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21-38, 16 FIGS, 1 TABLE



A theoretical study of the use of arrays for the P(k,, k,, f) has been estimated from both long-
analysis of seismic noise fields has been completed. and short-period noise recorded by the Large
The frequency-wavenumber power spectral den- Aperture Seismic Array in Montana. At fre-
sity P(k,, k,, f) is defined and techniques for esti- quencies higher than 0.3 Hz, a compressional
mating it are given. The estimates require that body-wave component which correlates with
the auto- and crosspower spectral densities be atmospheric disturbances over distant oceans has
estimated for all elements in the array. Subject to been detected. In the frequency range of 0.2 and
certain asymptotic properties of these auto- and 0.3 Hz both body waves and higher mode Ray-
crosspower spectral density estimates, expressions leigh waves are observed. At frequencies below
for both the mean and variance of the estimates 0.15 Hz the organized vertical component of
of P(k,, ky,f) have been obtained. It has been de- microseisms consists primarily of fundamental
monstrated that if P(k,,k,,f) is estimated by the mode Rayleigh waves. Appreciable amounts of
Frequency Domain Beamforming Method, then fundamental mode Love wave energy may also be
the estimate has the same stability as the esti- present on horizontal instruments at these low
mates of auto- and crosspower spectral density. frequencies.

INTRODUCTION density of a seismic noise field is one common way

The determination of the frequency-wave- to summarize the velocity and frequency prop-
number structure of seismic waves is one of the erties of the noise field (Burg, 1964). In general,
most powerful techniques available for the study a noise field can be defined over time and one,
of the mode structure and the properties of these two, or three space dimensions. In the case of two
waves. With the availability of arrays of seismom- spatial coordinates, the frequency-wavenumber
eters in recent years such studies have become power spectral density is given by
possible (Binder and Burg, 1966; Binder, 1967;
Capon, Greenfield, and Lacoss, 1967; Douze, P@Z, k,,f) = sss -R(PZ, PV>7)
1967; Haubrich, 1966; Toksoz and Lacoss, 1968;
and yinnik, 196.5, 1967). In this paper we describe
. exp [ - i2R(fT + K,P, + K1/Pr)]4JzdPyd7,0)
in detail such a frequency-wavenumber analysis
of the seismic noise field recorded at the Large where R(p,, h, r) is the correlation function of the
Aperture Seismic Array (LASA) in Montana. In noise field. That is,
the first part we develop theoretical results and
the basic computational techniques used in
estimating the structure of the noise field. In the
second part we apply these techniques to the
LASA data to determine the mode structure of where E denotes average value or expectation and
short- and long-period microseisms. 4(x, y, 1) is the value of the noise field at position
The frequency-wavenumber power spectral (x,y) and time t. In two dimensious one can con-

i Manuscript received by the Editor June 6, 1968; revisions received October 12, 1968.
* Lincoln Laboratory, Massachusetts Institute of Technology, Lexington, Massachusetts.
** Department of Geology and Geophysics, Massachusetts Institute of Technology, Cambridge, Massachusetts.

22 Lacoss et al

sider P(k,, k,, f) to represent the noise power at putational aspects of estimates have been given
frequency f propagating as a plane wave with considerable attention. ‘4s a result, some com-
phase velocity components ments and suggestions relating to this aspect of
estimates will be found in the remaining sections
I’, = - fiZ,/(k% + k;) of this paper.
It should be noted that both space and wave-
and (3) number could be introduced as vector quantities
and vector notation used. Rather than do this
we have generally considered the two-dimen-
sional case and explicitly treated all coordinates.
The definition of P(k,, ky,f) involves a number
of assumptions concerning the time and space DEFINITION AND PROPERTIES OF ESTIMATORS

stationarity of the seismic noise field. It has been OF NOISE FIELD STRUCTURE

assumed that all such mathematically necessary Dejinition of estimators

assumptions are valid. In practice, each situation
Beamforming and ordinary single-channel
is different and a judgment concerning the valid-
spectral analysis can be combined to accomplish a
ity, over temporal and spatial regions of interest,
study of the velocity-frequency structure of
of such assumptions must be made.
seismic noise without any direct suggestion that
Let ?(k,, b,,f) be any estimatorof P(k,, k,,f). It
estimates of frequency-wavenumber spectra are
is necessary to know the statistical properties of
being obtained. Figure 1 schematically shows such
P if it is to be of any value. In particular it is
a procedure for the study of a noise field defined
very important to know how the mean value of 3
over two spatial dimensions. Seismometers are
is related to the true frequency-wavenumber
located at positions (XC, yi) and the horizontal
power spectral density. In addition, the variance
phase velocity has components (v=, zb),).For each
of 3 is of interest since it establishes the repeat-
velocity of interest the K available seismograms
ability of results. Expressions for the mean and
are weighted, delayed, and summed to yield a
variance of a broad class of P ,which can be com-
puted using data from an array, have been ob-
tained and are discussed in subsequent sections.
Useful relationships between the mean and vari-
ance of P have been most completely developed
for a class of estimates obtained by a frequency designed to pass signals with the specified velocity
domain beamforming method (FDBM). (zJ~,v!,). The weights W, can bc chosen to affect
If we assume that data reduction is done using a velocity selectivity and the delays 71nare given by
digital computer, all estimates of P tend to re-
quire a large number of computations Thr_ ram,



P (v,,vy I fo)
xi vx+ YiVy
r, =
(v; + $1

FIG. 1. Analog method for noisestudies.

Seismic Noise Structure from Arrays 23

The weights can be chosen quite arbitrarily to P,,,,(f). Note that 8 is real since Pmn(f) = P:,(f)
achieve velocity sensitivity. For example, op- where * denotes complex conjugate. Equation (7)
timum weights yielding maximum likelihood esti- is the basis for the frequency-domainbeamforming
mates of the noise (Capon, Greenfield, and Kolker method (FDBM) Afor the study of seismic noise.
1967) might be used, or all the IV, may be Suppose that Pmn(f) is some reasonable esti-
made equal, resulting in simple delay and sum mate of P,,,%(f) with the property that pmn(f) =
processing. The beam shown is band-pass filtered, P,*,,,(j). Then a reasonable estimateL@(vZ, zb,f), of
squared, and averaged to obtain an estimate of 6(v,, z+,,f) can be defined by using Pm&/) in place
the power at frequency10 which is propagating at of Pmn(f) in equation (7). Now assume that
velocity (tk, ~1~).The final frequency analysis step vZ,z’,, k,, k, andJ are related according to equation
could also be done using the indirect method of (3). We can then define
Blackman and Tukey (1958), using a smoothed
periodogram as described by Jones (1965), or
some other related method, such as the direct
Using equation (7) then gives
segment method suggested by Capon, Greenfield,
and Kolker (1967). In any case, we shall refer to
the above as a time-domain beamforming method
for the analysis of noise.
It is possible to study a noise field using a .exp I -_2a[k,(rc,, - x,)
method which has the same physical and intui-
+ &(Y?Z - Y?n)l). (9)
tive appeal of time-domain beamforming but
which avoids the formation and spectral analysis It is clear that, rather than doing time-domain
of a large number of beams. Such a method, re- beamforming and spectral analysis of each beam,
ferred to as a frequency-domain beamforming one can estimate the P,,(f) and then study the
method (FDBM), is developed below. velocity structure of the noise using equation (9).
Let (X(5:, pi, r) be the autocorrelation function This is the essenceof the FDBM.
Of b(r:, i’y, t) and let Z&(T) be the crosscorrelation It is possible to generalize equation (9) by re-
function between seismometers m and 1~. It placing the product W, W, with a single function
follows iroin equations (4) and (5) that of two indices W,,. Thus

-R In?, [T+ [Z’& - Gn) . exp (- i2r [kz(xn- x,)

+ z’Jy,z - ym,]l(v: + ~1:)
f. (6) + urn - y7J]f . (10)

Let cP(o=, ~5,j) and Pmn(f) be the one-dimensional In order to be sure that this &k,, k,,j) is real, we
Fourier transforms of @(v~,v,,~) and Rmn(r), re- assume that W,, = W:,. This general Pfunction
spectively. Thus U’(rr, v,, I) is the power spectral defined by equation (10) has lost any simple
density of h(v,, v,, t) and Pmn(f) is the crosspower relationship to time-domain beamforming. It
spectral density between seismometers m and n. nevertheless can constitute a good estimate of
Taking the one-dimensional Fourier transform of P(k,, k,, f).
equation (6) then gives In the preceding discussion of the FDBM the
weights W, were all real. Thus W,,= W,W,
satisfied the requirement that W,,= Wz,. How-
ever, if the IV, are allowed to be complex, and
there are situations where this is desirable, then
W,,,,= W,,,Wz should be used in equation (10)
in order to satisfy the requirement that P be real.
In subsequent discussions, FDBM will refer to
Thus the power spectral density of b(v,, v,, t) can this slightly generalized situation where the W,
be obtained as a complex weighted sum of the might be complex. The quality and properties of
24 Lacoss et al

the general class of estimates defined by equation

(10) as well as of the FDBM are treated in the
statistical section of this paper. (13)
One convenient and computationally efficient
method for the estimation of the Pmn(f) is the
direct segment method which has been analyzed
in detail by Capon, Greenfield, and Kolker (1967). = Im [P~,(f)P,,(f) - ~k((f)P,,(f)l, (13)

Such estimates are computed from L = NM sam-

lim (2M) cov {&(f), &(j)f
ples of data by use of the definitions M,N-=a

= Re [Pmt,(f)P,*((f) - ~~,(f)~,*,,(f)l, (15)

P,,(f) = i g S7nj(_f)s~j(_f)
I 1 where Re and Im denote real and imaginary
parts and for any two random variables rl and r2
cov (rlV ~2) = E(ylyg) - (Eyl)(E~p). (16)

These results hold for any nonzero frequency be-

low the h’yquist frequency.
It is of some interest to consider briefly the
. ei2*/ll bias in tmn(f) and Qmmn(f).For this purpose, take
, (12) the case of ql= 1 when the noise consists only of a
where A is the time between samples of the data single random plane wave with velocity ZJ~,ZJ,“.
and 71 is a weighting function. Uniform and tri- Let s(ZA) be the noise value at seismometer n at
angular weights are common. In the case of uni- time IA. For convenience of exposition, assume
form weights, ql= 1 independent of 1. For tri- that
angular weights, if N is odd, ~(N._~J,z
is maximum
and the 7~ decreases linearly to zero at I= 0 and d = [(xn - .rm)ozo
+ (yn - ym) Zlyo]
I= N+ 1. The value of o(hT_l):Zis adjusted so that
/[(t’i + $)A] (17)

is an integer. The signal at sensor 1~is s[(l-_)A].

Suppose also that s(ZA) is a white, zero-mean
sequence so that Es(lA)s(l’A) is e2, if 1=l’ and
It is assumed that data are band limited and zero otherwise. Taking the expected value of
sampled above the Xyquist rate. pmn(j) computed using equations (11) and (12)
Under some general conditions, which are gives
consistent with the uniform or triangular weights,
a number of asymptotic properties of the pmn(,f) II:(P,,(f))
were obtained by Capon, Greenfield, and Kolker = A(X - d)e2 esp [i2rfdA]/l\‘. (18)
(1967). These are restated here for reference in
subsequent sections. Let c,,(f) and qmn(f)be the Since
real and imaginary parts of Pmn(f) and let tmn(f)
Pmn(f) = Ae2 esp (i2nfdA], (19)
and An(f) be the real and imaginary parts of
jm,,(f). The real functions c,,(f) and qmn(f)are the bias in P,,(f) is
known as the cospectrum and quadrature spec-
trum, respectively. It has been shown that the E ( imn(f) ) - Pm(f)
above estimators of the cospectrum and quadra- = - Ade? esp [i2xfdA]!.\-. (20)
ture spectrum are asymptotically unbiased and
their biases go to zero as N-l. It has also been It is clear from the above analysis that the
shown that the &(f) and immn(j) are jointly bias in p,,(f) will depend upon the noise velocity
asymptotically normally distributed with vari- and sensor spacing. Specifically, the magnitude of
ance and covariances given by the bias increases linearly with noise moveout
Seismic Noise Structure from Arrays 25

between sensors and causes IEp,,,(,f) 1 to be

systematically low. The bias can be thought of as K’
the result of using a frequency window over which
the phase spectrum changes rapidly. Increased .esp [ --i27r[K,(~, - x,)
noise moveout results in a more rapidly changing
phase. The bias effect must be taken into account + &(Y, - Y?lJl]. WI
when choosing N. If N is too small, the noise will
This relates E ? to the pmn(f) and indirectly,
appear consistently less spatially organized than
through equation (21), to the P,,(J). It now re-
it really is. It should be noted that a similar
mains to establish the relationship with the fre-
situation holds if Pmn(f) is estimated by trans-
quency-wavenumber spectrum. It will be seen
forming sampled crosscorrelation functions. In
that the relat&nship is similar to equation (21).
that case crosscorrelation functions must be
That is, E [I’(&, K,, _f)] can be obtained from
estimated out to lags considerably larger than
P(R,, k,, /) by convolving the latter with a window
the anticipated moveout between sensors. In
function which depends upon the two components
general, such factors will require resolution greater
of wavenumber and frequency.
than or equal to that which would be satis-
Define the auxiliary function
factory for the estimation of self-powers P,,(f).
The estimation of Pmn(,f) by the indirect
method of Fourier transforming the sampled
crosscorrelation function is not recommended.
There is no particular theoretical disadvantage to (23)
the method, but it is computationally inefficient.
so that
Capon, Greenfield, and Kolker (1967) have shown
for example that the indirect method will nor-
mally require one or more orders of magnitude
more computing time than the direct segment
method of estimating the Pmn(f). If fast Fourier
transform methods are used (Cooley and Tukey,
1965), the disadvantage of the indirect method is
increased. . esp 1: Mb, + by) lhh,. (24)
In the following section the asymptotic prop-
erties of the direct segment method are used. Define also the impulsive function
The analysis would be different if other estimation
methods were considered. However, it is not likely
+r, PI/> = + c WmJ(P, - Gz + 4
that the results would be substantially changed. m.n-l

Statistical properties of estimators .h(P?, - yn + Ym) (25)

It is not difficult to relate the expected value of
where 6(x) 6(y) is a delta function defined on two
P given by equation (10) to the frequency-wave-
dimensions. Note that from equations (21) and
number spectrum defined by equation (1). For
(23) and the definition of Pmn(f) it follows that
this purpose, assume that

E[J?,,,(f)f = P,,(f) T/(X,, - fin, yn - ym,f) = Pm,(f). (26)

Using this relationship and the definition of

zO(pz, pzl) we can rewrite equation (22) as

where .the function h is the window function EJ%, k,, f)

(Blackman and Tukey, 1958; Capon, Greenfield, m
= dPz, PY)~/(PZ, PY, f)
and Kolker, 1967) which relates F,,,(f) to the
ss --m
true spectrum P,,(f). Substitution of equation
(21) into the expected value of equation (10) gives .exp [--i27+,P, + k,p,)]&&,. (27)
26 Lacoss et al

In the case of ordinary one-dimensional Fourier rently under study. In our work up to the present
transforms, it is well known that the transform of time we have used the FDBM with UT,,= 1 for all
a product of two functions is the convolution of N. In that case, the wavenumber window function
their transforms. The same property holds for is simply the square of the magnitude of the
higher dimensions.
_ Thus, as a result of equation straight sum beam pattern of the array. The win-
(27), E P(k,, k,, j) is a convolution of the trans- dow functions have been adjusted by choosing
forms (with respect to pz and py) of w(pz, py) and different sets of seismometers available in the
of V(pI, pu,f). The transform of w(pz,pJ is usually Large Aperture Seismic Array (LAS.\) in Mon-
called the spatial window function and is given by tana. Figures 2 and 3 show two short-period
seismometer configurations and wavenumber win-
W(kz,6,) dows which have been used.

The resolution of a wavenumber window func-
4P=, PA tion, that is, the size of the region around k,=
k,=O over which W is large, is roughly determined
.esp [--iWk,p, + kupu)]dpzdpu by the spatial extent of the array being used. A
general rule of thumb is that the size of that cen-
=- l5
K? 7?7.?L=l
W,, exp ( --i2~[k,(x, - x,) tral lobe in cycles/km is the inverse of the array
diameter in kilometers. This gives an order of
+ k&n - rm>ll (28) magnitude for the array resolution for an\- reason-
According to equation (24) the two-dimensional able choice of W,,. The window functions shown
transform of V(pz, pu,/) is the one-dimensional in Figures 2 and 3 give some indication of the
convolution of h(f) and P(k,, k,, j). Thus validity of the rule.
It is often possible to obtain a more complete
-@(k,, k,, f) understanding of general expressions by the

00 consideration of simple idealized special cases.
W& - kz,E, - k,)h(F,-f) With this in mind the expected value of estimates
--Do have been obtained for completely disorganized
and for completely organized noise. This is done
on the assumption that h, the frequency window
is the theoretical relationship between E j and P. function, is a good approximation to an impulse
This equation demonstrates that E P is related to function. That is, Pmn= Pm,.
P by a three-dimensional window function which
is the product of the wavenumber window W and
the frequency window h. .
If the frequency resolution of the estimates of .

P,,(f) is high, then h approximates a delta func-

tion and E P reduces to the convolution of W and
P. This is the situation when the direct segment
. l . .
method of estimation is used and the number of
samples per block N is large enough so that the . .

. 0 .
bias in p%,,(f) can be neglected. .

0 0 0
Ideally, one would like W(k,, k,) to act as a two- O . .
dimensional impulse function. If it did, then 0 0 O Oo
E ?(k,, k,,f) would equal P(k,, k,,f), on the as- 0 00 O O
0 o. o” .
sumption that h(f) also acts as an impulse func- 0 0
0 0 0
tion. This is not possible. In general, one must be 0 0
satisfied with a W(k,, k,) which is large near 0 0 -xix
0 0
k,= k, =0 and small for all other k,, k, which
might be of interest. The choice of seismometer 0
locations and weights W,,,, to yield good window I;IG. 2. Two arm\-s of short-period
functions is an important problem which is cur- verticalSinstruments.
Seismic Noise Structure from Arrays 27

Seismic noise is spatially disorganized, at least

insofar as can be determined by a given set of
seismometers, if 0.1

ifm = II
In this case, e
2 0
E&K,, k,,f) = Q(f) 5 IT’,,,,,iK? (31)

follows directly from equation (22). If W,,,=l,

the expected value is l/K times the power spec- 0.1
tral density of any of the seismometers.
Seismic noise is completely organized spatially
0.1 0 0.1
ii, given .i, all of it propagates across the array of k,(c/km)
seismometers as a single plane wave. Thus, given
j‘, and the horizontal phase velocity (v:, a”,) at FIG. 3b. Short-period window functions-
28 element, 30 km array.
that frequency, the frequency-wavenumber spec-
trum is
like Q(f) times the window function displaced to
~(k,, k,,f) = ~(f)s(k, - k%(k, - k:), (32) be centered on (k(l, L$,). For the FDBM with
IV, = IV, = 1 the expected value of P(k& kt, f) is
where Q(j) is a two-sided power spectral density
Q(f) which is equal to the two-sided power spec-
and (k:, k!) are obtained by substituting f and
tral density measured at any seismometer.
(8, $) into equation (3). The two-dimensional
An expression for the variance of P(k,, ky,,f) can
convolution oi this with the wavenumber window
be obtained using the asymptotic properties of the
function gives
direct segment method of estimating cospectra
I<&,, ky,f) = W(k, - kZO,
k, - @Q(f). (33) and quadrature spectra. This is done in two
stages. First the variance is expressed as a func-
That is, the expected value of the estimate looks tion of covariances. Then the asymptotic expres-
sions for covariance are substituted to obtain the
final result.
The variance of @(k,, k,, f) is

Using equation (10) gives

2 0 E+(k,, k,, f)
IL2il w,,w~,E[P,,‘(f)P,T,.(f)l

. esp 1--i27r[k,(x,, - 3, - x, + x,,)


+ &/(m - ym - yr + YJI) (33

as the first term in equation(34). It is clear from
01 0 01
k,(c/km) equation (22) that the second term looks the same
except that E [jmn(f) &.f)] is replaced by
FIG. 3a. Short-period window functions-
36 element, 22 km array. - -ij,,LCr) ?%(.f). Thus
28 Lacoss et al

number and its complex conjugate. Kate also that

. {E[L(f)~:“Cf)l- Pmn(fK(f)]
.exp ( -i2r[k,(x, - xm - x, + x,) P,,,P,*, = 2nPW (44)
+ k,(m - ym - yu+ rJ1). (36) Thus

In order to simplify equation (36), it is neces- ZMG,,,,,

sary to consider
= Re {P,d’k + (Pd’,*d*)
G,,,,(f) = E{&,(f)&(f))
+ iIm{ P,,P*,, - (P,,PLi ) (45)
- F,7Z (f)Z (f) (37)
But this clearly simplifies to
in some detail. Recall that we have defined
2MG,,,, = 2P,,P:,. (46)
P,,(f) = Z,,(f) + i&n(f) (38)

and This is the ultimate simplification of G,,,, which

can be achieved.
EP,,(f) = P,,U) = &n(f) + i&&). (39) Substitution of equation (46) into equation
(36) gives the final general asymptotic expression
Substituting these in equation (37) gives
for variance,
Gmnuv= E(2,&,,j - Cm&,
+ E ( qnw&vf - qnlmnpuu u*(kz, k,, f) = GIKT
ii: W,,Wbd,
+ i~E[&&v] - ql&w
. esp -i2rr[k,(x, - x,
- E[Zm&J + em&)
- xv + xu) + kdyn - ym
= cov (&, L”) + cov (&Ln, &m)
- Yv + Ydl1. (47)
+ i[cov (gm, 2,“)
- cov (tm, gvJl. (40) As one would expect, the variance decreases as
l/M where M is the number of blocks used to
If this were substituted into equation (36), we
estimate power spectral matrices.
would obtain u2 as a function of the covariances.
It is not difficult to obtain simplified expres-
The function G,,,, can be further simplified by
sions for u2 for the same special cases for which
using the asymptotic covariances given by equa-
windows have been discussed. If noise is spatially
tions (13), (14), and (15). Direct substitution
white, then equation (30) can be used to obtain

ZMG,,,, = Re i P*,,P,, + PkP,, u%, Lf) = jj$ 2 (Wmld,). (48)


+ Pm,P,** - Pm,P,*u)
Note that if IV,, = W,W$, it follows from equa-
+ i Im ( PLPvn - PLP,, tions (48) and (31) that (E >)z/a2=M for this
spatially disorganized noise. If seismic noise is
- PIT1,,Pm+ PE.PnJ. (41) completely organized in the sense previously dis-
Observe that cussed, then

Re { P~,P,, - P,, P,* ] = 0, C-22) P,,(f) = Q(f) exp i2s[k:(x, - x,)

because it is the real part of the difference of a + ki(yn - yet,11. (49)

Seismic Noise Structure from Arrays 29

This can be substituted into equation (47) to

obtain, after considerable manipulation, -3m,u=l wmwknu

.exp (--i2*[k,(x,--x,)+k,(y,-yy,)]} (53)

=- Q"
w,, times its complex conjugate. But reference to
equation (22) now yields the result

Mo*!k,, k,,f) = [EP(k,, ~,,f)l*, (54)

which is a statement that M is the stability of the

FDBM. This is important since the quality of
such an estimator can be judged only from its
but reference to equation (29) shows that this window function and the quality of the estimates
can be written as of the Pmn(f).
Suppose that j(k,, k,,f) is not constrained to be
an FDBM estimate but is any estimate allowed by
u2(kZ, k,,f) = Ew?(k, - k%, k, - ki), (51) equation (10). Assume also that at any frequency
the noise is organized into a single plane wave. It
was previously noted that the stability is &l in
where W is the window function. Note that once
this case. However, this is not a general result.
again (E&*/as= M.
Consider, for example, the case of noise which is
When we discuss an estimate of power spectral
completely disorganized spatially. In this case
density of a single time series, it is customary to
we can use equations (31) and (48) to obtain
cite the number of degrees of freedom (Blackman
and Tukey, 1958) which are involved. These can
be interpreted as a measure of the relative size of
the mean and variance of the estimates. Specif- r= ~4’
M[ (__
ically, the number of degrees of freedom can be
regarded as a number which is twice as large as jg(wmnw:J
the ratio of the square of the expected value of the
estimate to the variance. In the case of direct It is not difficult to invent arbitrary weights which
segment estimates of Pmm(f) the number of de- will cause this to be greater or less than M.
grees of freedom of the estimates is 2M and the Although equations (22) and (47) in theory
ratio is M. If M is large, we say that the stability allow the computation of r in any particular case,
of the estimate is high. it has not yet been possible to establish definitely
It is just as important to know the degrees of a simple way in which to estimate stability in the
freedom or, equivalently, the ratio general case. Such a comment is, of course, equally
valid with respect to the estimation of ordinary
r = tEJ%,, k,, f)l%*(k=, k,, f) (52) frequency spectra. However the stability for white
noise is generally considered to constitute a
for an estimator of power spectral density in fre- useful measure of the stability of an estimator of
quency-wavenumber space as it is in frequency ordinary power spectra. The same is true of
space only. We shall refer to r as the stability of spatially white noise and estimators of wave-
the estimate and consider it in some detail. number spectra. For example, if P(k,, ky,f) is ob-
The stability of any FDBM of noise analysis tained for a number of k,, k, we can use the dis-
turns out to be 2M, independent of the frequency- organized noise stability to tell if variations
wavenumber spectrum, seismometer locations, or constitute significant indications of true struc-
the weights IV,, n=l, . . ., K. To see this, first ture.
consider equation (47). The term IV,, W$ It is not our intention to study particular esti-
P mu Pzu can be written as (W,W,*P,,) (Wf mates exhaustively using particular array con-
W,PzJ if an FDBM is used. When this is done, it figurations. In our applications we have thus far
can be seen that Mu2 (k,, k,,J) is equal to used the FDBM with stability M. However, it
30 Lacoss et al

seems appropriate to include one very special where the seismometer numbering is indicated in
example to indicate just how much the stability of Figure -I. The window functions of these two
some good estimators can vary from M. In par- estimators are the same and are proportional to
ticular, we will show estimators with the same the Fourier transform of a set of impulse functions
windo\\- functions which have significantly differ- located on the lag pattern of the regular array
ent stability. and having magnitudes given by the times the
Consider the two linear arrays shown in Figure lag is repeated. The stability for the FDBM
4. Only .r, and k, need be considered in this linear applied to the regular array is, of course, M.
case. The lag patterns show a point for every Direct calculation of the stability of the other
possible .r,-.s, and the number of times that the estimator, assuming noise which is spatially dis-
lag is repeated is also indicated. The nonredun- organized, gives M/3.96. Thus the stability is
dant configuration might be considered in practice worse by a factor of four. One can interpret the
m order to reduce the number of instruments loss of stability as due to the loss of redundancy in
required to complete a noise survey. Sow suppose the lag pattern. Of course, the stability can be in-
that the FDBM with IV,,= 1 is used with the creased by using more time to estimate the P,,,,(f).
regular linear array and the general estimator is It can be shown for a broad class of estimates of
used with the nonredundant array with the three-dimensional frequency-wavenumber
spectrum that the stability depends upon one
[i/l 6 3 1 1
product of two factors, one factor determined b\
the redundancy in time (temporal smoothing) and
one determined by the redundancy of the array
pattern in lag space. Thus, in general, a trade-off
is possible between these factors. If one believes


. . . . . . .



1 2 3 4 5 6 7 6 5 4 3 2 l+ TIMES REPEATED
. . . . . . . . . . . . .



1 2 3 4
. . . .
++3c+/ 2c +


1 1 1 1 1 1 4 1 1 1 1 1 1 +TlMES REPEATED
. . . . . . . . . . . . .


b‘lc. 4. Speciallinear arrays and lag patterns.

Seismic Noise Structure from Arrays 31

that the noise is spatially stationary, then there AMPLITUDE “I GROUND MOTION
is no special requirement for spatial redundancy ‘8 - AMPLITUDE
and the array designer would deploy his sensors
so as to obtain maximum coverage in lag space
with minimum redundancy. Stability would be
achieved by adequate temporal averaging. Xr-
rays such as ell, tee, cross, or circular arrays have
all been discussed (Haubrich, 1967) in terms of E, = RESPONSE AT lcps
their lag-space coverage, which offers good uni- E, = 0.019 VOLTS/mg
formity and low redundancy. Arrays which are OR E, = 0.003 VOLTS/mp/sec
efficient in this sense usually have very poor beam
patterns when used as antennas with simple de- -24 I I I \I
0.5 1 2 5 10
lay and sum processing. However, with the gen-
eralization represented by equation (lo), quite
satisfactory windows can be obtained. Analogous FIG. 5,. Instrument characteristics-short-period.
techniques have been used in radio astronomy
(Wild, 1961) with circular arrays and in optics
the window function can be controlled onl)
by the placement of seismometers. In addition to
FREQUENCY-WAVENUMBER STRUCTURE OF choosing locations to yield satisfactory windolz
functions, a number of noise samples have been
By use of the estimation methods defined and analyzed using several different window functions.
analyzed in the preceding section, a moderately This has been one method of determining which
complete study of the frequency-wavenumber of the peaks of j(k,, IQ,,f) corresponds to trul!
structure of seismic noise fields in the vicinity of organized noise.
L.G.1 has been completed in the period range The stability factor r ior all results described
between 1 and 30 sec. The analysis was completed below was between 30 and 50. That is, between
using FDBM and the data from short-period ver- 30 and 50 blocks of data were used to estimate
tical instruments and long-period three-com- power spectral matrices. The frequency resolution
ponent instruments in L.AS.4. Figure 5 sho\vs the
response functions of the instruments.
It was found that gains of different instru-
ments varied and these variations correlated well
nith variations in measured noise power. To cor-
rect for this the FDBM was slightly modified by
E 1
making z 100
TV, = 1 /‘[P,,,(f)]““. (57)

This has no first order effect upon the preceding
analysis but should remove some of the effects of i0
seismometer gain variations. As a practical mat- 0
ter, the results of several runs with W,= 1.0 were z
compared with those given with W, modified and E
no significant differences were noted. It is worth
noting that with W, given by equation (57) the
E 4.0
largest possible value of&k,, k,J) is unity, and it
is achieved if the noise is a single plane wave.
j(k,, k,, /) can be interpreted as the percent of 3 1
seismic noise at frequency f which would be
passed by a beam steered to the velocity given by
equation (3).
If the W, are constrained by equation (57), PIG. 51,. Instrument characteristics-long-period.
32 Lacoss et al

wavenumber analysis program at two frequencies.

Let us first consider the contour map at 0.2 Hz.
That plot of &k,, k,, 0.2) indicates that signifi-
cant power would come through a beam steered to
receive signals coming from the northeast with a
velocity of about 3.5 km/set. A circle has been
drawn to indicate the location of all points corre-
sponding to a phase velocity of 3.5 km/set. At
0.3 Hz the low velocity noise from the northeast is
still evident as well as some higher velocity noise
which is indicated by the contour nearer the
center of the plot.
The noise peak with a phase velocity of 3.5
km/set at f=O.2 Hz corresponds to surface
waves. Figure 8 shows dispersion curves for the
fundamental and the two higher modes of Ray-
leigh waves. The structure used is that listed by
Pakiser and Steinhart (1964) and is given in
Table 1. From these dispersion curves it is clear
that this noise peak corresponds to the first or
FIG. 6. Typical short-period power spectral densities.
second higher Rayleigh wave mode rather than
the fundamental.
for short-period data was either 0.1 Hz or 0.05 At higher frequencies, microseismic noise peaks
Hz, and for long-period data it was 0.01 Hz or which correspond to teleseismic body waves have
0.005 Hz. The number of short-period instru- been observed. Figure 9 shows the velocity struc-
ments used on a typical run was 28 or 36. Long- ture of a noise sample at 0.3, 0.4, 0.5, and 0.6
period runs used from 9 to 15 instruments.
The analysis of short-period data has been in 0-
the frequency range from 0.2 Hz to 1.0 Hz. Figure
6 shows typical noise spectra as seen through the
short-period vertical instruments. The greatest
noise power exists at about 0.2 to 0.3 Hz. The HIGHER MODES
power level is somewhat variable with higher
levels occurring during winter months. In general
it has been only in the frequency band below 1.0
Hz, where the power level is highest, that inter-
pretable velocity structures have been consis-
tently obtained.
Figure 7 shows the output of the frequency-

N N 3-


3 2 4 6 6

FIG. 7. Estimated wavenumberstructure of December
2, 1965short-periodnoisesampleat 0.2 Hz and 0.3 Hz. FIG. 8. Theoretical dispersioncurvesfor LAS.4
Seismic Noise Structure from Arrays 33

Hz. The locus of points corresponding to a hori- Table 1. LASA crustal model
zontal phase velocity of 13.5 km/set has been
drawn on each of the plots. The presence of noise thickness P-velocity S-velocity Density
propagating at about that phase velocity from 01(km/set) (3 (km/set) p (gm/cm3)
D (km)
two different directions is clearly indicated by the
0.5 2.0 1.15 2.1
contours of the plots. This high-velocity noise 2.5 3.7 2.10
corresponds to teleseismic P-wave energy. From 19.0 6.1 3.55 ::;t
15.0 7.0 3.90 3.0
the phase velocities and directions given in Figure
13.0 7.6 4.35 3.3
9 it is possible to determine the source areas by 30.0 4.50 3.45
projecting the rays. This has been done for the 20.0 KL 4.54 3.47
60.0 s:os 4.45 3.40
above case and the source regions shown in ‘Ml.0 8.10 4.55 3.49
Figure 10. Both areas are in the oceans, and a 50.0 8.15 4.60 3.50
check of surface weather maps showed atmo- 50.0 8.20 4.65 3.55
m 8.30 4.70 3.60
spheric low pressure systems located at these posi-
tions. This indicates, that at least for this case, P-
wave noise was generated by the coupling of
energy from the atmosphere to the ocean and corresponding to phase velocity of 8 km/set has
then to the crust. been drawn to indicate the clear velocity separa-
Noise structure plots similar to those on Figures tion of the data.
7 and 9 have been obtained for several different In general, more low velocity noise seems to
days and for each tenth of a Hz up to 1 Hz. Figure come from the east than from the west. Kate in
11 shows one way of recording the occurrence of particular the large number of peaks recorded at
noise peaks corresponding to propagation from low velocities for 0.2, 0.3, and 0.4 Hz. Figure 12
the two eastern quadrants. The magnitudes of the shows a similar plot obtained for the western two
wavenumbers for any peaks corresponding to quadrants by using the same noise samples. Again
propagation from the east were computed and the separation into two velocity ranges is clear.
plotted versus frequency on the figure. A line Also, the plot indicates fewer occurrences of low

(al f = 0.3 cps fbl f = 0.4 cps

(cl f = 0.5 cps fd) f=0.6cps

FIG. 9. Estimated wavenumber structure of December 2, 1965 short-period
noise sample at 0.3, 0.4, 0.5, and 0.6 Hz.
34 Lacoss et al


75 ~



., --





FIG. 10. Projection of P-wave raypaths for December 2, 1965 short-period high-velocity noise.

velocity noise from the west than from the east. The directional preference of the low velocity
Xlthough the figure does not show it, it was also noise at relatively high frequencies is probably
true that peaks for noise from the east contained due to the crustal structure rather than to the
more power than those from the west. source of the noise. The crustal structure to the

IO- .

0 0 0

-I -I 004 0.06




014 .
0 002 004 006
008 010 012
(cycles /km)

FIG. 11. Cumulative frequency-wavenumber plot FIG. 12. Cumulative frequency-wavenumber plot
of microseismic power arriving from the east. of microseismic power arriving from the nest.
Seismic Noise Structure from Arrays 35

west of LAS.1 seems to act as a filter to reject f = 0.065 Hz

surface wave noise at frequencies higher than
0.2 Hz. Analysis of longer period noise has indi-
cated that the filter is frequency selective since
the longer period noise does not show a preference
for the eastern quadrants.
The frequency-wavenumber structure of long-
period microseisms has been investigated in the
frequency band from 0.03 Hz to 0.15 Hz. Figure
13 shows typical spectra, uncompensated for in-
strument response. The exact location and size of
the peaks at about 0.06 Hz and 0.12 Hz is highly
variable. Although some spatial organization has
been detected at all frequencies above 0.03 Hz, it
has generally been true that the most highly or- ’ 0 0.02
ganized noise is at the frequencies where single- c/km
channel spectra are peaked.
I:IG. 14. Estimated \~avenumber structure of Decem-
Figure 11 is a typical contour map of p(k,, k,, ber 29,1966long-period vertical noise sample at 0.065 Hz.
0.065) which has been obtained by the use of long-
period vertical instruments. It can be seen that eter site to obtain traces representing noise
there is a source of surface wave noise to the radial and transverse to the noise direction estab-
northwest of LASA. The degree of organization of lished above. A frequency-wavenumber analysis
the noise is not unusual. The data does not corre- was then completed for these components. The
spond to any particularly strong microseismic apparent noise direction was approximately the
storm. The array used to get the plot is shown in same for all components. Organized noise peaks
Figure 15. It consisted of all operational instru- have been recorded on Figure 16. The vertical and
ments which were available at the time radial component peaks are almost indistinguish-
The long-period noise on December 29, 1966 is a able. The peaks observed on transverse com-
good example of microseisms which contain Love ponents correspond systematically to higher
as well as Rayleigh waves. This assertion has velocity. This observation is consistent with the
been checked as follows: First a rotation was organized noise being a mixture of fundamental
applied to the horizontal data at each seismom- Rayleigh and Love waves. Toksoz and Lacoss

. .
. .
l .


24 NOV 66

kp 200 km ~4
frequency (Hz)
FIG. 15. One long-period vertical array used for
E‘IG. 1.3. Typical long-periodpower spectraldensities. noisestudies.
36 Lacoss et al

case of FDBM the variance expression reduces to

l/M times the square of the expected value of
?(k,, k,,f), where M is the stability of the power
spectral density estimate used to compute 3 and
is equal to the number of blocks of data used to
compute those estimates. The stability of the
COMPUTED FDBM is determined completely by M.
The expressions for the mean, variance, and
MODES stability of j(k,, k,,f) were obtained by assuming
---- LOVE that the direct segment method is used to esti-
- RAYLEIGH mate Pmn(f) and that the asymptotic properties
E 0.05 of those estimates are in force. The special case
USING NOISE of a random plane wave has been analyzed to
indicate how the actual bias in pmn(,f) will be
RAYLEIGH directly proportional to moveout and inversely
A TRANSVERSE LOVE proportional to the block length.
Suppose that some other method, Fourier
transformation of the sampled correlation func-
0.0 1 0.03 0.05 007
tions for example, were used to estimate the
P,%(f). Such alternative estimators tend to have
FIG. 16. Frequency-wavenumber structure of the ver-
asymptotic properties qualitatively similar to the
tical, radial, and transverse components of the highly
directional December 29, 1966 long-period noise. direct segment estimators. Thus, although we
have not explicitly demonstrated the fact, it is
(1968) have previously concluded the same using probably true that the mean and variance of P
a somewhat different method. obtained using such alternative estimators would
Some computed dispersion curves for funda- be similar to those obtained in this paper. For
mental Love and Rayleigh modes are also shown example, the stability-for FDBM would probably
in Figure 16. The structure given in Table 1 was still be that of the P,,(j). Computational con-
used for the calculations. No attempt has been siderations do however mitigate against using
made to modify the structure to match the noise these indirect estimates of P,,(f) rather than the
data. The structure is a reasonably representative direct segment method.
structure which does not take into account the A very simple special case has been cited to
lateral inhomogeneities beneath LASA. indicate the extent to which stability can differ
A number of other long-period noise samples from M. Two estimators of P(k,, k,,f) which have
have been analyzed. The angular extent, number, the same window function and use the same
and intensity of noise sources is quite variable as amount of data were considered. The estimator
is the amount of recognizable Love wave com- which uses no more seismometers than necessary
ponent. However, the organized, long-period to give the same window function has a variance
microseisms always appear to be composed of which is a factor of 3.96 larger than the FDBM
fundamental mode, surface wave modes. Also the estimator.
direction of approach tends to be from the two The mode structure of long- and short-period
northern quadrants although noise from other noise recorded at LASA has been investigated. At
directions is occasionally observed. frequencies greater than 0.3 Hz most organized
noise consists of compressional body waves which
seem to originate beneath large storms at sea. In
The statistical properties of the estimator of the band from 0.2 to 0.3 Hz both body waves and
P(k,, k,,f), defined by equation (lo), have been higher mode Rayleigh waves have been detected.
derived. The expected value of &k,, k,, f) is The Rayleigh modes tend to be the dominant
equal to the two-dimensional convolution of organized noise in that band. At frequencies less
P(k,, k,, f) with the window function defined by than 0.15 Hz the organized microseisms recorded
equation (29). In general the variance of P(k,, by vertical instruments are composed primarily of
k,, j) is given by equation (47). In the special fundamental mode Rayleigh waves. Frequency-
Seismic Noise Structure from Arrays 37

wavenumber analysis of horizontal components Blackman,R. B., and Tukey, J. W., 1958,The measure-
ment of power spectra from the pomt of view of
has demonstrated that appreciable amounts of communicationsengineering:Bell System Technical
fundamental Love wave energy are also present Journal, v. 38.
at these low frequencies. These results constitute Burg, J. P., 1964, Three-dimensionalfiltering with an
array of seismometers:Geophysics,v. 29, p. 693-713.
very comprehensive data about the mode struc- Capon, J., Greenfield,R. J., and Kolker, R. J., 1967,
ture and composition of the microseisms. They Multidimensional maximum-likelihoodnrocessineof
a Large Aperture SeismicArray: Proc.‘I.E.E.E, ;I
cover a very broad frequency range from 0.04 Hz 55. D. 192-211.
to 0.6 Hz. Capon, J., Greenfield, R. J.,. and Lacoss,R. T., 1967,
In this paper we did not discuss the mechanism Long-periodsignalprocessingresultsfor Large Aper-
ture Seismic Array: M. I. T., Lincoln Laboratory
of generation of microseisms. Our results indicate Technical Note 1967-50.
that the sources of body wave components of Cooley, J. W., and Tukey, J. W., 1965, An algorithm
microseismic noise originated at sea and are asso- for the machinecalculationof complex1:ourierseries:
Math. of Comp., v. 19, p. 297-301.
ciated with storms. We could find no evidence of Douze, E. J., 1967, Short-period seismic noise: Bull.
prominent noise peaks associated with tectonic S. S. A., v. 57, p. 55-81.
Haubrich, R. A., 1966, Semiannual technical summary
regions. Thus the contribution of creep and other -Study of earth notse on land and sea bottom: Uni-
tectonic activities to the microseismic field on a versity of California, Institute of Geophysics and
continuous basis seems to be small, if any. The Planetary Physics, La Jolla, February 11.
- 1967, Array design, semiannual technical sum-
presence of Love wave energy in the long-period mary-study of earth noise on land and sea bottom:
microseisms cannot be explained in terms of University of California, Institute of Geophysics and
conventional hypotheses based on pressure Planetary Physics, La Jolla, July 1.
Jones, R. H., 1965, A re-appraisal of the periodogram
fluctuations at ocean bottom. If we accept the in spectral analysis: Technometrics, v. 7, p. 531-542.
oceanic origin, the Love waves must be produced Pakiser, L. C.., and Steinhart, J. S., 1964, Explosion
seismology m the Western Hemisphere: Research in
by shear forces at the ocean bottom or by Ray-
Geophysics, v. 2, Cambridge, M. I. T. Press, p. 123-
leigh to Love wave conversion due to strong crus- -_-.

tal irregularities along the propagation path. Toksoz, M. N., and Lacoss, R. T., 1968, Microseism:
Mode structure and sources: Science, v. 159, p. 872-
One point about the above results should be 873.
clarified. They apply to LASA and probably to Vinnik, L. P., 1965, The structure of 4-6 second micro-
the interior regions of the continents. At coastal seisms: Dokladi Academia Nauk. v. 162.~. 1041-1044.
1967, Structure of microseismsf LPapers pre-
regions and near great lakes, fundamental mode sented at the Ninth Assembly of the European Seis-
Rayleigh waves may be present at higher fre- mological Commission, August 1966, H. Jensen, Ed.,
quencies, provided they can be generated nearby.
Wild, J. P., 1961, Circular aerial arrays for radio astron-
omy: Proc. Roy. Sot. A (GB), v. 262, June, p. 84.

We are grateful to J. Capon for his assistance

with statistical matters, to R. J. Greenfield for his
suggestions and help in the analysis of long-period P&, k,, f) : frequency-wavenumber power
noise, to L. Fleck for programming assistance, spectral density,
and to D. G. Harkrider for his assistance in dis- &z, k,, f) : estimate of P(k,, k,, f)
persion calculations. This work was partially sup- kz, k,: components of wavenumber,
ported by the Advanced Research Projects f: frequency,
Agency and monitored by the Air Force Office of R(Pz, PY, 7): space-time correlation function,
Scientific Research under Contract No. AF F(Pz, PY,f) : Fourier transform of R(p,, pzl,r),
49(638)-1632. The Lincoln Laboratory is operated Pz, p?4: components of spatial lag,
with support from the U. S. Advanced Research 7, 7,: time lag,
Projects Agency. E: expected value operator,
d(.y, Y, 0: noise field in space and time
X, y; .r,, ym: spatial coordinates,
Binder,’ F. H., 1967, Large-array signal and noise t: time
analysis, Special scientific report No. 12-.4nalysis 0 0
of long-periodnoise:Texas Instruments Special Re- vz, v,; %, vy: components of phase velocity
port No. 12. b(r:, v,, 0: array beam steered to (vz, q,),
__ and Burg, J. P., 1966,Wavenumberanalysisof
wvz, %, r): autocorrelation function of
_ long-n$se
.._ sample: Texas Instruments Special
Report luo. II. b(rz, %, 0,
38 Lacoss et al

power spectral density of &j(f): weighted Fourier transform of

b(vz, VU, 1) the jth block of data from
estimate of 6(v,, v,, f), seismometer m,
signal from mth seismometer, A: time between samples of data,
number of seismometers, N: number of data samples used to
number of blocks used to esti- compute Smj(_/),
mate power spectra, 71: weights used to get &J(f),
Rm,(7): crosscorrelation function be- cov (Y1,r*): E(r& - (Erl)(Er2), where n, r?
tween seismometers m and PZ, are any real random variables,
Pm%(f): crosspower spectral density be- Im, Re: denote imaginary and real part
tween seismometers m and n, of a complex number,
a/) : Pmn(f) if m=n, time delay in samples,
(j) : estimate of P,,(f), expected value of 6’ (t),
: E jm,, 0, Dirac delta function,
h: frequency window function of impulse function defined in
Ij,Lf), terms of the W,, and seis-
mometer locations,
real and imaginary parts of W&, kg): wavenumber window function,
PTlIl(f); Enn(f)l, 6% k,, /I: variance of P(k,, k,, f),
Gm, 4wrr: expected value of &,, Gmn, Gnd f) : E :~~,, (f)u,*,Cf): -P,.(f)P~~(r),
wm,: weights applied to j,,,,(f) when r: stability measured by [EP]*/u2,
computing F(k,, k,, .f), t/, L EL/: dummy integration variables.