ENGLISH

Automatic Autocorrelation and Spectral Analysis

By Petrus M.T. Broersen

Book information

Publisher
Springer
Year
2006
ISBN
1846283280, 9781846283284
Google Books ID
FlDlJNjKEeIC
Open Library ID
OL8962555M
Language
english
Format
PDF
Filesize
3 MB (2654061 bytes)
Edition
1st Edition.
Pages
312\312
Orientation
yes
Scanned
no
Time added
2011-08-31 04:54:40

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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