Note 30. Bartlett’s Periodogram
The Bartlett periodogram is based on the notion of creating a pseudo-ensemble of sample sequences by dividing a long sequence of samples into P non-overlapping segments of D samples each. The individual sample spectra for these segments are then averaged to form the periodogram. There is an implicit assumption that the random process under consideration is ergodic and that therefore this pseudo ensemble is an adequate substitute for the unobservable “true” ensemble. The steps for computing a Bartlett periodogram are listed in Recipe 30.1.
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