Measuring Frequency Content in
Signals
I this section we will study some non parametric methods for spectrum estimation
of a stochastic process. These methods are described in the literature.
All methods are based on the Periodogram which is defined for a sequence x[n]
with length N according to
Fast Fourier Transform power point
The rectangular window introduces broadening of any frequency components [`smearing鈥? and sidelobesthat may overlap with other frequency components [`leakage鈥?.
鈥he effect improves as Nincreases
鈥owever, the rectangle window has poor properties and better choices of wncan lead to better spectral properties [less leakage, in particular] 鈥搃.e. instead of just truncating the summation, we can pre-multiply by a suitable window function wnthat has better frequency domain properties.
鈥ore on window design in the filter design section of the course
