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Notes on Digital Signal Processing: Practical Recipes for Design, Analysis and Implementation by C. Britton Rorabaugh

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Note 29. Modified Periodogram

The modified periodogram is an otherwise unmodified periodogram in which a window function is applied to the signal before the DFT is performed:

29.1

image

where Y [m] is the DFT of y[n] = w[n]xN[n], with w[n] being a window function and xN[n] being an N-point sample extracted from x[n] according to

29.2

image

The window function w[n] can be any one of the windows listed in Table 24.1. The factor U that appears in Eq. (29.1) is obtained as

29.3

This factor is needed in order for SM[m] to be an asymptotically unbiased estimate ...

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