Ergodic vs Multitaper - What's the difference?
ergodic | multitaper |
(mathematics, physics) Of or relating to certain systems that, given enough time, will eventually return to previously experienced state.
(statistics, engineering) Of or relating to a process in which every sequence or sample of sufficient size is equally representative of the whole.
(signal processing) A technique to estimate the power spectrum of a stationary ergodic finite-variance random process, using several different data tapers which are orthogonal to each other.