The Synchrosqueezing algorithm for time-varying spectral analysis: Robustness properties and new paleoclimate applications

被引:545
作者
Thakur, Gaurav [1 ]
Brevdo, Eugene [2 ]
Fuckar, Neven S. [3 ]
Wu, Hau-Tieng [4 ]
机构
[1] Mitre Corp, Mclean, VA USA
[2] Climate Corp, San Francisco, CA USA
[3] Univ Hawaii, Int Pacific Res Ctr, Honolulu, HI 96822 USA
[4] Princeton Univ, Program Appl & Computat Math, Princeton, NJ 08544 USA
关键词
Synchrosqueezing; Instantaneous frequency; Time-varying spectrum; Nonstationary signal analysis; Time-frequency reassignment; EMPIRICAL MODE DECOMPOSITION; FREQUENCY SIGNAL ANALYSIS; INSTANTANEOUS FREQUENCY; CLIMATE; MILANKOVITCH; TRANSITION; FOURIER;
D O I
10.1016/j.sigpro.2012.11.029
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
080906 [电磁信息功能材料与结构]; 082806 [农业信息与电气工程];
摘要
We analyze the stability properties of the Synchrosqueezing transform, a time-frequency signal analysis method that can identify and extract oscillatory components with time-varying frequency and amplitude. We show that Synchrosqueezing is robust to bounded perturbations of the signal and to Gaussian white noise. These results justify its applicability to noisy or nonuniformly sampled data that is ubiquitous in engineering and the natural sciences. We also describe a practical implementation of Synchrosqueezing and provide guidance on tuning its main parameters. As a case study in the geosciences, we examine characteristics of a key paleoclimate change in the last 2.5 million years, where Synchrosqueezing provides significantly improved insights. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码:1079 / 1094
页数:16
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