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A question about cross-spectral analysis [message #66052]

Mon, 13 April 2009 03:19

duxiyu@gmail.com
Messages: 88
Registered: March 2007

Member

Dear all,

I want to use the method in Means et al., JGR, 1972 to analyse some
waves.
I have a 3 component signal with components, x, y and z.
How do I get the covariance matrix?

I searched the group for the topic about 'cross-pectral analysis' and
found an answer.
"take FFT of each component then calculate spectral matrix terms, eg:
Sxy = X(w) * conjugate(Y(w))"
But I am confused that in this statement Sxy shoule be an array rather
than a scalar.

Best regards,

jdu

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