A Tutorial in Multiple Window Spectrum Estimation Methods

This presentation is a review of the basic theory and some recent developments in the theory of multiple-window spectrum estimation methods. The multiple-window method of spectrum estimation (Proc. IEEE 70, pp 1055-96, 1982) differs from conventional approaches in that a set of data tapers is applied to the data before Fourier transforming. The tapers, or data windows, are discrete prolate spheroidal sequences characterized as being the most nearly bandlimited functions possible among functions defined on a finite time domain and so have very low "leakage".