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Introduction to spectral analysis. (English) Zbl 1051.62522
Upper Saddle River, NJ: Prentice Hall (ISBN 0-13-258419-0). 319 p. (1997).
Publisher’s description: This text 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 methods 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.

MSC:
62M15 Inference from stochastic processes and spectral analysis
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62B10 Statistical aspects of information-theoretic topics
Software:
Matlab
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