A simple set of subroutines in ANSI-C are presented for multiple taper spectrum estimation. The multitaper approach provides an optimal spectrum estimate by minimizing spectral leakage while reducing the variance of the estimate by averaging orthogonal eigenspectrum estimates. The orthogonal tapers are Slepian n π prolate functions used as tapers on the windowed time series. Because the taper functions are orthogonal, combining them to achieve an average spectrum does not introduce spurious correlations as standard smoothed single-taper estimates do. Furthermore, estimates of the degrees of freedom and F -test values at each frequency provide diagnostics for determining levels of confidence in narrow band (single frequency) periodicities. The program provided is portable and has been tested on both Unix and Macintosh systems.
Computers & Geosciences – Elsevier
Published: Mar 1, 1995
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