ESS210B
Prof. Jin-Yi Yu
Power Spectrum of Finite Sample
qIf the infinite time series is f(t) and the sample time series is g(t),
then the power spectrum calculated from the sample is related to the true spectrum in the following way:
qBased on the “Convolution Theory”
qThe sample spectrum is not equal to the true spectrum but weighted by the spectrum of the data window
used:
