The use of the fast Fourier transform in power spectrum analysis is described. Principal advantages of this method are a reduction in the number of computations and in required core storage…
The use of the fast Fourier transform in power spectrum analysis is described. Principal advantages of this method are a reduction in the number of computations and in required core storage, and convenient application in nonstationarity tests. The method involves sectioning the record and averaging modified periodograms of the sections.