Spectrum of a process from a sequence

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Bartletts method is used to estimate the power spectrum of a process from a sequence of N = 2000 samples.

(a) What is the minimum length L that may be used for each sequence if we are to have a resolution of ?f = 0.005?

(b) Explain why it would not be advantageous to increase L beyond the value found in (a).

(c) The quality factor of a spectrum estimate is defined to be the inverse of the variability,

Q = 1/V

Using Bartletts method, what is the minimum number of data samples, N, that are necessary to achieve a resolution of ?f = 0.005, and a quality factor that is five times larger than that of the periodogram?

Reference no: EM131834796

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