Digital spectral analysis

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

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

Introduction -- Review of linear systems and transform theory -- Review of matrix algebra -- Review of random process theory -- Classical spectral estimation -- Parametric models of random processes -- Autoregressive process and spectrum properties -- Autoregressive spectral estimation: block data algorithms -- Autoregressive spectral estimation: sequential data algorithms -- Autoregressive moving average spectral estimation -- Prony's method -- Minimum variance spectral estimation -- Eigenanalysis-based frequency estimation -- Summary of spectral estimators -- Multichannel spectral estimation -- Two-dimensional spectral estimation