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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 ; 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: Common signals
Up: CORRELATION AND SPECTRA
Previous: Spectra in terms of
Stanford Exploration Project
12/26/2000