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DefinitionDefinition: Literature-sourcedProof: Not applicablePipeline-generatedjudge pass (gpt-6-luna)
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Regular-grid spatial periodogram and smoothed estimator

Definition

Let Y=(Yj)j∈Zd satisfy the constant-mean, lag-dependent-covariance conditions from Lagged lattice covariance and variogram estimators, with known mean μ (set μ=0 for a centered field), and use the frequency torus Td identified with Zd^ by The Pontryagin dual of the integer lattice is the torus. Represent frequency coordinates λ∈[−π,π)d by the circle tuple (eiλ1,…,eiλd); coordinates and integration are periodic modulo 2π in each coordinate. For n≥1, set Λn:={0,1,…,n−1}d,Nn:=nd, and let the nd Fourier-grid frequencies be λn,q:=2πq/n(mod2π),q∈Λn. The known-mean regular-grid periodogram is In(λ):=1(2π)dNn∣∑j∈Λn(Yj−μ)e−ij⋅λ∣2,λ∈Td. Integration over Td uses product angular Lebesgue measure on the fundamental cube [−π,π)d (The product measure of two sigma-finite measure spaces).

For smoothing, let K:Rd→[0,∞) be continuous, even, compactly supported, and satisfy K(0)>0. For b>0, periodize the rescaled kernel by Kbper(x):=∑m∈Zdb−dK((x+2πm)/b). Because K has compact support, only finitely many summands are nonzero for each fixed x, so this periodization is well-defined. For λ∈Td, when the denominator is positive, set wn,q,b(λ):=Kbper(λ−λn,q)∑r∈ΛnKbper(λ−λn,r),f~n,b(λ):=∑q∈Λnwn,q,b(λ)In(λn,q). The smoother is undefined when that denominator vanishes. Its target, when a spectral density exists, is the density of the lattice-sampled field on the dual torus; no unaliased continuous-space spectral-density target is part of this definition.

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Sources