Scientific and Engineering Studies; Spectral Estimation.

Abstract : This collection of technical reports deals with estimation of spectra of stationary processes, both by the now-standard direct approach and by the more recent autoregressive approach. The topics range over numerical procedures involving Fast Fourier Transforms, cross-spectral estimation, minimum bias windows, vernier FFTs, coherence, univariate and multivariate maximum entropy spectral estimation, and probability distributions special estimates. These results, which were new when published, are still of great relevance to anyone doing spectral analysis who is interested in obtaining good resolution and stability from limited record lengths. Partial Contents: Alternate Forms and Computational Considerations for Numerical Evaluation of Cumulative Probability Distributions Directly from Characteristic Functions; Spectral Estimation by Means of Overlapped Fast Fourier Transform Processing of Windowed Data; An Approximate Fast Fourier Transform Technique for Vernier Spectral Analysis; Approximation for Statistics of Coherence Estimators; Spectral Analysis of a Univariate Process With Bad Data Points, Via Maximum Entropy and Linear Predictive Techniques; FORTRAN Program for Multivariate Linear Predictive Spectral Analysis, Employing Forward and Backward Averaging; and FORTRAN Program for Linear Predictive Spectral Analysis of a Complex Univariate Process.