Spectral Analysis: Parametric and Non-Parametric Digital Methods [Hardcover]

This book deals with these parametric methods, first discussing those based on time series models, Capons method and its variants, and then estimators based on the notions of sub-spaces. However, the book also deals with the traditional analog methods, now called non-parametric methods, which are still the most widely used in practical spectral analysis.

Preface 9
Specific Notations 13

PART I. Tools and Spectral Analysis 15

Chapter 1. Fundamentals 17
Francis CASTANI?

1.1. Classes of signals 17
1.2. Representations of signals 23
1.3. Spectral analysis: position of the problem 33
1.4. Bibliography 35

Chapter 2. Digital Signal Processing 37
?ric LE CARPENTIER

2.1. Introduction 37
2.2. Transform properties 38
2.3. Windows 62
2.4. Examples of application 71
2.5. Bibliography 78

Chapter 3. Estimation in Spectral Analysis 79
Olivier BESSON and Andr? FERRARI

3.1. Introduction to estimation 79
3.2. Estimation of 1st and 2nd order moments 92
3.3. Periodogram analysis 97
3.4. Analysis of estimators based on cxx(m)
3.5. Conclusion 108
3.6. Bibliography 108

Chapter 4. Time-Series Models 111
Francis CASTANI?

4.1. Introduction 111
4.2. Linear models 113
4.3. Exponential models 123
4.4. Non-linear models 126
4.5. Bibliography 126

PART II. Non-Parametric Methods 129

Chapter 5. Non-Parametric Methods 131
?ric LE CARPló‡