Spectral analysis for physical applications : multitaper and conventional univariate techniques

Glossary of symbols 1. Introduction to spectral analysis 2. Stationary stochastic processes 3. Deterministic spectral analysis 4. Foundations for stochastic spectral theory 5. Linear time-invariant filters 6. Non-parametric spectral estimation 7. Multiple taper spectral estimation 8. Calculation of discrete prolate spheroidal sequences 9. Parametric spectral estimation 10. Harmonic analysis References Appendix: data and code via e-mail Index.

[1]  D. Thomson,et al.  Spectrum estimation and harmonic analysis , 1982, Proceedings of the IEEE.