On the use of the Nuttall-Carter technique for PSD estimation

The technique for nonparametric power spectral density (PSD) estimation introduced by A.H. Nuttall and G.C. Carter (1980, 1982) is essentially a combined time-domain/lag domain weighting method which offers the promise of reduced computations over traditional time-domain weighting methods. A lack of widely published test data, however, has perhaps reduced the widespread application of this technique. In addition, certain anomalies exist when using the technique with real data. These and other issues are discussed along with test cases to illustrate the various phenomena involved. Used correctly, the Nuttall-Carter technique does indeed offer reduced computational loading in certain situations. Used incorrectly, it can mask important spectral features extracted with traditional estimation methods.<>