Minimum-Variance Multitaper Spectral Estimation on the Sphere
نویسندگان
چکیده
منابع مشابه
Minimum-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 کاملFast algorithms for least-squares-based minimum variance spectral estimation
The minimum variance (MV) spectral estimator is a robust high-resolution frequencydomain analysis tool for short data records. The traditional formulation of the minimum variance spectral estimation (MVSE) depends on the inverse of a Toeplitz autocorrelation matrix, for which a fast computational algorithm exists that exploits this structure. This paper extends the MVSE approach to two data-onl...
متن کاملMultitaper estimation of bicoherence
The statistical properties for bicoherence estimation are shown to be strongly connected to the properties of the powerand bispectral estimator used. Data tapering will reduce spectral leakage and frequency smoothing will reduce the variance. It is shown that correct normalization is essential to ensure unbiased results. The multitaper approach is shown to be superior to other non-parametric es...
متن کاملSpectral estimation on the sphere with needlets: high frequency asymptotics
Abstract: The angular power spectrum of a stationary random field on the sphere is estimated from the needlet coefficients of a single realization, observed with increasingly fine resolution. The estimator we consider is similar to the one recently used in practice by (Faÿ et al. 2008) to estimate the power spectrum of the Cosmic Microwave Background. The consistency of the estimator, in the as...
متن کاملMultitaper Power Spectrum Estimation
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 reliabi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Fourier Analysis and Applications
سال: 2007
ISSN: 1069-5869,1531-5851
DOI: 10.1007/s00041-006-6904-1