Principal component transforms of triaxial recordings by singular value decomposition

Polarization analysis can be achieved efficiently by treating a time window of a single‐station triaxial recording as a matrix and doing a singular value decomposition (SVD) of this seismic data matrix. SVD of the triaxial data matrix produces an eigenanalysis of the data covariance (cross‐energy) matrix and a rotation of the data onto the directions given by the eigenanalysis (Karhunen‐Loeve transform), all in one step. SVD provides a complete principal components analysis of the data in the analysis time window. Selection of this time window is crucial to the success of the analysis and is governed by three considerations: the window should contain only one arrival; the window should be such that the signal‐to‐noise ratio is maximized; and the window should be long enough to be able to discriminate random noise from signal. The SVD analysis provides estimates of signal, signal polarization directions, and noise. An F‐test is proposed which gives the confidence level for the hypothesis of rectilinear pol...