Spectral estimation through cubic-spline approximation of a discrete time series (Q801656)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Spectral estimation through cubic-spline approximation of a discrete time series |
scientific article; zbMATH DE number 3880068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral estimation through cubic-spline approximation of a discrete time series |
scientific article; zbMATH DE number 3880068 |
Statements
Spectral estimation through cubic-spline approximation of a discrete time series (English)
0 references
1984
0 references
A method for obtaining accurately the Fourier transform of continuous data is developed. A discrete time series is generated by uniformly sampling the data during a finite period. The method is based on cubic- spline approximation of the data. An analytical expression for the Fourier coefficients is derived in explicit form. The fast Fourier transform algorithm is used in the numerical computations. A new procedure to estimate spectrum and correlation functions for continuous random data is developed. The intrinsic properties of the procedure are clarified through a series of test computations.
0 references
Fourier transform
0 references
discrete time series
0 references
cubic-spline approximation
0 references
Fourier coefficients
0 references
fast Fourier transform
0 references
spectrum
0 references
correlation functions
0 references
continuous random data
0 references
test computations
0 references
