Many Commercial Fourier Analyzers Continuously Update The Estimate Of The Power Spectrum Of A Process X N By Exponentia 1 (39.51 KiB) Viewed 25 times
Electrical Engineering///
Many commercial Fourier analyzers continuously update the estimate of the power spectrum of a process x(n) by exponential averaging periodograms as follows, 2 "= leton Ê (@jW) = ali-1(e3W) + N-1 1 a N n=0 Xi(n)e-inw where ci(n) x(n + Ni) is the ith sequence of N data values. This update equation is initialized with P-1 (ejw) = 0. (a) Qualitatively describe the philosophy behind this method, and discuss how the value for the weighting factor a should be selected.
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