Geoscience Reference
In-Depth Information
Fig. 5.5
Principle of Welch's power spectral analysis. h e time series is i rst divided into
overlapping segments; the power spectrum for each segment is then computed and all spectra
are averaged to improve the signal-to-noise ratio of the power spectrum.
h e cross-covariance is a measure of the variance between two signals over a
time lag
k
. An unbiased estimator of the cross-covariance
cov
xy
of two signals,
x
(
t
) and
y
(
t
), with
N
data points sampled at constant time intervals ʔ
t
, is
