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Comparing Power Spectra Computed by Blackman‐Tukey and Fast Fourier Transform
Author(s) -
Edge Billy L.,
Liu Paul C.
Publication year - 1970
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr006i006p01601
Subject(s) - fast fourier transform , spectral leakage , mathematics , spectral density , spectral line , cooley–tukey fft algorithm , fourier transform , tukey's range test , algorithm , statistics , computer science , mathematical analysis , physics , astronomy
Since controversy has arisen as to whether the Blackman‐Tukey or the fast Fourier transform (FFT) technique should be used to compute power spectra, single and cross spectra have been computed by each approach for artificial data and real data to provide an empirical means for determining which technique should be used. The spectra were computed for five time series, two sets of which were actual field data. The results show that in general the two approaches give similar estimates. For a spectrum with a large slope, the FFT approach allowed more window leakage than the Blackman‐Tukey approach. On the other hand, the Blackman‐Tukey approach demonstrated a better window closing capability. From these empirical results it is concluded that the Blackman‐Tukey technique is more effective than the FFT approach in computing power spectra of short historic time series, but for long records the fast Fourier transform is the only feasible approach.