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Spectrum and spectral density estimation by the Discrete Fourier transform (DFT), including a comprehensive list of window functions and some new at-top windows

MPS-Authors
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Heinzel,  Gerhard
Laser Interferometry & Gravitational Wave Astronomy, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society;

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Rüdiger,  Albrecht
Laser Interferometry & Gravitational Wave Astronomy, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society;

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Schilling,  Roland
Laser Interferometry & Gravitational Wave Astronomy, AEI-Hannover, MPI for Gravitational Physics, Max Planck Society;

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Heinzel, G., Rüdiger, A., & Schilling, R. (2002). Spectrum and spectral density estimation by the Discrete Fourier transform (DFT), including a comprehensive list of window functions and some new at-top windows.


Cite as: https://hdl.handle.net/11858/00-001M-0000-0013-557A-5
Abstract
This report tries to give a practical overview about the estimation of power spectra/power spectral densities using the DFT/FFT.
One point that is emphasized is the relationship between estimates of power spectra and power spectral densities which is given by the effective noise bandwidth (ENBW).
Included is a detailed list of common and useful window functions, among them the often neglected flat-top windows.
Special highlights are a procedure to test new programs, a table of comprehensive graphs for each window and the introduction of a whole family of new flat-top windows that feature sidelobe suppression levels of up to -248 dB, as compared with -90 dB of the best flat-top windows available until now.