Barlett's method

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In physics, engineering, and applied mathematics, Bartlett's method, named after M.S. Bartlett, is used for estimating power spectra. Bartlett's method provides a way to reduce the variance of the periodogram in exchange for a reduction of resolution, compared to standard periodograms. Common applications of Bartlett's method are frequency response measurements and general spectrum analysis.

[edit] Definition and Procedure

Bartlett’s method consists of the following steps:

  1. The original N point data segment is split up into K data segments of length M
  2. For each segment, compute the periodogram by computing the discrete Fourier transform, and then computing the squared magnitude of the result.
  3. Average the result of the squared periodograms above for the K data segments.
    1. The averaging reduces the variance, compared to the original N point data segment.

The end result is an array of power measurements vs. frequency "bin".

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