strange sound

I am getting a strange sound from my speakers when I power down my system. I shut everything down (amp, preamp and source) and about 15-20 seconds after that, a sound starts high in pitch and slowly drops in pitch (kind of like a bomb falling from the sky in cartoons) until it stops about 15-20 seconds later. It happens every time I power down. I have no other strange sounds or problems at any time during power up or during listening.

Does anyone know what could be causing this?

Thanks for any insight.