- Choose the FFT size
to be a power of 2
providing at least
samples of zero padding
- Perform a length FFT to get .
- Compute the squared magnitude .
- Compute the inverse FFT to get , .
- Remove the bias, if desired, by inverting the implicit
Bartlett-window weighting to get
It is important to note that the sample autocorrelation is itself a stochastic process. To stably estimate a true autocorrelation function, or its Fourier transform the power spectral density, many sample autocorrelations (or squared-magnitude FFTs) must be averaged together, as discussed in §6.12 below.
Why an Impulse is Not White Noise