05419nam 22007334a 450 99621713790331620230829004816.01-280-60344-597866106034421-84704-455-70-470-61219-30-470-39444-71-84704-555-3(CKB)1000000000335566(EBL)700723(OCoLC)817918292(SSID)ssj0000249598(PQKBManifestationID)11923318(PQKBTitleCode)TC0000249598(PQKBWorkID)10227794(PQKB)10556097(MiAaPQ)EBC700723(MiAaPQ)EBC261402(MiAaPQ)EBC4036827(Au-PeEL)EBL700723(CaPaEBR)ebr10361190(CaONFJC)MIL60344(Au-PeEL)EBL261402(OCoLC)936815238(EXLCZ)99100000000033556620060414d2006 uy 0engur|n|---|||||txtccrSpectral analysis[electronic resource] parametric and non-parametric digital methods /edited by Francis CastaniéLondon ;Newport Beach, CA ISTE Ltd.20061 online resource (264 p.)Digital signal and image processing seriesDescription based upon print version of record.1-905209-05-3 Includes bibliographical references and index.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. BibliographyChapter 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 3. Estimation in Spectral Analysis3.1. 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 spectra4.2.2.3. 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 MethodsChapter 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 estimator7.3. Link with the Fourier estimatorsThis 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.Digital signal and image processing series.Signal processingDigital techniquesSpectrum analysisStatistical methodsSignal processingDigital techniques.Spectrum analysisStatistical methods.621.382/2Castanié Francis865318MiAaPQMiAaPQMiAaPQBOOK996217137903316Spectral analysis2098610UNISA