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Published in:
2012 | OriginalPaper | Chapter
Estimation of uncertainties in eigenspectral estimates from decaying geophysical time series
Authors : B. A. Bolt, D. R. Brillinger
Published in: Selected Works of David Brillinger
Publisher: Springer New York
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The response of many dynamical systems to an impulse is a linear combination of decaying cosines. The frequencies of the cosines have generally been estimated in geophysics by periodogram analysis and little formal indication of uncertainty has been provided. This work presents an estimation procedure by the methods of complex demodulation and nonlinear regression that specifically incorporates in the basic model the decaying aspect of the cosines (periodogram analysis does not). The use of plots of the instantaneous phase as a function of time is shown to greatly enhance resolution. Expressions for the variances of eigenfrequencies, amplitudes, phases and damping constants Q are derived by non-linear least-squares. The results are illustrated, for the problem of the free oscillations of the Earth, by computations with the record made at Trieste of the Chilean earthquake of 1960 May 22.