Open AccessSpectral analysis of cyclostationary time‐series: a robust method
Author(s) -
Lepage K. Q.,
Thomson D. J.
Publication year - 2009
Publication title -
geophysical journal international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.302
H-Index - 168
eISSN - 1365-246X
pISSN - 0956-540X
DOI - 10.1111/j.1365-246x.2009.04339.x
Subject(s) - cyclostationary process , autoregressive model , series (stratigraphy) , time series , spectral analysis , algorithm , autoregressive–moving average model , cross spectrum , computer science , geology , seismology , mathematics , statistics , frequency domain , telecommunications , physics , paleontology , channel (broadcasting) , quantum mechanics , spectroscopy , computer vision
SUMMARY A robust, spectral method of analysing cyclostationary time‐series is introduced. The robust method involves an adaptation of an autoregressive one‐step ahead predictive cleaning process. Standard, robust spectrum estimates are compared against the robust estimate computed using the presented procedure and found to be inferior, both in simulation and on seismic velocity data obtained from station NNA, situated in Ñaña, Peru.