harmonic analysis

33
Harmonic Analysis e observed flow u’ may be represented as the sum of M harmonics: u’ = u 0 + Σ j M =1 A j sin ( j t + j ) r M = 1 harmonic (e.g. a diurnal or semidiurnal constituent): u’ = u 0 + A 1 sin ( 1 t + 1 ) With the trigonometric identity: sin (A + B) = cosBsinA + cosAsinB u’ = u 0 + a 1 sin ( 1 t ) + b 1 cos ( 1 t ) aking: a 1 = A 1 cos 1 b 1 = A 1 sin 1 so u’ is the ‘harmonic representation’

Upload: allayna

Post on 08-Jan-2016

41 views

Category:

Documents


0 download

DESCRIPTION

Harmonic Analysis. The observed flow u’ may be represented as the sum of M harmonics: u’ = u 0 + Σ j M =1 A j sin (  j t +  j ). For M = 1 harmonic (e.g. a diurnal or semidiurnal constituent): u’ = u 0 + A 1 sin (  1 t +  1 ). With the trigonometric identity: - PowerPoint PPT Presentation

TRANSCRIPT

Page 1: Harmonic Analysis

Harmonic Analysis

The observed flow u’ may be represented as the sum of M harmonics:

u’ = u0 + ΣjM

=1 Aj sin (j t + j)

For M = 1 harmonic (e.g. a diurnal or semidiurnal constituent):

u’ = u0 + A1 sin (1t + 1)

With the trigonometric identity: sin (A + B) = cosBsinA + cosAsinB u’ = u0 + a1 sin (1t ) + b1 cos (1t )

taking:a1 = A1 cos 1

b1 = A1 sin 1

so u’ is the ‘harmonic representation’

Page 2: Harmonic Analysis

The squared errors between the observed current u and the harmonic representation may be expressed as 2 :

2 = ΣN [u - u’ ]2 = u 2 - 2uu’ + u’ 2

Then:

2 = ΣN {u 2 - 2uu0 - 2ua1 sin (1t ) - 2ub1 cos (1t ) + u02 + 2u0a1 sin (1t ) +

2u0b1 cos (1t ) + 2a1 b1 sin (1t ) cos (1t ) + a12 sin2 (1t ) +

b12 cos2 (1t ) }

Using u’ = u0 + a1 sin (1t ) + b1 cos (1t )

Then, to find the minimum distance between observed and theoretical values we need to minimize

2 with respect to u0 a1 and b1, i.e., δ 2/ δu0 , δ 2/ δa1 , δ 2/ δb1 :

δ2/ δu0 = ΣN { -2u +2u0 + 2a1 sin (1t ) + 2b1 cos (1t ) } = 0

δ2/ δa1 = ΣN { -2u sin (1t ) +2u0 sin (1t ) + 2b1 sin (1t ) cos (1t ) + 2a1 sin2(1t ) } = 0

δ2/ δb1 = ΣN {-2u cos (1t ) +2u0 cos (1t ) + 2a1 sin (1t ) cos (1t ) + 2b1 cos2(1t ) } = 0

Page 3: Harmonic Analysis

ΣN { -2u +2u0 + 2a1 sin (1t ) + 2b1 cos (1t ) } = 0

ΣN {-2u sin (1t ) +2u0 sin (1t ) + 2b1 sin (1t ) cos (1t ) + 2a1 sin2(1t ) } = 0

ΣN { -2u cos (1t ) +2u0 cos (1t ) + 2a1 sin (1t ) cos (1t ) + 2b1 cos2(1t ) } = 0

Rearranging:

ΣN { u = u0 + a1 sin (1t ) + b1 cos (1t ) }

ΣN { u sin (1t ) = u0 sin (1t ) + b1 sin (1t ) cos (1t ) + a1 sin2(1t ) }

ΣN { u cos (1t ) = u0 cos (1t ) + a1 sin (1t ) cos (1t ) + b1 cos2(1t ) }

And in matrix form:

ΣN u cos (1t ) ΣN cos (1t ) ΣN sin (1t ) cos (1t ) ΣN cos2(1t ) b1

ΣN u N ΣN sin (1t ) Σ N cos (1t ) u0

ΣN u sin (1t ) = ΣN sin (1t ) ΣN sin2(1t ) ΣN sin (1t ) cos (1t ) a1

B = A X X = A-1 B

Page 4: Harmonic Analysis

Finally...

The residual or mean is u0

The phase of constituent 1 is: 1 = atan ( b1 / a1 )

The amplitude of constituent 1 is: A1 = ( b12 + a1

2 )½

Pay attention to the arc tangent function used. For example, in IDL you should use atan (b1,a1) and in MATLAB, you should use atan2

Page 5: Harmonic Analysis

For M = 2 harmonics (e.g. diurnal and semidiurnal constituents):

u’ = u0 + A1 sin (1t + 1) + A2 sin (2t + 2)

ΣN cos (1t ) ΣN sin (1t ) cos (1t ) ΣN cos2(1t ) ΣN cos (1t ) sin (2t ) ΣN cos (1t ) cos (2t )

N ΣN sin (1t ) Σ N cos (1t ) ΣN sin (2t ) Σ N cos (2t )

ΣN sin (1t ) ΣN sin2(1t ) ΣN sin (1t ) cos (1t ) ΣN sin (1t ) sin (2t ) ΣN sin (1t ) cos (2t )

Matrix A is then:

ΣN sin (2t ) ΣN sin (1t ) sin (2t ) ΣN cos (1t ) sin (2t ) ΣN sin2(2t ) ΣN sin (2t ) cos (2t )

ΣN cos (2t ) ΣN sin (1t ) cos (2t ) ΣN cos (1t ) cos (2t ) ΣN sin (2t ) cos (2t ) ΣN cos2 (2t )

Remember that: X = A-1 B

and B =ΣN u cos (1t )

ΣN u sin (2t )

ΣN u cos (2t )

ΣN u

ΣN u sin (1t )

u0

a1

b1

a2

b2

X =

Page 6: Harmonic Analysis

Goodness of Fit:

Σ [< uobs > - upred] 2

-------------------------------------

Σ [<uobs > - uobs] 2

Root mean square error:

[1/N Σ (uobs - upred) 2] ½

Page 7: Harmonic Analysis

Fit with M2 only

Page 8: Harmonic Analysis

Fit with M2, K1

Page 9: Harmonic Analysis

Fit with M2, S2, K1

Rayleigh Criterion: record frequency ≤ ω1 – ω2

Page 10: Harmonic Analysis

M2

K1

Tidal Ellipse Parameters

Major axis: Mminor axis: mellipticity = m / MPhase Orientation

Page 11: Harmonic Analysis

Tidal Ellipse Parameters

21

)sin(221 22

ppaaaac uvvuvuQ

ua, va, up, vp are the amplitudes and phases of the east-west and north-south components of velocity

amplitude of the clockwise rotary component

21

)sin(221 22

ppaaaacc uvvuvuQ amplitude of the counter-clockwise rotary component

papa

papac vvuu

vvuu

sincos

cossintan 1 phase of the clockwise rotary component

papa

papacc vvuu

vvuu

sincos

cossintan 1 phase of the counter-clockwise rotary component

The characteristics of the tidal ellipses are: Major axis = M = Qcc + Qc

minor axis = m = Qcc - Qc

ellipticity = m / MPhase = -0.5 (thetacc - thetac)Orientation = 0.5 (thetacc + thetac)

Ellipse Coordinates:

time frequency; harmonic

norientatio

sincoscossin

sinsincoscos

t

tmtMy

tmtMx

Page 12: Harmonic Analysis

M2

K1

Page 13: Harmonic Analysis

Two Years of Tide Data at Trident Pier, Florida (Cape Canaveral)

Use “U-tide” routine

Page 14: Harmonic Analysis

“utide” scripts

Page 15: Harmonic Analysis
Page 16: Harmonic Analysis

SA = Solar annualSSA = Solar SemiannualMSM = Lunar synodic monthly (29.53 d)MM = Lunar Monthly (27.55 d)MSF = Lunisolar synodic fortnightly (14.76 d)MF = Lunisolar fortnightly (13.66 d)

Page 17: Harmonic Analysis
Page 18: Harmonic Analysis

SA = Solar annualSSA = Solar SemiannualMSM = Lunar synodic monthly (29.53 d)MM = Lunar Monthly (27.55 d)MSF = Lunisolar synodic fortnightly (14.76 d)MF = Lunisolar fortnightly (13.66 d)

Page 19: Harmonic Analysis
Page 20: Harmonic Analysis
Page 21: Harmonic Analysis
Page 22: Harmonic Analysis

Complex Demodulation

Time series X(t) taken as nearly periodic plus non-periodic Z(t), still varying in time.

Amplitude A and phase ϕ of the nearly periodic signal are allowed to be time-dependent but vary slowly compared to the frequency ω.

X(t) = A(t) cos(ωt +ϕ(t))+ Z(t)

tZee)t(A ttitti

2

Demodulate by multiplying times tie tietXtY

tittiti etZetA

etA

tY 2

22

Varies slowly, independent of

Varies at frequency 2Varies at frequency

Low-pass filter to remove frequencies at or above

Page 23: Harmonic Analysis

tietA

tY '

2

''

'2' YtA

2122 'Im'Re2)(' YYtA

'Re

'Imtan'

Y

Yat

Varies slowly, independent of (low-pass filter smooths this term – denoted by ’)

Separate (or extract) A’ and ’

tA

tYe ti

'

'2'

Page 24: Harmonic Analysis

Sea level at Cape Cañaveral, Florida

m

2 years of data ( variables t and s)

X(t) = A(t) cos(ωt +ϕ(t))+ Z(t)

tietXtY

Page 25: Harmonic Analysis
Page 26: Harmonic Analysis
Page 27: Harmonic Analysis

Ensenada de la Paz

Page 28: Harmonic Analysis

Ensenada de La Paz, Mexico '2' YtA

tietXtY

Amplitude of complex demodulated series at semidiurnal and diurnal frequencies

Page 29: Harmonic Analysis

YAVAROS BAY, MEXICO

Dworak, J. A., and J. Gomez-Valdes (2005), J. Geophys. Res., 110, C01007, doi:10.1029/2003JC001865.

Page 30: Harmonic Analysis

Dworak, J. A., and J. Gomez-Valdes (2005), J. Geophys. Res., 110, C01007, doi:10.1029/2003JC001865.

Station M

Page 31: Harmonic Analysis

Puerto Morelos Coral Reef Lagoon

31Sabrina Parra

Pacific Ocean

Atlantic Ocean

Gulf of Mexico

Caribbean Sea

North America

Mexico

Yucatan Peninsul

a

Pargos Spring

Northern Inlet

Central Inlet

Southern Inlet

Puerto Morelos Lagoon

Coronado et al. 2007

Page 32: Harmonic Analysis
Page 33: Harmonic Analysis

WINDOWED FOURIER TRANSFORM