relating to this report:
BANDWIDTH
ENTROPY
ESTIMATES
EXPERIMENTAL DATA
EXTRAPOLATION
FAST FOURIER TRANSFORMS
INFORMATION THEORY
NOISE
SAMPLING
SIGNAL PROCESSING
SPECTRUM ANALYSIS
THESES
TIME SERIES ANALYSIS
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