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The use of the fast Fourier transform in power spectrum analysis is described. Principal advantages of this method are a reduction in the number of computations and in required core storage, and convenient application in nonstationarity tests. The method involves sectioning the record and averaging modified periodograms of the sections.
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P. D. Welch (Thu,) studied this question.
www.synapsesocial.com/papers/69d6caf8733a2b54c8aa8403 — DOI: https://doi.org/10.1109/tau.1967.1161901
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