ENGLISH

Lecture Notes In Statistics Bayesian Spectrum Analysis And Parameter Estimation

By G. Larry Bretthorst

Book information

Publisher
Springer
Year
1988
ISBN
9780387968711, 0-387-96871-7
LCC
QA279.5 .B74 1988
Open Library ID
OL2142417M
Language
english
Format
PDF
Filesize
1 MB (1377701 bytes)
Series
Lecture Notes in Statistics
Edition
1
Pages
220\220
Library
Springer
Time added
2009-08-06 07:02:15

Description

This book is primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, chemists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate-level study of physics should be able to follow the material contained in this book, though not without effort. In this work we apply probability theory to the problem of estimating parameters in rather general models. In particular when the model consists of a single stationary sinusoid we show that the direct application of probability theory will yield frequency estimates an order of magnitude better than a discrete Fourier transform in signal-to-noise of one. Latter, we generalize the problem and show that probability theory can separate two close frequencies long after the peaks in a discrete Fourier transform have merged.

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