In time series analysis, Bartlett's method (also known as the method of averaged periodograms ), is used for estimating power spectra. It provides a way to reduce the variance of the periodogram in exchange for a reduction of resolution, compared to standard periodograms. A final estimate of the spectrum at a given frequency is obtained by averaging the estimates from the periodograms (at the same frequency) derived from non-overlapping portions of the original series. The method is used in physics, engineering, and applied mathematics. Common applications of Bartlett's method are frequency response measurements and general spectrum analysis. The method is named after M. S. Bartlett who first proposed it.

Definition and procedure

Bartlett’s method consists of the following steps: The end result is an array of power measurements vs. frequency "bin".

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