Skip to main content
SpringerLink
Log in

On the accuracy of frequency determination by an autoregressive spectral estimator

  • Published:
Solar Physics Aims and scope Submit manuscript

Abstract

The accuracy of frequency determination by a least squares technique for an autoregressive spectral estimator is studied and compared with the Fourier method. Using numerical tests the probability distribution function of the peak location is calculated. The autoregressive filter order is optimized in the sense of minimum variance of the peak location. Simple sinusoidal signals with additive Gaussian noise are considered and the effect of other components is only indicated. Generally, a filter order between 1/3 and 1/2 of the total data number and a not very dense data sampling, gives the most stable spectrum. The results are numerical.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Berk, K. N.: 1974, Ann. Statistics 2, 489.

    Google Scholar 

  • Burg, J. P.: 1975, ‘Maximum Entropy Spectral Analysis’, Ph.D. Thesis, Stanford University, Palo Alto, Calif.

    Google Scholar 

  • Chen, W. Y. and Stegen, G. R.: 1974, J. Geophys. Res. 79, 3019.

    Google Scholar 

  • Fougere, P. F.: 1977, J. Geophys. Res. 82, 1051.

    Google Scholar 

  • Kovács, G.: 1981, Astrophys. Space Sci. 78, 175.

    Google Scholar 

  • Kromer, R. E.: 1970, ‘Asymptotic Properties of the Autoregressive Spectral Estimator’; Ph.D. Thesis, Dept. of Statistics Tech. Rpt. No. 13, Stanford University, Stanford, Calif.

    Google Scholar 

  • Kurtz, D. W.: 1980, Monthly Notices Roy. Astron. Soc. 193, 61.

    Google Scholar 

  • Pelt, J.: 1980, ‘Fequency Analysis of Astronomical Time Sequences’, Publication of Tartu Astrophysical Observatory.

  • Percy, J. R.: 1977, Monthly Notices Roy. Astron. Soc. 181, 647.

    Google Scholar 

  • Reid, J. S.: 1979, J. Geophys. Res. 84, 5289.

    Google Scholar 

  • Stock, J., Kunkel, W. E., Hesser, J. E., and Lasker, B. M.: 1972, Astron. Astrophys. 21, 249.

    Google Scholar 

  • Stobie, R. S. and Shobbrook, R. R.: 1976, Monthly Notices Roy. Astron. Soc. 174, 401.

    Google Scholar 

  • Swingler, D. N.: 1979, J. Geophys. Res. 84, 679.

    Google Scholar 

  • Ulrych, T. J. and Clayton, R. W.: 1976, Phys. Earth Planet. Inter. 12, 188.

    Google Scholar 

  • Ulrych, T. J. and Ooe, M.: 1979, in S. Haykin (ed.), Nonlinear Methods of Spectral Analysis, Topics in Applied Physics, Springer-Verlag, Berlin, Heidelberg, New York, 1979, Vol. 34, p. 81.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Konkoly Observatory, Hungary

    G. Kovács

Authors
  1. G. Kovács
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Proceedings of the 66th IAU Colloquium: Problems in Solar and Stellar Oscillations, held at the Crimean Astrophysical Observatory, U.S.S.R., 1–5 September, 1981.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kovács, G. On the accuracy of frequency determination by an autoregressive spectral estimator. Sol Phys 82, 123–128 (1983). https://doi.org/10.1007/BF00145552

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00145552

Keywords

Search

Navigation