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The convolutional approach to the estimation of spectral maxima directly from the autocovariance function

Published online by Cambridge University Press:  09 April 2009

Helen Hutchens
Affiliation:
Department of MathematicsUniversity of Melbourne
R. G. Keats
Affiliation:
Department of MathematicsUniversity of Newcastle
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It is common practice for research workers in a great number of widely differing fields, to gather vast amounts of experimental data (see [1 – 3], for example). These data are then analysed, using various statistical or other techniques, in an attempt to obtain information concerning the phenomenon being studied. One important source of such information is evidence of oscillations in the data collected. Various techniques for revealing frequencies of oscillations are available (see [4], for example); they usually involve some form of data processing. In many cases the collected data are records of one or more realisations of a stationary stochastic process, and the frequencies of interest appear as local maxima or peaks in the spectrum of the process [5]. In this paper a method for determining the position of the maximum spectral value directly from the autocovariance function is presented and discussed.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1970

References

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