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Two ways to compute a spectrum

There are two computationally distinct methods by which we can compute a spectrum: (1) compute all the sk coefficients from (20) and then form the cosine sum (24) for each $\omega$; and alternately, (2) evaluate B(Z) for some value of Z on the unit circle, and multiply the resulting number by its complex conjugate. Repeat for many values of Z on the unit circle. When there are more than about twenty lags, method (2) is cheaper, because the fast Fourier transform (coming up soon) can be used.


next up previous print clean
Next: Common signals Up: CORRELATION AND SPECTRA Previous: Spectra in terms of
Stanford Exploration Project
12/26/2000