Multiple-taper spectral analysis: A stand-alone C-subroutine

Multiple-taper spectral analysis: A stand-alone C-subroutine A simple set of subroutines in ANSI-C are presented for multiple taper spectrum estimation. The multitaper approach provides an optimal spectrum estimate by minimizing spectral leakage while reducing the variance of the estimate by averaging orthogonal eigenspectrum estimates. The orthogonal tapers are Slepian n π prolate functions used as tapers on the windowed time series. Because the taper functions are orthogonal, combining them to achieve an average spectrum does not introduce spurious correlations as standard smoothed single-taper estimates do. Furthermore, estimates of the degrees of freedom and F -test values at each frequency provide diagnostics for determining levels of confidence in narrow band (single frequency) periodicities. The program provided is portable and has been tested on both Unix and Macintosh systems. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Computers & Geosciences Elsevier

Multiple-taper spectral analysis: A stand-alone C-subroutine

Computers & Geosciences, Volume 21 (2) – Mar 1, 1995

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Publisher
Elsevier
Copyright
Copyright © 1995 Elsevier Ltd
ISSN
0098-3004
eISSN
1873-7803
D.O.I.
10.1016/0098-3004(94)00067-5
Publisher site
See Article on Publisher Site

Abstract

A simple set of subroutines in ANSI-C are presented for multiple taper spectrum estimation. The multitaper approach provides an optimal spectrum estimate by minimizing spectral leakage while reducing the variance of the estimate by averaging orthogonal eigenspectrum estimates. The orthogonal tapers are Slepian n π prolate functions used as tapers on the windowed time series. Because the taper functions are orthogonal, combining them to achieve an average spectrum does not introduce spurious correlations as standard smoothed single-taper estimates do. Furthermore, estimates of the degrees of freedom and F -test values at each frequency provide diagnostics for determining levels of confidence in narrow band (single frequency) periodicities. The program provided is portable and has been tested on both Unix and Macintosh systems.

Journal

Computers & GeosciencesElsevier

Published: Mar 1, 1995

References

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