The periodogram in the Bartlett method can be expressed as Where r (i) xx (m) is the
Question:
The periodogram in the Bartlett method can be expressed as
Where r(i)xx(m) is the estimated autocorrelation sequence obtained from the ith block of data. Show that P(i)xx(f) can be expressed as
P(i)xx(f) = E*t(f)R(i)xxE(f)
Where
E(f) = [1 ? ? ? ? ? ej2?f? ? ? ej4?f? ? ? . . . ? ? ? ej2?(m ? 1)f]t
And therefore,
Transcribed Image Text:
M-1 |m| P) = E r(m)e-i2n/m M mE-(M-1) 1 E"(f)R E(f) K k-1
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Related Book For
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
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