Timeline for Classifying a time series with a Lorentzian power spectral density
Current License: CC BY-SA 3.0
11 events
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Oct 20, 2016 at 8:35 | history | tweeted | twitter.com/StackSignals/status/789022221868077056 | ||
Oct 19, 2016 at 10:53 | vote | accept | user129412 | ||
Oct 19, 2016 at 8:54 | answer | added | Olli Niemitalo | timeline score: 4 | |
Oct 18, 2016 at 22:54 | comment | added | user129412 | @OlliNiemitalo Yes, that is useful. So in a way a damped harmonic oscillator is a process that generates such a PSD. Interesting. Would be nice to know if there is also some generic stochastic process that would lead to such behaviour though. But in a way a damped harmonic oscillator is such a process. | |
Oct 18, 2016 at 21:04 | comment | added | Olli Niemitalo | Anything of use here? arxiv.org/abs/1102.0524 | |
Oct 18, 2016 at 14:47 | history | edited | user129412 | CC BY-SA 3.0 |
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Oct 18, 2016 at 14:46 | comment | added | user129412 | @OlliNiemitalo My argument is too handwavy. The full PSD would be $S(f) = \frac{a}{1+((f-f_0)/b)^2} + \frac{a}{1+((f+f_0)/b)^2}$ which does not suffer from those problems. I've edited the question to incorporate your comments. | |
Oct 18, 2016 at 13:45 | history | edited | user129412 | CC BY-SA 3.0 |
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Oct 18, 2016 at 13:42 | comment | added | user129412 | @OlliNiemitalo Right, you are completely correct. The $S(f)$ I specified is for $f>0$, for $f<0$ you have the mirror image. That's my bad, should have made it clear that it is a real signal and I'm therefore restricting myself to the description of the positive part. | |
Oct 17, 2016 at 16:39 | comment | added | user129412 | I should note that I encountered the PSD in the context of a rather involved physics experiment, in which we have physically generated time signals with such a power spectral density and studied the behaviour as a function of center frequency. There was definitely a physical difference, but this is of course expected. | |
Oct 17, 2016 at 16:22 | history | asked | user129412 | CC BY-SA 3.0 |