On the accuracy of spectrum analysis of red noise processes using maximum entropy and periodogram methods - Simulation studies and application to geophysical data

Details On the accuracy of spectrum analysis of red noise processes using maximum entropy and periodogram methods - Simulation studies and application to geophysical data On the accuracy of spectrum analysis of red noise processes using maximum entropy and periodogram methods - Simulation studies and application to geophysical data

May 1985

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1985jgr....90.4355f&link_type=abstract

Journal of Geophysical Research (ISSN 0148-0227), vol. 90, May 1, 1985, p. 4355-4366.

Physics

Geophysics

29

Fast Fourier Transformations, Geophysics, Maximum Entropy Method, Noise Spectra, Power Spectra, Spectrum Analysis, Earth Ionosphere, Frequency Response, Marisat Satellites, Scintillation, Time Series Analysis

Scientific paper

It is pointed out that the power law approximation represents the simplest of the red noise type processes, taking into account its linearity on a log-log plot. A process is red if it exhibits appreciably more power at low frequencies than at high frequencies. Redness is a qualitative description rather than an exact specification. However, it is quite useful to compare power spectra, obtained from different spectral analysis techniques, when applied to simulated processes with exactly known power spectra. In the present investigation, a comparison is conducted of the unaveraged periodogram and Burg-MEM techniques for power law processes using spectral indices varying between 0.5 and 5.0. It is found that the Burg maximum entropy method (MEM) applied to time series realizations of red noise processes produces consistently smooth power spectra.

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