Estimation of Power Spectra By a Wave-Analyser
Mark Priestley, C. H. Gibson · Technometrics · 1965
We investigat)e the statistical properties of a wave analyser which estimates power by constructing a two-stage weighted average of the output of a square law device. The results are compared with those of an annlyser using an unweighted average, and it is shown that exponential weighting leads to a considerable reduction in the variance of the estimated spectrum.