ENGLISH

Automatic Autocorrelation and Spectral Analysis

By Petrus M.T. Broersen

Book information

Publisher
Springer
Year
2006
ISBN
1846283280, 9781846283284
Open Library ID
OL8962555M
Language
english
Format
PDF
Filesize
3 MB (2879659 bytes)
Edition
1st Edition.
Pages
298\300
Library
Kolxo3
Time added
2009-08-06 07:02:15
Математика;Теория вероятностей и математическая ст

Description

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.

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