Multitaper Power Spectrum Estimation
نویسنده
چکیده
The most commonly applied technique to obtain an estimated power spectrum ) ( ˆ f S of a sampled time series ) (t x of finite length N, is to compute the Fourier transform ) 2 ( f j X , followed by multiplication by its complex conjugate and scaling by the length of the finite observation, i.e. N f j X f j X f S / ) 2 ( ) 2 ( ) ( ˆ * (see Chapter 7 in van Drongelen, 2007). The reliability of this
منابع مشابه
Reducing the bias of multitaper spectrum estimates
S U M M A R Y The power spectral density of geophysical signals provides information about the processes that generated them. We present a new approach to determine power spectra based on Thomson’s multitaper analysis method. Our method reduces the bias due to the curvature of the spectrum close to the frequency of interest. Even while maintaining the same resolution bandwidth, bias is reduced ...
متن کاملA Fortran 90 library for multitaper spectrum analysis
The spectral analysis of geological and geophysical data has been a fundamental tool in understanding Earth’s processes. We present a Fortran 90 library for multitaper spectrum estimation, a state-of-the-art method that has been shown to outperform the standard methods. The library goes beyond power spectrum estimation and extracts for the user more information including confidence intervals, d...
متن کاملMultitaper power spectrum estimation and thresholding: wavelet packets versus wavelets
Recently, it was suggested that spectrum estimation can be accomplished by applying wavelet denoising methodology to wavelet packet coefficients derived from the logarithm of a spectrum estimate. The particular algorithm we consider consists of computing the logarithm of the multitaper spectrum estimator, applying an orthonormal transform derived from a wavelet packet tree to the log multitaper...
متن کاملMinimum-Variance Multitaper Spectral Estimation on the Sphere
We develop a method to estimate the power spectrum of a stochastic process on the sphere from data of limited geographical coverage. Our approach can be interpreted either as estimating the global power spectrum of a stationary process when only a portion of the data are available for analysis, or estimating the power spectrum from local data under the assumption that the data are locally stati...
متن کاملMultitaper spectral analysis of atmospheric radar signals
Multitaper spectral analysis using sinusoidal taper has been carried out on the backscattered signals received from the troposphere and lower stratosphere by the Gadanki Mesosphere-Stratosphere-Troposphere (MST) radar under various conditions of the signal-to-noise ratio. Comparison of study is made with sinusoidal taper of the order of three and single tapers of Hanning and rectangular tapers,...
متن کاملMean square error optimal weighting for multitaper cepstrum estimation
The aim of this paper is to find a multitaper-based spectrum estimator that is mean square error optimal for cepstrum coefficient estimation. The multitaper spectrum estimator consists of windowed periodograms which are weighted together, where the weights are optimized using the Taylor expansion of the log-spectrum variance and a novel approximation for the log-spectrum bias. A thorough discus...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2016