Bartlett's method

In time series analysis, Bartlett's method (also known as the method of averaged periodograms[1]), is used for estimating power spectra.

[2][3] 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.

[2][3] Bartlett’s method consists of the following steps: The end result is an array of power measurements vs. frequency "bin".

The linear spectrum calculated by Bartlett's method.