Biases and variances of several FFT spectral estimators as a function of noise type and number of samples

Abstract

The biases and the variances are theoretically and experimentally investigated of fast Fourier transform (FFT) spectral estimates with different windows (data tapers) when used to analyze power-law noise types f/sup 0/, f/sup -2/, f/sup -3/ and f/sup -4/. The experimental techniques introduced here permit one to analyze the performance of virtually any window for any power-law noise. This makes it possible to determine the level of a particular noise type to a specified statistical accuracy for a particular window.<>