Sea Spectral Estimation Using ARMA Models

Abstract

This paper deals with the spectral estimation of sea wave elevation time series by means of ARMA models. To start, the procedure to estimate the ARMA coefficients, based on the use of the Prony’s method applied to the auto-covariance series, is presented. Afterwards, an analysis on how the parameters involved in the ARMA reconstruction procedure—for example, the signal time length, the number of poles and data used—affect the spectral estimates is carried out, providing evidence on their effect on the accuracy of results. This allowed us to provide guidelines on how to set these parameters in order to make the ARMA model as accurate as possible. The paper focuses on mono-modal sea states. Nevertheless, examples also related to bi-modal sea states are discussed.