线性平滑器的频域诊断

Frequency Domain Diagnostics for Linear Smoothers

Journal of the American Statistical Association · 1992
被引 30
ABS 4

中文导读

研究了线性平滑器在空间或时间随机场估计中的频域分析方法,通过傅里叶变换计算等效传递函数,用于比较不同平滑器性能和数据分辨率。

Abstract

Abstract Frequency domain analysis is used to examine estimates from linear smoothers operating on realizations of random fields over space and/or time. The estimates are expressed in terms of the Fourier transforms of the dependent variable and of the smoother weights. The latter is referred to as the equivalent transfer function. The data do not need to be evenly spaced to perform this analysis. The modulus of the equivalent transfer function characterizes the spectral content of an estimate and may reveal subtle sampling properties of the design. Frequency domain bias calculations are useful for comparing different smoothers and for assessing the resolution capabilities of a data set. These methods are used to compare six one-dimensional smoothers and analyze a complex three-dimensional example using data from a satellite altimeter.

统计学信号处理数据分析傅里叶分析