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An adaptive algorithm for spectral proper orthogonal decomposition (SPOD) of mixed broadband-tonal turbulent flows is developed. Sharp peak resolution at tonal frequencies is achieved by locally minimizing the bias of the spectrum. Smooth…

Fluid Dynamics · Physics 2024-06-25 Brandon C. Y. Yeung , Oliver T. Schmidt

This study presents band-ensemble Spectral Proper Orthogonal Decomposition (bSPOD). The approach is inspired by frequency smoothing, a method used to reduce estimator variance in power spectral density estimates, and is here extended to…

We present and analyze an alternative, more robust approach to the Welch's overlapped segment averaging (WOSA) spectral estimator. Our method computes sample percentiles instead of averaging over multiple periodograms to estimate power…

Signal Processing · Electrical Eng. & Systems 2021-07-20 Felix Schwock , Shima Abadi

A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…

Fluid Dynamics · Physics 2019-01-14 Oliver T. Schmidt , Aaron Towne

Spectral proper orthogonal decomposition (SPOD) is an increasingly popular modal analysis method in the field of fluid dynamics due to its specific properties: a linear system forced with white noise should have SPOD modes identical to…

Fluid Dynamics · Physics 2024-02-20 Diego C. P. Blanco , Eduardo Martini , Kenzo Sasaki , André V. G. Cavalieri

We demonstrate that accurate computation of the spectral proper orthogonal decomposition (SPOD) critically depends on the choice of frequency resolution. Using both artificially generated data and large-eddy simulation data of a turbulent…

Fluid Dynamics · Physics 2024-02-27 Liam Heidt , Tim Colonius

In this paper, we propose a computationally efficient iterative algorithm for proper orthogonal decomposition (POD) using random sampling based techniques. In this algorithm, additional rows and columns are sampled and a merging technique…

Numerical Analysis · Mathematics 2020-11-23 Charumathi V , M. Ramakrishna , Vinita Vasudevan

In this paper, we propose a computationally efficient iterative algorithm for proper orthogonal decomposition (POD) using random sampling based techniques. In this algorithm, additional rows and columns are sampled and a merging technique…

Numerical Analysis · Computer Science 2021-07-07 V. Charumathi , M. Ramakrishna , Vinita Vasudevan

Modal decomposition methods are important for characterizing the low-dimensional dynamics of complex systems, including turbulent flows. Different methods have varying data requirements and produce modes with different properties. Spectral…

Fluid Dynamics · Physics 2025-08-28 Caroline Cardinale , Steven L. Brunton , Tim Colonius

The identification of coherent structures from experimental or numerical data is an essential task when conducting research in fluid dynamics. This typically involves the construction of an empirical mode base that appropriately captures…

Fluid Dynamics · Physics 2016-04-20 Moritz Sieber , Kilian Oberleithner , Christian Oliver Paschereit

Welch's method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite length time series,…

Methodology · Statistics 2024-04-12 Lachlan C. Astfalck , Adam M. Sykulski , Edward J. Cripps

Experimental spatio-temporal flow data often contain gaps or other types of undesired artifacts. To reconstruct flow data in the compromised or missing regions, a data completion method based on spectral proper orthogonal decomposition…

Fluid Dynamics · Physics 2023-02-22 Akhil Nekkanti , Oliver T. Schmidt

Multitaper estimators have enjoyed significant success in estimating spectral densities from finite samples using as tapers Slepian functions defined on the acquisition domain. Unfortunately, the numerical calculation of these Slepian…

Statistics Theory · Mathematics 2022-05-04 Joakim Andén , José Luis Romero

The relative root mean squared errors (RMSE) of nonparametric methods for spectral estimation is compared for microwave scattering data of plasma fluctuations. These methods reduce the variance of the periodogram estimate by averaging the…

Applications · Statistics 2019-11-15 Kurt S. Riedel , Alexander Sidorenko , David J. Thomson

Spectral analysis using overlapping sliding windows is among the most widely used techniques in analyzing non-stationary time series. Although sliding window analysis is convenient to implement, the resulting estimates are sensitive to the…

Information Theory · Computer Science 2018-03-14 Proloy Das , Behtash Babadi

The proper orthogonal decomposition (POD) is a powerful classical tool in fluid mechanics used, for instance, for model reduction and extraction of coherent flow features. However, its applicability to high-resolution data, as produced by…

Fluid Dynamics · Physics 2020-11-11 Philipp Krah , Thomas Engels , Kai Schneider , Julius Reiss

We propose a parallel (distributed) version of the spectral proper orthogonal decomposition (SPOD) technique. The parallel SPOD algorithm distributes the spatial dimension of the dataset preserving time. This approach is adopted to preserve…

Thomson's multitaper method estimates the power spectrum of a signal from $N$ equally spaced samples by averaging $K$ tapered periodograms. Discrete prolate spheroidal sequences (DPSS) are used as tapers since they provide excellent…

Signal Processing · Electrical Eng. & Systems 2021-03-23 Santhosh Karnik , Justin Romberg , Mark A. Davenport

While proper orthogonal decomposition (POD) is widely used for model reduction, its standard form does not take into account any parametric model structure. Extensions to POD have been proposed to address this, but these either require…

Numerical Analysis · Mathematics 2025-08-13 Sebastiaan P. C. van Schie , Boris Kramer , John T. Hwang

Spatial variables can be observed in many different forms, such as regularly sampled random fields (lattice data), point processes, and randomly sampled spatial processes. Joint analysis of such collections of observations is clearly…

Methodology · Statistics 2026-05-20 Jake P. Grainger , Tuomas A. Rajala , David J. Murrell , Sofia C. Olhede
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