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Periodogram
In signal processing, a periodogram is an estimate of the spectral density of a signal. The term was coined by Arthur Schuster in 1898. Today, the periodogram is a component of more sophisticated methods (see spectral estimation). It is the most common tool for examining the amplitude vs frequency characteristics of FIR filters and window functions. FFT spectrum analyzers are also implemented as a time-sequence of periodograms. Definition There are at least two different definitions in use today. One of them involves time-averaging, and one does not. Time-averaging is also the purview of other articles ( Bartlett's method and Welch's method). This article is not about time-averaging. The definition of interest here is that the power spectral density of a continuous function, x(t),  is the Fourier transform of its auto-correlation function (see Cross-correlation theorem, Spectral density#Power spectral density, and Wiener–Khinchin theorem): :\mathcal\ = X(f)\cdot X^*(f ...
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Periodogram
In signal processing, a periodogram is an estimate of the spectral density of a signal. The term was coined by Arthur Schuster in 1898. Today, the periodogram is a component of more sophisticated methods (see spectral estimation). It is the most common tool for examining the amplitude vs frequency characteristics of FIR filters and window functions. FFT spectrum analyzers are also implemented as a time-sequence of periodograms. Definition There are at least two different definitions in use today. One of them involves time-averaging, and one does not. Time-averaging is also the purview of other articles ( Bartlett's method and Welch's method). This article is not about time-averaging. The definition of interest here is that the power spectral density of a continuous function, x(t),  is the Fourier transform of its auto-correlation function (see Cross-correlation theorem, Spectral density#Power spectral density, and Wiener–Khinchin theorem): :\mathcal\ = X(f)\cdot X^*(f ...
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Periodogram For Proxima Centauri B
In signal processing, a periodogram is an estimate of the spectral density of a signal. The term was coined by Arthur Schuster in 1898. Today, the periodogram is a component of more sophisticated methods (see spectral estimation). It is the most common tool for examining the amplitude vs frequency characteristics of FIR filters and window functions. FFT spectrum analyzers are also implemented as a time-sequence of periodograms. Definition There are at least two different definitions in use today. One of them involves time-averaging, and one does not. Time-averaging is also the purview of other articles ( Bartlett's method and Welch's method). This article is not about time-averaging. The definition of interest here is that the power spectral density of a continuous function, x(t),  is the Fourier transform of its auto-correlation function (see Cross-correlation theorem, Spectral density#Power spectral density, and Wiener–Khinchin theorem): :\mathcal\ = X(f)\cdot X^ ...
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Periodogram Windows
In signal processing, a periodogram is an estimate of the spectral density of a signal. The term was coined by Arthur Schuster in 1898. Today, the periodogram is a component of more sophisticated methods (see spectral estimation). It is the most common tool for examining the amplitude vs frequency characteristics of FIR filters and window functions. FFT spectrum analyzers are also implemented as a time-sequence of periodograms. Definition There are at least two different definitions in use today. One of them involves time-averaging, and one does not. Time-averaging is also the purview of other articles ( Bartlett's method and Welch's method). This article is not about time-averaging. The definition of interest here is that the power spectral density of a continuous function, x(t),  is the Fourier transform of its auto-correlation function (see Cross-correlation theorem, Spectral density#Power spectral density, and Wiener–Khinchin theorem): :\mathcal\ = X(f)\cdot X^ ...
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Bartlett's Method
In time series analysis, Bartlett's method (also known as the method of averaged periodograms), is used for estimating power spectra. It provides a way to reduce the variance of the periodogram in exchange for a reduction of resolution, compared to standard periodograms. A final estimate of the spectrum at a given frequency is obtained by averaging the estimates from the periodograms (at the same frequency) derived from non-overlapping portions of the original series. The method is used in physics, engineering, and applied mathematics. Common applications of Bartlett's method are frequency response measurements and general spectrum analysis. The method is named after M. S. Bartlett who first proposed it. Definition and procedure Bartlett’s method consists of the following steps: # The original N point data segment is split up into K (non-overlapping) data segments, each of length M # For each segment, compute the periodogram by computing the discrete Fourier transform (DFT ve ...
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Spectral Density Estimation
In statistical signal processing, the goal of spectral density estimation (SDE) or simply spectral estimation is to estimate the spectral density (also known as the power spectral density) of a signal from a sequence of time samples of the signal. Intuitively speaking, the spectral density characterizes the frequency content of the signal. One purpose of estimating the spectral density is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to these periodicities. Some SDE techniques assume that a signal is composed of a limited (usually small) number of generating frequencies plus noise and seek to find the location and intensity of the generated frequencies. Others make no assumption on the number of components and seek to estimate the whole generating spectrum. Overview Spectrum analysis, also referred to as frequency domain analysis or spectral density estimation, is the technical process of decomposing a complex signal into ...
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Spectral Estimation
In statistical signal processing, the goal of spectral density estimation (SDE) or simply spectral estimation is to estimate the spectral density (also known as the power spectral density) of a signal from a sequence of time samples of the signal. Intuitively speaking, the spectral density characterizes the frequency content of the signal. One purpose of estimating the spectral density is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to these periodicities. Some SDE techniques assume that a signal is composed of a limited (usually small) number of generating frequencies plus noise and seek to find the location and intensity of the generated frequencies. Others make no assumption on the number of components and seek to estimate the whole generating spectrum. Overview Spectrum analysis, also referred to as frequency domain analysis or spectral density estimation, is the technical process of decomposing a complex signal into ...
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Spectral Density
The power spectrum S_(f) of a time series x(t) describes the distribution of power into frequency components composing that signal. According to Fourier analysis, any physical signal can be decomposed into a number of discrete frequencies, or a spectrum of frequencies over a continuous range. The statistical average of a certain signal or sort of signal (including noise) as analyzed in terms of its frequency content, is called its spectrum. When the energy of the signal is concentrated around a finite time interval, especially if its total energy is finite, one may compute the energy spectral density. More commonly used is the power spectral density (or simply power spectrum), which applies to signals existing over ''all'' time, or over a time period large enough (especially in relation to the duration of a measurement) that it could as well have been over an infinite time interval. The power spectral density (PSD) then refers to the spectral energy distribution that would be ...
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Spectral Density
The power spectrum S_(f) of a time series x(t) describes the distribution of power into frequency components composing that signal. According to Fourier analysis, any physical signal can be decomposed into a number of discrete frequencies, or a spectrum of frequencies over a continuous range. The statistical average of a certain signal or sort of signal (including noise) as analyzed in terms of its frequency content, is called its spectrum. When the energy of the signal is concentrated around a finite time interval, especially if its total energy is finite, one may compute the energy spectral density. More commonly used is the power spectral density (or simply power spectrum), which applies to signals existing over ''all'' time, or over a time period large enough (especially in relation to the duration of a measurement) that it could as well have been over an infinite time interval. The power spectral density (PSD) then refers to the spectral energy distribution that would be ...
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Radon Transform
In mathematics, the Radon transform is the integral transform which takes a function ''f'' defined on the plane to a function ''Rf'' defined on the (two-dimensional) space of lines in the plane, whose value at a particular line is equal to the line integral of the function over that line. The transform was introduced in 1917 by Johann Radon, who also provided a formula for the inverse transform. Radon further included formulas for the transform in three dimensions, in which the integral is taken over planes (integrating over lines is known as the X-ray transform). It was later generalized to higher-dimensional Euclidean spaces, and more broadly in the context of integral geometry. The complex analogue of the Radon transform is known as the Penrose transform. The Radon transform is widely applicable to tomography, the creation of an image from the projection data associated with cross-sectional scans of an object. Explanation If a function f represents an unknown density, then t ...
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Discrete-time Fourier Transform
In mathematics, the discrete-time Fourier transform (DTFT) is a form of Fourier analysis that is applicable to a sequence of values. The DTFT is often used to analyze samples of a continuous function. The term ''discrete-time'' refers to the fact that the transform operates on discrete data, often samples whose interval has units of time. From uniformly spaced samples it produces a function of frequency that is a periodic summation of the continuous Fourier transform of the original continuous function. Under certain theoretical conditions, described by the sampling theorem, the original continuous function can be recovered perfectly from the DTFT and thus from the original discrete samples. The DTFT itself is a continuous function of frequency, but discrete samples of it can be readily calculated via the discrete Fourier transform (DFT) (see ), which is by far the most common method of modern Fourier analysis. Both transforms are invertible. The inverse DTFT is the origin ...
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SAMV (algorithm)
SAMV (iterative sparse asymptotic minimum variance) is a parameter-free superresolution algorithm for the linear inverse problem in spectral estimation, direction-of-arrival (DOA) estimation and tomographic reconstruction with applications in signal processing, medical imaging and remote sensing. The name was coined in 2013 to emphasize its basis on the asymptotically minimum variance (AMV) criterion. It is a powerful tool for the recovery of both the amplitude and frequency characteristics of multiple highly correlated sources in challenging environments (e.g., limited number of snapshots and low signal-to-noise ratio). Applications include synthetic-aperture radar, computed tomography scan, and magnetic resonance imaging (MRI). Definition The formulation of the SAMV algorithm is given as an inverse problem in the context of DOA estimation. Suppose an M-element uniform linear array (ULA) receive K narrow band signals emitted from sources located at locations \mathbf = \, re ...
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MUSIC (algorithm)
MUSIC (MUltiple SIgnal Classification) is an algorithm used for frequency estimation and radio direction finding.Schmidt, R.O,Multiple Emitter Location and Signal Parameter Estimation" IEEE Trans. Antennas Propagation, Vol. AP-34 (March 1986), pp. 276–280. History In many practical signal processing problems, the objective is to estimate from measurements a set of constant parameters upon which the received signals depend. There have been several approaches to such problems including the so-called maximum likelihood (ML) method of Capon (1969) and Burg's maximum entropy (ME) method. Although often successful and widely used, these methods have certain fundamental limitations (especially bias and sensitivity in parameter estimates), largely because they use an incorrect model (e.g., AR rather than special ARMA) of the measurements. Pisarenko (1973) was one of the first to exploit the structure of the data model, doing so in the context of estimation of parameters of co ...
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