The Effect of Sampling Rate on Autocorrelation Estimation
Document Type
Article
Date of Original Version
1-1-1981
Abstract
In power spectral estimation of a continuous band-limited random process, one must usually estimate the continuous autocorrelation function at lags which are multiples of the Nyquist interval. This is done by sampling the random process at the Nyquist rate and basing the autocorrelation lag estimates on these samples. It is shown, however, that to approximately minimize the meansquare error of these estimates, one should sample at twice the Nyquist rate. The resultant decrease in meansquare error is most pronounced for short data records. For longer data records, the use of Nyquist rate sampling proves to be adequate. © 1981 IEEE
Publication Title, e.g., Journal
IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume
29
Issue
4
Citation/Publisher Attribution
Kay, Steven M.. "The Effect of Sampling Rate on Autocorrelation Estimation." IEEE Transactions on Acoustics, Speech, and Signal Processing 29, 4 (1981): 859-867. doi: 10.1109/TASSP.1981.1163634.