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Spectral analysis and modulation: Estimation of spectral density

Posted: 28 Feb 2008     Print Version  Bookmark and Share

Keywords:spectral analysis  power spectrum  spectral density  periodogram 

Spectral analysis, by estimation of the power spectrum or spectral power density of a deterministic or random signal, involves performing a squaring function. Obtaining a good estimate of the spectrum, i.e. the signal power contents as a function of the frequency, is not entirely easy in practice. Limitations in the number of signal samples, for instance, introduce errors in the estimate. In the general case there is no way to obtain the true power spectrum of a signal unless we are allowed to observe it infinitely.

In terms of variance in the estimate, Welch's method often performs better than Bartlett's method. Implementing Bartlett's method may however in some cases be somewhat easier in practice.

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