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1. |
Record Nr. |
UNINA9910826862903321 |
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Titolo |
Spectral analysis : parametric and non-parametric digital methods / / edited by Francis Castanie |
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Pubbl/distr/stampa |
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London ; ; Newport Beach, CA, : ISTE Ltd., 2006 |
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ISBN |
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1-280-60344-5 |
9786610603442 |
1-84704-455-7 |
0-470-61219-3 |
0-470-39444-7 |
1-84704-555-3 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (264 p.) |
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Collana |
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Digital signal and image processing series |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Signal processing - Digital techniques |
Spectrum analysis - Statistical methods |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Spectral Analysis; Table of Contents; Preface; Specific Notations; PART I. Tools and Spectral Analysis; Chapter 1. Fundamentals; 1.1. Classes of signals; 1.1.1. Deterministic signals; 1.1.2. Random signals; 1.2. Representations of signals; 1.2.1. Representations of deterministic signals; 1.2.1.1. Complete representations; 1.2.1.2. Partial representations; 1.2.2. Representations of random signals; 1.2.2.1. General approach; 1.2.2.2. 2nd order representations; 1.2.2.3. Higher order representations; 1.3. Spectral analysis: position of the problem; 1.4. Bibliography |
Chapter 2. Digital Signal Processing2.1. Introduction; 2.2. Transform properties; 2.2.1. Some useful functions and series; 2.2.2. Fourier transform; 2.2.3. Fundamental properties; 2.2.4. Convolution sum; 2.2.5. Energy conservation (Parseval's theorem); 2.2.6. Other properties; 2.2.7. Examples; 2.2.8. Sampling; 2.2.9. Practical calculation, FFT; 2.3. Windows; 2.4. Examples of application; 2.4.1. LTI systems identification; 2.4.2. Monitoring spectral lines; 2.4.3. Spectral analysis of the coefficient of tide fluctuation; 2.5. Bibliography; Chapter |
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3. Estimation in Spectral Analysis |
3.1. Introduction to estimation3.1.1. Formalization of the problem; 3.1.2. Cramér-Rao bounds; 3.1.3. Sequence of estimators; 3.1.4. Maximum likelihood estimation; 3.2. Estimation of 1st and 2nd order moments; 3.3. Periodogram analysis; 3.4. Analysis of estimators based on cxx (m); 3.4.1. Estimation of parameters of an AR model; 3.4.2. Estimation of a noisy cisoid by MUSIC; 3.5. Conclusion; 3.6. Bibliography; Chapter 4. Time-Series Models; 4.1. Introduction; 4.2. Linear models; 4.2.1. Stationary linear models; 4.2.2. Properties; 4.2.2.1. Stationarity; 4.2.2.2. Moments and spectra |
4.2.2.3. Relation with Wold's decomposition4.2.3. Non-stationary linear models; 4.3. Exponential models; 4.3.1. Deterministic model; 4.3.2. Noisy deterministic model; 4.3.3. Models of random stationary signals; 4.4. Non-linear models; 4.5. Bibliography; PART II. Non-Parametric Methods; Chapter 5. Non-Parametric Methods; 5.1. Introduction; 5.2. Estimation of the power spectral density; 5.2.1. Filter bank method; 5.2.2. Periodogram method; 5.2.3. Periodogram variants; 5.3. Generalization to higher order spectra; 5.4. Bibliography; PART III. Parametric Methods |
Chapter 6. Spectral Analysis by Stationary Time Series Modeling6.1. Parametric models; 6.2. Estimation of model parameters; 6.2.1. Estimation of AR parameters; 6.2.2. Estimation of ARMA parameters; 6.2.3. Estimation of Prony parameters; 6.2.4. Order selection criteria; 6.3. Properties of spectral estimators produced; 6.4. Bibliography; Chapter 7. Minimum Variance; 7.1. Principle of the MV method; 7.2. Properties of the MV estimator; 7.2.1. Expressions of the MV filter; 7.2.2. Probability density of the MV estimator; 7.2.3. Frequency resolution of the MV estimator |
7.3. Link with the Fourier estimators |
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Sommario/riassunto |
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This book deals with these parametric methods, first discussing those based on time series models, Capon's method and its variants, and then estimators based on the notions of sub-spaces. However, the book also deals with the traditional "analog" methods, now called non-parametric methods, which are still the most widely used in practical spectral analysis. |
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2. |
Record Nr. |
UNINA9910219648203321 |
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Titolo |
Tydskrif vir studies in ekonomie en ekonometrie = : Journal for studies in economics and econometrics |
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Pubbl/distr/stampa |
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Stellenbosch : , : Buro vir Ekonomiese Ondersoek, , 1979- |
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[Boca Raton, FL] : , : Taylor & Francis |
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ISSN |
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Disciplina |
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Soggetti |
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Economics |
Econometrics |
Economic history |
Économie politique |
Économétrie |
Periodicals. |
South Africa Economic conditions Periodicals |
South Africa |
Afrique du Sud Conditions économiques Périodiques |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Periodico |
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Note generali |
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Refereed/Peer-reviewed |
Title from cover. |
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