ik TRUNCATED PERIODOGRAM 
4n BARTLETT-PRIESTLEY 
Sn 
Fig. 2.15. Various spectral windows. 
bias [s(@)] = E {s() _ s(w)} - = s"(@) | gw) dw. (2.95) 
-—IT 
Here s’’(w) is the second derivative, and this is the bias at the peak of the spectrum when 
s'(w) = 0. 
2. Variance, that was s*(w) for the estimator “Periodogram Py (w)” as shown in Eq. 
2.81, becomes 
r=0 
‘ { 1 aul 
var. [s(w)] — ~ 2) | -(u)da = yo) wr, (2.96) 
where 
kG) = (=) Suh, neces. (2.97) 
35 
