q(1) Direct Method (a more popular
method)
q Step 1: Perform Fourier transform of y(t) to get C2(k)
q Step 2: smooth C2(k) by averaging a few adjacent frequencies together.
q or by
averaging the spectra of a few time series together.
q
è both ways smooth a line spectrum
to a continuous spectrum and
q
increase the degrees of freedom of the spectrum.
q
qThere are two ways to
calculate the continuous spectrum:
(1)(1) Direct Method (use Fourier transform)
(2)(2) Time-Lag
Correlation Method (use autocorrelation function)