<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN"> <!--Converted with LaTeX2HTML 98.1p1 release (March 2nd, 1998) originally by Nikos Drakos (nikos@cbl.leeds.ac.uk), CBLU, University of Leeds * revised and updated by: Marcus Hennecke, Ross Moore, Herb Swan * with significant contributions from: Jens Lippmann, Marek Rouchal, Martin Wilck and others --> <HTML> <HEAD> <TITLE>Sampling patterns</TITLE> <META NAME="description" CONTENT="Sampling patterns"> <META NAME="keywords" CONTENT="vol2"> <META NAME="resource-type" CONTENT="document"> <META NAME="distribution" CONTENT="global"> <META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=iso-8859-1"> <LINK REL="STYLESHEET" HREF="vol2.css"> <LINK REL="previous" HREF="node233.html"> <LINK REL="up" HREF="node231.html"> <LINK REL="next" HREF="node235.html"> </HEAD> <BODY > <!--Navigation Panel--> <A NAME="tex2html4324" HREF="node235.html"> <IMG WIDTH="37" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="next" SRC="icons.gif/next_motif.gif"></A> <A NAME="tex2html4321" HREF="node231.html"> <IMG WIDTH="26" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="up" SRC="icons.gif/up_motif.gif"></A> <A NAME="tex2html4317" HREF="node233.html"> <IMG WIDTH="63" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="previous" SRC="icons.gif/previous_motif.gif"></A> <A NAME="tex2html4323" HREF="node1.html"> <IMG WIDTH="65" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="contents" SRC="icons.gif/contents_motif.gif"></A> <BR> <B> Next:</B> <A NAME="tex2html4325" HREF="node235.html">MIDAS utilities for time</A> <B> Up:</B> <A NAME="tex2html4322" HREF="node231.html">Fourier analysis: The sine</A> <B> Previous:</B> <A NAME="tex2html4318" HREF="node233.html">The power spectrum and</A> <BR> <BR> <!--End of Navigation Panel--> <H2><A NAME="SECTION001733000000000000000"> Sampling patterns</A> </H2> <P> The effect of a certain sampling pattern in the frequency analysis is particularly transparent for the power spectrum. Let <I>s</I> be the sampling function taking on the value 1 at the (unevenly spaced) times of the observations observation and 0 elsewhere. The power spectrum of the sampling function <BR> <DIV ALIGN="CENTER"> <!-- MATH: \begin{eqnarray} W(\nu) & = & |{\cal F}s|^2 \end{eqnarray} --> <TABLE ALIGN="CENTER" CELLPADDING="0" WIDTH="100%"> <TR VALIGN="MIDDLE"><TD NOWRAP ALIGN="RIGHT"><IMG WIDTH="12" HEIGHT="44" ALIGN="MIDDLE" BORDER="0" SRC="img514.gif" ALT="$\displaystyle W(\nu)$"></TD> <TD ALIGN="CENTER" NOWRAP>=</TD> <TD ALIGN="LEFT" NOWRAP><IMG WIDTH="11" HEIGHT="44" ALIGN="MIDDLE" BORDER="0" SRC="img515.gif" ALT="$\displaystyle \vert{\cal F}s\vert^2$"></TD> <TD WIDTH=10 ALIGN="RIGHT"> (12.11)</TD></TR> </TABLE></DIV> <BR CLEAR="ALL"><P></P> is an ordinary, non-random function called the spectral window function. The discrete observations are the product of <I>s</I> and the model function <I>f</I>: <I>x</I> = <I>s f</I> so that their transform is a convolution of transforms: <!-- MATH: ${\cal F}x = [{\cal F}s]*[{\cal F}f]\equiv S*F$ --> <IMG WIDTH="204" HEIGHT="44" ALIGN="MIDDLE" BORDER="0" SRC="img516.gif" ALT="${\cal F}x = [{\cal F}s]*[{\cal F}f]\equiv S*F$">, where <!-- MATH: $S\equiv{\cal F}s$ --> <IMG WIDTH="33" HEIGHT="20" ALIGN="BOTTOM" BORDER="0" SRC="img517.gif" ALT="$S\equiv{\cal F}s$"> and <!-- MATH: $F={\cal F}f$ --> <IMG WIDTH="38" HEIGHT="41" ALIGN="MIDDLE" BORDER="0" SRC="img518.gif" ALT="$F={\cal F}f$">. For <!-- MATH: $f=A\cos{2\pi\lambda{t}}\equiv A(e^{+2\pi\lambda{t}}+e^{-2\pi\lambda{t}})/2$ --> <IMG WIDTH="330" HEIGHT="47" ALIGN="MIDDLE" BORDER="0" SRC="img519.gif" ALT="$f=A\cos{2\pi\lambda{t}}\equiv A(e^{+2\pi\lambda{t}}+e^{-2\pi\lambda{t}})/2$"> and <!-- MATH: $F={\cal F}f = A(\delta_{+\nu}+\delta_{-\nu})/2$ --> <IMG WIDTH="214" HEIGHT="44" ALIGN="MIDDLE" BORDER="0" SRC="img520.gif" ALT="$F={\cal F}f = A(\delta_{+\nu}+\delta_{-\nu})/2$"> we obtain the result <!-- MATH: ${\cal F}x = A(S(\nu-\lambda)+S(\nu+\lambda))/2$ --> <IMG WIDTH="269" HEIGHT="42" ALIGN="MIDDLE" BORDER="0" SRC="img521.gif" ALT="${\cal F}x = A(S(\nu-\lambda)+S(\nu+\lambda))/2$">. Because of the linearity of <IMG WIDTH="48" HEIGHT="54" ALIGN="BOTTOM" BORDER="0" SRC="img522.gif" ALT="${\cal F}$"> our result extends to any combination of frequencies. Taking the square modulus of the result equation, we obtain both squared and mixed terms. The mixed terms <!-- MATH: $S(\nu+\lambda_k)S(\nu+\lambda_j)$ --> <IMG WIDTH="146" HEIGHT="42" ALIGN="MIDDLE" BORDER="0" SRC="img523.gif" ALT="$S(\nu+\lambda_k)S(\nu+\lambda_j)$"> correspond to an interference of frequencies <IMG WIDTH="52" HEIGHT="72" ALIGN="MIDDLE" BORDER="0" SRC="img524.gif" ALT="$\lambda_k$"> and <IMG WIDTH="52" HEIGHT="72" ALIGN="MIDDLE" BORDER="0" SRC="img525.gif" ALT="$\lambda_j$"> differing by either sign or absolute value. Therefore, <EM>if interference between frequencies is small, the power spectrum reduces to the sum of the window functions shifted in frequency:</EM> <BR> <DIV ALIGN="CENTER"> <!-- MATH: \begin{eqnarray} P(\nu) & \approx & \sum |[{\cal F}s](\nu+\lambda_k)|^2 \equiv \sum W(\nu+\lambda_k) \end{eqnarray} --> <TABLE ALIGN="CENTER" CELLPADDING="0" WIDTH="100%"> <TR VALIGN="MIDDLE"><TD NOWRAP ALIGN="RIGHT"><IMG WIDTH="6" HEIGHT="44" ALIGN="MIDDLE" BORDER="0" SRC="img526.gif" ALT="$\displaystyle P(\nu)$"></TD> <TD ALIGN="CENTER" NOWRAP><IMG WIDTH="46" HEIGHT="54" ALIGN="BOTTOM" BORDER="0" SRC="img527.gif" ALT="$\textstyle \approx$"></TD> <TD ALIGN="LEFT" NOWRAP><IMG WIDTH="296" HEIGHT="54" ALIGN="MIDDLE" BORDER="0" SRC="img528.gif" ALT="$\displaystyle \sum \vert[{\cal F}s](\nu+\lambda_k)\vert^2 \equiv \sum W(\nu+\lambda_k)$"></TD> <TD WIDTH=10 ALIGN="RIGHT"> (12.12)</TD></TR> </TABLE></DIV> <BR CLEAR="ALL"><P></P> <P> In the opposite case of strong interference, ghost patterns may arise in the power spectrum due to interference of window function patterns belonging to positive as well as negative frequencies. The ghost patterns produced at frequencies nearby or far from the true frequency are called <EM>aliases</EM> and <EM>power leaks</EM>, respectively. <HR> <!--Navigation Panel--> <A NAME="tex2html4324" HREF="node235.html"> <IMG WIDTH="37" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="next" SRC="icons.gif/next_motif.gif"></A> <A NAME="tex2html4321" HREF="node231.html"> <IMG WIDTH="26" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="up" SRC="icons.gif/up_motif.gif"></A> <A NAME="tex2html4317" HREF="node233.html"> <IMG WIDTH="63" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="previous" SRC="icons.gif/previous_motif.gif"></A> <A NAME="tex2html4323" HREF="node1.html"> <IMG WIDTH="65" HEIGHT="24" ALIGN="BOTTOM" BORDER="0" ALT="contents" SRC="icons.gif/contents_motif.gif"></A> <BR> <B> Next:</B> <A NAME="tex2html4325" HREF="node235.html">MIDAS utilities for time</A> <B> Up:</B> <A NAME="tex2html4322" HREF="node231.html">Fourier analysis: The sine</A> <B> Previous:</B> <A NAME="tex2html4318" HREF="node233.html">The power spectrum and</A> <!--End of Navigation Panel--> <ADDRESS> <I>Petra Nass</I> <BR><I>1999-06-15</I> </ADDRESS> </BODY> </HTML>