Spectral Analysis

Author : Yanwei Wang,Jian Li,Petre Stoica
Publisher : Springer Nature
Page : 99 pages
File Size : 53,5 Mb
Release : 2022-05-31
Category : Technology & Engineering
ISBN : 9783031025259

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Spectral Analysis of Signals by Yanwei Wang,Jian Li,Petre Stoica Pdf

Spectral estimation is important in many fields including astronomy, meteorology, seismology, communications, economics, speech analysis, medical imaging, radar, sonar, and underwater acoustics. Most existing spectral estimation algorithms are devised for uniformly sampled complete-data sequences. However, the spectral estimation for data sequences with missing samples is also important in many applications ranging from astronomical time series analysis to synthetic aperture radar imaging with angular diversity. For spectral estimation in the missing-data case, the challenge is how to extend the existing spectral estimation techniques to deal with these missing-data samples. Recently, nonparametric adaptive filtering based techniques have been developed successfully for various missing-data problems. Collectively, these algorithms provide a comprehensive toolset for the missing-data problem based exclusively on the nonparametric adaptive filter-bank approaches, which are robust and accurate, and can provide high resolution and low sidelobes. In this book, we present these algorithms for both one-dimensional and two-dimensional spectral estimation problems.

Author : Petre Stoica,Randolph L. Moses
Publisher : Pearson Education
Page : 358 pages
File Size : 40,7 Mb
Release : 1997
Category : Mathematics
ISBN : UOM:39015049346268

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Introduction to Spectral Analysis by Petre Stoica,Randolph L. Moses Pdf

This book presents an introduction to spectral analysis that is designed for either course use or self-study. Clear and concise in approach, it develops a firm understanding of tools and techniques as well as a solid background for performing research. Topics covered include nonparametric spectrum analysis (both periodogram-based approaches and filter- bank approaches), parametric spectral analysis using rational spectral models (AR, MA, and ARMA models), parametric method for line spectra, and spatial (array) signal processing. Analytical and Matlab-based computer exercises are included to develop both analytical skills and hands-on experience.

Author : Gwilym M. Jenkins,Donald G. Watts
Publisher : Emerson Adams PressInc
Page : 525 pages
File Size : 50,5 Mb
Release : 1968
Category : Science
ISBN : 1892803038

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Spectral Analysis and Its Applications by Gwilym M. Jenkins,Donald G. Watts Pdf

Author : Donald B. Percival,Andrew T. Walden
Publisher : Cambridge University Press
Page : 616 pages
File Size : 46,6 Mb
Release : 1993-06-03
Category : Mathematics
ISBN : 0521435412

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Spectral Analysis for Physical Applications by Donald B. Percival,Andrew T. Walden Pdf

This book is an up-to-date introduction to univariate spectral analysis at the graduate level, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. Spectral analysis finds extensive application in the analysis of data arising in many of the physical sciences, ranging from electrical engineering and physics to geophysics and oceanography. A valuable feature of the text is that many examples are given showing the application of spectral analysis to real data sets. Special emphasis is placed on the multitaper technique, because of its practical success in handling spectra with intricate structure, and its power to handle data with or without spectral lines. The text contains a large number of exercises, together with an extensive bibliography.

Author : Burkhard Buttkus
Publisher : Springer Science & Business Media
Page : 665 pages
File Size : 48,9 Mb
Release : 2012-12-06
Category : Science
ISBN : 9783642570162

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Spectral Analysis and Filter Theory in Applied Geophysics by Burkhard Buttkus Pdf

This state-of-the-art survey serves as a complete overview of the subject. Besides the principles and theoretical foundations, emphasis is laid on practical applicability -- describing not only classical methods, but also modern developments and their applications. Students, researchers and practitioners, especially in the fields of data registration, treatment and evaluation, will find this a wealth of information.

Author : Silvia Maria Alessio
Publisher : Springer
Page : 900 pages
File Size : 44,8 Mb
Release : 2015-12-09
Category : Technology & Engineering
ISBN : 9783319254685

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Digital Signal Processing and Spectral Analysis for Scientists by Silvia Maria Alessio Pdf

This book covers the basics of processing and spectral analysis of monovariate discrete-time signals. The approach is practical, the aim being to acquaint the reader with the indications for and drawbacks of the various methods and to highlight possible misuses. The book is rich in original ideas, visualized in new and illuminating ways, and is structured so that parts can be skipped without loss of continuity. Many examples are included, based on synthetic data and real measurements from the fields of physics, biology, medicine, macroeconomics etc., and a complete set of MATLAB exercises requiring no previous experience of programming is provided. Prior advanced mathematical skills are not needed in order to understand the contents: a good command of basic mathematical analysis is sufficient. Where more advanced mathematical tools are necessary, they are included in an Appendix and presented in an easy-to-follow way. With this book, digital signal processing leaves the domain of engineering to address the needs of scientists and scholars in traditionally less quantitative disciplines, now facing increasing amounts of data.

Author : Zhidong Bai,Jack W. Silverstein
Publisher : Springer Science & Business Media
Page : 560 pages
File Size : 44,7 Mb
Release : 2009-12-10
Category : Mathematics
ISBN : 9781441906618

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Spectral Analysis of Large Dimensional Random Matrices by Zhidong Bai,Jack W. Silverstein Pdf

The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random matrices. The core of the book focuses on results established under moment conditions on random variables using probabilistic methods, and is thus easily applicable to statistics and other areas of science. The book introduces fundamental results, most of them investigated by the authors, such as the semicircular law of Wigner matrices, the Marcenko-Pastur law, the limiting spectral distribution of the multivariate F matrix, limits of extreme eigenvalues, spectrum separation theorems, convergence rates of empirical distributions, central limit theorems of linear spectral statistics, and the partial solution of the famous circular law. While deriving the main results, the book simultaneously emphasizes the ideas and methodologies of the fundamental mathematical tools, among them being: truncation techniques, matrix identities, moment convergence theorems, and the Stieltjes transform. Its treatment is especially fitting to the needs of mathematics and statistics graduate students and beginning researchers, having a basic knowledge of matrix theory and an understanding of probability theory at the graduate level, who desire to learn the concepts and tools in solving problems in this area. It can also serve as a detailed handbook on results of large dimensional random matrices for practical users. This second edition includes two additional chapters, one on the authors' results on the limiting behavior of eigenvectors of sample covariance matrices, another on applications to wireless communications and finance. While attempting to bring this edition up-to-date on recent work, it also provides summaries of other areas which are typically considered part of the general field of random matrix theory.

Author : S. Lawrence Marple, Jr.
Publisher : Courier Dover Publications
Page : 435 pages
File Size : 50,6 Mb
Release : 2019-03-20
Category : Technology & Engineering
ISBN : 9780486780528

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Digital Spectral Analysis by S. Lawrence Marple, Jr. Pdf

Digital Spectral Analysis offers a broad perspective of spectral estimation techniques and their implementation. Coverage includes spectral estimation of discrete-time or discrete-space sequences derived by sampling continuous-time or continuous-space signals. The treatment emphasizes the behavior of each spectral estimator for short data records and provides over 40 techniques described and available as implemented MATLAB functions. In addition to summarizing classical spectral estimation, this text provides theoretical background and review material in linear systems, Fourier transforms, matrix algebra, random processes, and statistics. Topics include Prony's method, parametric methods, the minimum variance method, eigenanalysis-based estimators, multichannel methods, and two-dimensional methods. Suitable for advanced undergraduates and graduate students of electrical engineering — and for scientific use in the signal processing application community outside of universities — the treatment's prerequisites include some knowledge of discrete-time linear system and transform theory, introductory probability and statistics, and linear algebra. 1987 edition.

Author : Olaf Post
Publisher : Springer Science & Business Media
Page : 444 pages
File Size : 46,6 Mb
Release : 2012-01-06
Category : Mathematics
ISBN : 9783642238390

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Spectral Analysis on Graph-like Spaces by Olaf Post Pdf

Small-radius tubular structures have attracted considerable attention in the last few years, and are frequently used in different areas such as Mathematical Physics, Spectral Geometry and Global Analysis. In this monograph, we analyse Laplace-like operators on thin tubular structures ("graph-like spaces''), and their natural limits on metric graphs. In particular, we explore norm resolvent convergence, convergence of the spectra and resonances. Since the underlying spaces in the thin radius limit change, and become singular in the limit, we develop new tools such as norm convergence of operators acting in different Hilbert spaces, an extension of the concept of boundary triples to partial differential operators, and an abstract definition of resonances via boundary triples. These tools are formulated in an abstract framework, independent of the original problem of graph-like spaces, so that they can be applied in many other situations where the spaces are perturbed.

Author : Piet M. T. Broersen
Publisher : Springer Science & Business Media
Page : 301 pages
File Size : 45,9 Mb
Release : 2006-04-20
Category : Computers
ISBN : 9781846283284

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Automatic Autocorrelation and Spectral Analysis by Piet M. T. Broersen Pdf

Spectral analysis requires subjective decisions which influence the final estimate and mean that different analysts can obtain different results from the same stationary stochastic observations. Statistical signal processing can overcome this difficulty, producing a unique solution for any set of observations but that is only acceptable if it is close to the best attainable accuracy for most types of stationary data. This book describes a method which fulfils the above near-optimal-solution criterion, taking advantage of greater computing power and robust algorithms to produce enough candidate models to be sure of providing a suitable candidate for given data.

Author : Grant Hearn,Andrew Metcalfe
Publisher : Butterworth-Heinemann
Page : 320 pages
File Size : 41,7 Mb
Release : 1995-08-17
Category : Science
ISBN : 9780080541556

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Spectral Analysis in Engineering by Grant Hearn,Andrew Metcalfe Pdf

This text provides a thorough explanation of the underlying principles of spectral analysis and the full range of estimation techniques used in engineering. The applications of these techniques are demonstrated in numerous case studies, illustrating the approach required and the compromises to be made when solving real engineering problems. The principles outlined in these case studies are applicable over the full range of engineering disciplines and all the reader requires is an understanding of elementary calculus and basic statistics. The realistic approach and comprehensive nature of this text will provide undergraduate engineers and physicists of all disciplines with an invaluable introduction to the subject and the detailed case studies will interest the experienced professional. No more than a knowledge of elementary calculus, and basic statistics and probability is needed Accessible to undergraduates at any stage of their courses Easy and clear to follow

Author : L. H. Koopmans
Publisher : Academic Press
Page : 383 pages
File Size : 52,7 Mb
Release : 2014-05-12
Category : Mathematics
ISBN : 9781483218540

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The Spectral Analysis of Time Series by L. H. Koopmans Pdf

The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of time series. The central feature of all models is the existence of a spectrum by which the time series is decomposed into a linear combination of sines and cosines. The investigator can used Fourier decompositions or other kinds of spectrals in time series analysis. The text explains the Wiener theory of spectral analysis, the spectral representation for weakly stationary stochastic processes, and the real spectral representation. The book also discusses sampling, aliasing, discrete-time models, linear filters that have general properties with applications to continuous-time processes, and the applications of multivariate spectral models. The text describes finite parameter models, the distribution theory of spectral estimates with applications to statistical inference, as well as sampling properties of spectral estimates, experimental design, and spectral computations. The book is intended either as a textbook or for individual reading for one-semester or two-quarter course for students of time series analysis users. It is also suitable for mathematicians or professors of calculus, statistics, and advanced mathematics.

Author : A. Preumont
Publisher : Springer Science & Business Media
Page : 283 pages
File Size : 40,5 Mb
Release : 2013-06-29
Category : Mathematics
ISBN : 9789401728409

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Random Vibration and Spectral Analysis/Vibrations aléatoires et analyse spectral by A. Preumont Pdf

I became interested in Random Vibration during the preparation of my PhD dissertation, which was concerned with the seismic response of nuclear reactor cores. I was initiated into this field through the cla.ssical books by Y.K.Lin, S.H.Crandall and a few others. After the completion of my PhD, in 1981, my supervisor M.Gera.din encouraged me to prepare a course in Random Vibration for fourth and fifth year students in Aeronautics, at the University of Liege. There was at the time very little material available in French on that subject. A first draft was produced during 1983 and 1984 and revised in 1986. These notes were published by the Presses Poly techniques et Universitaires Romandes (Lausanne, Suisse) in 1990. When Kluwer decided to publish an English translation ofthe book in 1992, I had to choose between letting Kluwer translate the French text in-extenso or doing it myself, which would allow me to carry out a sustantial revision of the book. I took the second option and decided to rewrite or delete some of the original text and include new material, based on my personal experience, or reflecting recent technical advances. Chapter 6, devoted to the response of multi degree offreedom structures, has been completely rewritten, and Chapter 11 on random fatigue is entirely new. The computer programs which have been developed in parallel with these chapters have been incorporated in the general purpose finite element software SAMCEF, developed at the University of Liege.

Author : Nina Golyandina,Anatoly Zhigljavsky
Publisher : Springer Science & Business Media
Page : 126 pages
File Size : 42,8 Mb
Release : 2013-01-19
Category : Mathematics
ISBN : 9783642349133

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Singular Spectrum Analysis for Time Series by Nina Golyandina,Anatoly Zhigljavsky Pdf

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.

Author : S. Lawrence Marple, Jr.
Publisher : Courier Dover Publications
Page : 435 pages
File Size : 45,6 Mb
Release : 2019-03-20
Category : Technology & Engineering
ISBN : 9780486838861

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Digital Spectral Analysis by S. Lawrence Marple, Jr. Pdf

Designed to offer a broad perspective on spectral estimations techniques and their implementation, this text provides theoretical background and review material in linear systems, Fourier transforms, matrix algebra, random processes, and statistics. 1987 edition.