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Application of multivariate autoregressive spectrum estimation to ULF waves
Author(s) -
Ioannidis George A.
Publication year - 1975
Publication title -
radio science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.371
H-Index - 84
eISSN - 1944-799X
pISSN - 0048-6604
DOI - 10.1029/rs010i012p01043
Subject(s) - autoregressive model , spectral density , magnetosphere , spectral density estimation , mathematics , spectral analysis , autoregressive–moving average model , polarization (electrochemistry) , time series , series (stratigraphy) , spectral line , computational physics , physics , statistical physics , mathematical analysis , statistics , geology , chemistry , plasma , paleontology , quantum mechanics , fourier transform , astronomy , spectroscopy
The estimation of the power spectrum of a time series by fitting a finite autoregressive model to the data has recently found widespread application in the physical sciences. The extension of this method to the analysis of vector time series is presented here through its application to ULF waves observed in the magnetosphere by the ATS 6 synchronous satellite. Autoregressive spectral estimates of the power and cross‐power spectra of these waves are computed with computer programs developed by the author and are compared with the corresponding Blackman‐Tukey spectral estimates. The resulting spectral density matrices are then analyzed to determine the direction of propagation and polarization of the observed waves.