Spectra Averaging

Defining the time series,

Figure 1. EQUATION_DISPLAY
{h(x)}={h(x;t),t{T}}
(521)
Figure 2. EQUATION_DISPLAY
{T}={t0,,tN1}
(522)

One method of temporal spectral averaging is considered here: blocking.

Blocking is the process of smoothing a spectra. The initial signal is broken into a number of subsignals of the same length. At the same time, sampling granularity is held constant.

Figure 3. EQUATION_DISPLAY
{hx}={{hjb(x)},j=1,Nb}
(523)
{hjb(x)}={h(x;t),t{Tj}}
(524)
Figure 4. EQUATION_DISPLAY
{Tj}=tjNNb,tjNNb+1,,t(j+1)NNb1
(525)

Additional blocks can be overlapped using an overlap factor, which can have values in the range 0<α<0.9. In this case, the number of blocks is

Figure 5. EQUATION_DISPLAY
Nb,α=Nb+(Nb1)[α1α]
(526)

and they are defined as

Figure 6. EQUATION_DISPLAY
{hj,αb(x)}={h(x;t),t{Tj}}
(527)
Figure 7. EQUATION_DISPLAY
{Tj}=tj+(1α)NNb,tj+(1α)NNb+1,,t(j+1)NNb1
(528)

Then, treating each subsignal as an independent signal, define the blocking periods

Figure 8. EQUATION_DISPLAY
{Tb}={t0,t1,,tNNb1}
(529)

over which the mean time history due to blocking can be calculated.

Figure 9. EQUATION_DISPLAY
{h¯b(x)}=1Nb,αj=Nb{hj,αb(x)}
(530)

Defining a temporal mean spectrum due to the mean of the Fourier transforms of a set of subsignals,

Figure 10. EQUATION_DISPLAY
g¯t(x;ω)=1Nj=1,Ngj(x,ω)
(531)

From the Fourier transform addition theorem, you can see that:

Figure 11. EQUATION_DISPLAY
FT[h¯(x;t)]=FT[1Mj=1,Mhj(x;t)]=1Mj=1,MFT[hj(x;t)]
(532)
Figure 12. EQUATION_DISPLAY
g¯t(x;ω)=FT[h¯(x;t)]
(533)

Blocking reduces the length of time series. As a result, low frequencies are less well characterized.

It is also possible to average spectra spatially. The spatial mean spectra of the points {Pi,i=1,Np} can be expressed as

Figure 13. EQUATION_DISPLAY
g¯s(ω)=1Npi=1,Npg(Pi;ω)
(534)

The temporal-spatial mean is defined as

Figure 14. EQUATION_DISPLAY
g¯ts(ω)=1Npi=1,Npg¯t(Pi;ω)
(535)