A Power Spectral Estimate which is Insensitive to Transients

David R. Brillincer · Technometrics · 1973

We indicate an estimate of the power spectrum, of a stationary time series of interest, that is insensitive to brief transient signals imposed on the series. In the case that no transient is imposed, all that one loses by computing the estimate is two degrees of freedom, asymptotically. The estimate may be computed using existing cross-spectral programs.

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