Multitaper method for power spectral density estimation.
Implemented in v1.8. Need to add unit tests.
Edit: Moved to v1.9
For computation of discrete prolate spheroidal (Slepian) sequences, a length up to 128 is calculated. Lengths past 128 are linearly interpolated up.
For tapers with near-unity eigenvalues for common time half bandwidths (2.5, 4, etc.) the curves are smooth enough that linear interpolation works well. A more efficient eigenvector method will help remove the need to interpolate.
Multitaper method for power spectral density estimation.
Implemented in
v1.8. Need to add unit tests.Edit: Moved to v1.9
For computation of discrete prolate spheroidal (Slepian) sequences, a length up to 128 is calculated. Lengths past 128 are linearly interpolated up.
For tapers with near-unity eigenvalues for common time half bandwidths (2.5, 4, etc.) the curves are smooth enough that linear interpolation works well. A more efficient eigenvector method will help remove the need to interpolate.