Singular Value Decomposition Back Substitution Scheme for Spectral Analysis of Ozone Waves from Odin-OSIRIS Data

Shengbo Chen
Jilin University, Changchun, 130026, China Email: chensb@email.jlu.edu.cn
AbstractEven though only the coefficients of the sine wave equations are unknown and to be solved, this set of equations can be considered as a linear system. After the singular value decomposition, the back substitution can also give a satisfactory solution to this linear system. In this paper, the singular value decomposition (SVD) back substitution scheme for spectral analysis of ozone waves is discussed. As an example, the ozone profile data of the Odin-OSIRIS at 22KM height between the latitude bins (40S-50S) in October 2002, which are irregularly distributed in spatial and temporal scales, are used for spectral analysis of ozone waves to different wave modes and frequencies. Compared to the spectral results of the Least Squares (LS) fit method, the amplitude and phase spectra are exactly consistent to the results by the SVD back substitution method. Moreover, the scheme discussed is proved to be much simple and much fast. Keywords- Singular Value Decomposition; Back Substitution; Spectral Analysis; Ozone; Odin-Osiris

this method (Horne, et al, 1986; Press, et al, 1988; Press, et al, 1989). The Lomb-Scargle method gives superior results on unevenly sampled data, because it weights the data on a per point basis instead of on a per time interval basis. Specially, the method can provide a convenient estimate of the probability that a given peak is a true signal, or whether it is from random noise. Probably, this is why the method was widely applied in atmospheric data analysis (Forbes, et al, 1997; Luo, et al, 2002). Until 1998, the Lomb-Scargle method was extended for the calculation of the phase and amplitude spectra by Hocke. Before the phase and amplitude spectra of unevenly spaced data are just determined by LS fit procedures which are independently performed after calculation of the Lomb normalized periodogram (Hocke, 1998). However, the Lomb-Scargle method has been viewed as being a slow method. It has a computational burden on the order of N2, and its use has been limited to data sets. Furthermore, it cannot provide wave mode analysis for any atmospheric data. For example, free Rossby waves (normal mode Rossby waves) are prominent in the middle atmosphere, and they began with those in the troposphere (Hirota, et al, 1984; Hirooka, et al, 1985; Venne, 1989). The behaviors of different mode waves appear to be different in the atmosphere. The LS fit method is still applied for spectral analysis to wave modes in the atmospheric dynamics studies. Based on the per point observation data, the spectrum model of a sine wave is set up at per point time. When the spectrum model is solved by the LS fit method, the amplitude and phase of this sine wave to different frequencies and wave modes can be achieved. Since per point times are known, the spectrum models can be considered as a set of linear equations, where the coefficients to be solved are unknown. To solve a set of linear equations, the techniques of the singular value decomposition back substitution can give satisfactory results, specially, when a set of equations are singular or numerically very close to singular (Bodger, 1984; Press, et al, 1992; Tuma, et al, 1992; Gros, et al, 1997). In the paper, this simple and effective method is discussed and employed for spectral analysis of ozone waves from Odin-OSIRIS data. And the

I.

INTRODUCTION

Many astronomical processes are periodic in nature, and the spectral analysis has long been important in astronomy. For the evenly sampled data, standard methods of spectral analysis are available, such as Fast Fourier Transform (FFT) methods and Method of Maximum Entropy (MME) (Lomb, 1976; Horne, 1986). Unfortunately, most astronomical observations with uniform spacing are impossible. The spectrum of a set of unequally spaced data is far more complex than the spectrum of a set of uniform data. Rebinning the unevenly sampled data to equally spaced bins and a conventional periodogram analysis may alter the perceived frequency and significance of a periodic signal (Lomb, 1976; Horne, et al, 1986; Press, et al, 1988). An elaborate scheme of least-squares (LS) frequency analysis for irregularly spaced and equidistantly spaced data was developed by Vanicek (1971). Based on the statistical properties examination of LS frequency and a modification of the classical definition of the periodogram, it is shown that periodogram analysis and LS fitting of sine waves to the data are exactly equivalent (Lomb, 1976; Scargle, 1982). Thus, a novel type of periodogram analysis method for unevenly spaced data, called Lomb-Scargle periodogram method, have been further improved after other authors have elaborated on

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results of spectral analysis are compared to the results by the LS fit method. II. ODIN OSIRIS DATA

III.

ANALYSIS TECHNIQUES

On 20 February 2001, Odin satellite, a Swedish satellite, was launched into a Sun-synchronous polar orbit at 97.8 degrees inclunation and 600km altitude, with the ascending node crossing the equator at 18:00LT. The satellite orbits were distributed as Figure 1. on October 10, 2002. The satellite has two viewing modes, a nadir-viewing mode for astronomy and a limb-scanning mode for aeronomy (the study of atmosphere). Two instruments, a sub-millmeter radiometer (SMR) and a combined optical spectrograph and infrared imager system (OSIRIS) were onboard. The OSIRIS is being used only for atmospheric observations, viewing the limb of the atmosphere in the orbital plane through a range of tangent altitudes, from 10km to 120km at up to 40 scans per orbit. The OSIRIS optical spectrograph records spectra of sunlight scattered from the limb with a 1km (v) by 18km (h) region, covering the UV-visible spectral range from 280 to 800 nm. These spectra are being used to retrieve stratospheric vertical profiles of ozone and other atmospheric components. The infrared imager simultaneously images emission features at 1.26, 1.27 and 1.53 m of an area of 110km (v) by 2 km (h) from a range tangent heights for the retrieval profiles of atomic oxygen and ozone in the stratosphere and the mesosphere (Murtagh, et al, 2002; Strong, et al, 2002; Savigny, et al, 2003). Since November 2001, the ozone vertical profile concentration data from 10km to 50km per 2km has been achieved by using optimal estimation (Savigny, et al, 2003), i.e. a tomographic analysis technique (Degenstein, 1999), to combine an a priori profile. Ozone number densities can be retrieved to 10% accuracy or better on 1 and 2 km grids and to 5% on a 5km grid (Strong, et al, 2002). The OSIRIS instrument will keep providing detailed data for one more year after having completed its 2 year initial mission.

Based on the linearized ozone continuity equation, given a set of n observations yi (i=1,2,,n) at times ti , the normal mode ozone oscillations can be described (Lomb, 1976; Randel, 1993) as

y i = a cos(2ft i i ) + b sin(2ft i i ) + i

(1)

where i are the phases at time ti ; the errors i are independent; the frequency f can be given; a and b to be solved are the unknown. Between some latitudes bins, can be denoted to the array as

can be defined by the

longitudes and the modes given at times

ti . The equation (1)

( 2)

[cos(2fti i )

sin(2fti i )

a [ ] 1] b = yi i

Given some frequency and mode, n linear equations can be determined at times ti and the sampling longitudes. Obviously, this set of equations is over-determined linear system (there are more linear equations than unknowns). The coefficient array whose number of rows M is greater than its number of columns N can be written as the product of an M N column-orthogonal matrix U, an N N diagonal matrix W with positive or zero elements (the singular values), and the transpose of an N N orthogonal matrix V. This is the singular value decomposition (SVD) method. Then the back substitution routine, instead of the least square fit method, can be used to obtain the solutions as

a b = [V ] diag (1 / w ) U T [ y ] j i i

][ ]

(3)

Where W is diagonal, its inverse is the diagonal matrix whose elements are the reciprocals of the elements w j . When one of the

w j s is zero or so small, the solution for the linear

equations system can go wrong. So SVD method gives a clear diagnosis of the situation. If any singular value w j is zero or so small, its reciprocal in equation should be set to zero, not infinity. Only zeroing the small w j s may ensure the solutions to this set of linear system exists. In general, the matrix W will not be singular to an over-determined linear system, and no w j s will need to be set to zero (Press, et al, 1992). With the solutions of a and b, the amplitude spectra A and phase spectra (degree) at some frequency f and wave mode m are easily derived at a specified frequency and mode by

Figure 1. the sketch map of the Odin orbits distributions on Oct.10, 2002

A( f , m) = a 2 + b 2

(4)

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 ( f , m) = Tan( ) /(1.745329e - 2)

b a

(5)

Similar to the LS fit method, the SVD method is used in the scheme before back substitution. The solutions can be ensured to exist, and this type of solution has the property of minimizing the residual error in a least-squares sense. Based on the SVD method, the confidence limits for the LS fit and back-substitution methods are identical. But compared to the LS fit method, the back substitution method is much faster, and each substitution is just

(one multiplication plus one subtraction) (Vanicek, 1971; Lomb, 1976; Press, et al, 1992). IV.
RESULTS

1 2 N executions of a similar loop 2

by the LS fit method. Figure 4. are the amplitude spectra (the upper section) and phase spectra (the lower section) by the LS fit method (lines) and the SVD back substitution (asterisk) at mode -6. In the upper section of Figure 4, the main peaks of ozone wave are at frequencies 11.5, and 3.5 cycles per 31 days, and the main troughs are at frequencies 2.5, 6.5, 8 and 10 cycles per 31 days. The phases at frequencies 2, 3.5, 5.5, 7.5, and 10.5 cycles per 31 days are 180 degree, and the phases at frequency 8.5 cycles per 31 days is about -180 degree. The amplitude spectra and the phase spectra from the LS fit method and the SVD back substitution method are consistent to each other. But the run time of the SVD back substitution is faster than the time of the LS fit method. V. CONCLUSIONS

The ozone data from the OSIRIS between the latitude bins 40S and 50S in October 2002 are analyzed for one example, related to the ozone wave analysis by the SVD back substitution method. The time range of the OSIRIS data set in October 2002 is 31 days with 1 to 2 days interval, and the sampling time is 1 to 2 minutes. The LS fit and the SVD back substitution methods are used respectively to estimate the amplitude spectra and the phase spectra of ozone wave at 22 KM height. The mode ranges are chosen from -7 to 7, and the frequencies are from 1 to 13 cycles per 31 days with 0.5 cycle interval. The execution time of the former is 375s, and the later is 290s. Figure 3. is the amplitude spectra of ozone wave from OSIRIS data by the SVD back substitution method. Two amplitude peaks exist in Figure 3. One is at mode 0 and period 2-3 days, and the other is at mode -1 and period 12 days. The amplitude spectra and phase spectra at mode -6 by the SVD back substitution method are compared to the spectrum

For unevenly spaced data, the Lomb-Scargle method gives superior results of spectral analysis based on a per point time instead of on a per time interval. The periodogram analysis from the Lomb-Scargle method and the least squares fitting of sine waves to the unevenly spaced data are exactly equivalent. But the amplitude and phase spectra depend on the wave modes. The LS fit method can get the amplitude and phase spectra to the wave modes, and the Lomb-Scargle method can not. Even though only the coefficients of the sine wave equations are unknown and to be solved, this set of equations is a linear system. After the singular value decomposition, the back substitution routine can also get satisfactory solutions of these coefficients. Similar to the LS fit method, the SVD used here can ensure that the solutions of the linear system exist.

Figure 2. the amplitude spectra of ozone wave from Odin-OSIRIS data between the latitude bins 40S and 50S at 22 KM height in October 2002, with frequencies from 1 to 13 cycles per 30 days (0.5 cycle interval), and modes from -7 to 7 by SVD back substitution method

Figure 3. the amplitude spectra (the upper section) and the phase spectra (the lower section) by the LS fit method (lines) and the SVD back substitution (asterisk). The distributions of the peak and trough are consistent with each other from the two different methods. Further explanations are in the text.

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The Odin-OSIRIS sampling is irregular in spatial and temporal scales. The amplitude and phase spectra of the ozone waves from the Odin-OSIRIS data can be analyzed by solving the over-determined linear system. As an example, the OdinOSIRIS data at 22KM height between the latitude bins (40S50S) in October 2000 are used for spectral analysis of ozone waves to different wave modes and frequencies by the singular value decomposition back substitution scheme. The results are exactly consistent to the spectral results by the LS fit method. Compared to the LS fit method, the singular value decomposition back substitution scheme is much simple and much fast. ACKNOWLEDGMENT The author is sincerely grateful to Dr. Alan Manson and Dr. Chris Meek, the atmospheric dynamics group in Institute of Space and Atmospheric Studies, University of Saskatchewan, for their advices and helps to develop this analysis technique. Special thanks to Dr. E. Llewellyn, Dr. D.A. Degenstein, Dr. Nick Lloyd, the infrared & aeronomy group in Institute of Space and Atmospheric Studies, University of Saskatchewan, who supplies generously the Odin-OSIRIS data. The research was sponsored by the National Natural Sciences Foundation of China (NSFC) (No.40471086) and Open Fund of Laboratory for Remote Sensing Science (No.SK050006), Institute of Remote Sensing Applications of Chinese Academy of Sciences, and Beijing Normal University. REFERENCES
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