Abstract

A systematic evaluation is conducted of the smoothed spectrum, which is a spectral estimate obtained by averaging over a window of contiguous frequencies. The technique is extended to the ogive, as well as to the cross-spectrum. It is shown that, combined with existing variance estimates for the periodogram, the variance—and therefore the random error—associated with these estimates can be calculated in a straightforward way. The smoothed spectra and ogives are biased estimates; with simple power-law analytical models, correction procedures are devised, as well as a global constraint that enforces Parseval’s identity. Several new results are thus obtained: (1) The analytical variance estimates compare well with the sample variance calculated for the Bartlett spectrum and the variance of the inertial subrange of the cospectrum is shown to be relatively much larger than that of the spectrum. (2) Ogives and spectra estimates with reduced bias are calculated. (3) The bias of the smoothed spectrum and ogive is shown to be negligible at the higher frequencies. (4) The ogives and spectra thus calculated have better frequency resolution than the Bartlett spectrum, with (5) gradually increasing variance and relative error towards the low frequencies. (6) Power-law identification and extraction of the rate of dissipation of turbulence kinetic energy are possible directly from the ogive. (7) The smoothed cross-spectrum is a valid inner product and therefore an acceptable candidate for coherence and spectral correlation coefficient estimation by means of the Cauchy–Schwarz inequality. The quadrature, phase function, coherence function and spectral correlation function obtained from the smoothed spectral estimates compare well with the classical ones derived from the Bartlett spectrum.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.