Slepian Functions and Their Use in Signal Estimation and Spectral Analysis

Frederik J. Simons
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Frederik J. Simons: Princeton University, Department of Geosciences

Chapter 30 in Handbook of Geomathematics, 2010, pp 891-923 from Springer

Abstract: Abstract It is a well-known fact that mathematical functions that are timelimited (or spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the finite precision of measurement and computation unavoidably bandlimits our observation and modeling scientific data, and we often only have access to, or are only interested in, a study area that is temporally or spatially bounded. In the geosciences, we may be interested in spectrally modeling a time series defined only on a certain interval, or we may want to characterize a specific geographical area observed using an effectively bandlimited measurement device. It is clear that analyzing and representing data of this kind will be facilitated if a basis of functions can be found that are “spatiospectrally” concentrated, i.e., “localized” in both domains at the same time. Here, we give a theoretical overview of one particular approach to this “concentration” problem, as originally proposed for time series by Slepian and coworkers, in the 1960s. We show how this framework leads to practical algorithms and statistically performant methods for the analysis of signals and their power spectra in one and two dimensions, and on the surface of a sphere.

Keywords: Inverse theory; Satellite geodesy; Sparsity; Spectral analysis; Spherical harmonics; Statistical methods (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-01546-5_30

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DOI: 10.1007/978-3-642-01546-5_30

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