Digital spectral analysis: with applications

This new book provides a broad perspective of spectral estimation techniques and their implementation. It concerned with spectral estimation of discretespace sequences derived by sampling continuousspace signals. Among its key features, the book: · Emphasizes the behavior of each spectral estimator for short data records. · Provides 35 computer programs, including fast algorithms. · Provides the theoretical background and review material in linear systems, Fourier transforms matrix algebra, random processes, and statics. · Summarizes classical spectral estimation as it is practiced today. · Covers Prony’s method, parametric methods, the minimum variance method, eigenanalysis-based estimators, multichannel methods, and twodimensional methods. · Includes problems. · Contains appendices that cover Sunspot Numbers, Complex Test Data, Temperature Data, and Program Conversion for Complex-to-Real Case. Of Special Interest A disk is included that has a double-sides 360kB format readable by any personal computer with an MS-DOS 2 or 3 operating system, such as the IBM XT or AT.