Spectral Analysis and Time Series - max planck research school ...

A. Lagg – Spectral Analysis
reducing leakage by windowing (1)
Applying windowing (apodizing) function to data record:
xt = xtwt (original data record x windowing function)
x n
= x n
w n
No Window:
Bartlett Window:
Hamming Window:
wt=1−
∣t−T /2∣
T /2
wt=0.540.46∗cost
Blackman Window:
Hann Window:
Gaussian Window:
wt =
0.420.5∗cost
0.08 cos2 t
wt=cos 2 t
2 wt=exp−0.5a t 2