Spectral Analysis – Parametric and Non–Parametric Digital Methods
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Spectral Analysis – Parametric and Non–Parametric Digital Methods

Spectral Analysis – Parametric and Non–Parametric Digital Methods

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About the Book

This book deals with these parametric methods, first discussing those based on time series models, Capon's 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.

Table of Contents:
Preface. Specific Notations. Part 1: Tools for spectral analysis. Chapter 1. Fundamentals, Francis Castanie. 1.1 Classes of Signals. 1.2 Representations of Signals. 1.3 Spectral Analysis: Position of the Problem. 1.4 Bibliography. Chapter 2. Digital processing of signals, Eric Le Carpentier. 2.1 Introduction. 2.2 Transform Properties. 2.3 Windows. 2.4 Examples of Application. 2.5 Bibliography. Chapter 3. Estimation in spectral analysis, Olivier Besson and Andre Ferrari. 3.1 Introduction to Estimation. 3.2 Estimation of 1st and 2nd Order Moments. 3.3 Periodogram Analysis. 3.4 Analysis of Estimators based on c xx (m). 3.5 Conclusion. 3.6 Bibliography. Chapter 4. Time-series models, Francis Castanie. 4.1 Introduction. 4.2 Linear Models. 4.3 Exponential Models. 4.4 Non-linear Models. 4.5 Bibliography. Part 2: Non-parametric methods. Chapter 5. Non-parametric methods, Eric Le Carpentier. 5.1 Introduction. 5.2 Estimation of the Power Spectral Density. 5.3 Generalization to Higher Order Spectra. 5.4 Bibliography. Part 3: Parametric methods. Chapter 6. Modeling of stationary time series, Corinne Mailhes and Francis Castanie. 6.1 Parametric Models. 6.2 Estimation of Model Parameters. 6.3 Properties of Spectral Estimators Produced. 6.4 Bibliography. Chapter 7. Minimum variance, Nadine Martin. 7.1 Principle of the MV Method. 7.2 Properties of the MV Estimator. 7.3 Link with the Fourier estimators. 7.4 Link with a Maximum Likelihood Estimator. 7.5 Lagunas Methods: Normalized and Generalized MV. 7.6 The CAPNORM Estimotor. 7.7 Bibliography. Chapter 8. Sub-space based estimators, Sylvie Marcos. 8.1 Model, Concept of Subspace, Definition of High Resolution. 8.2 MUSIC. 8.3 Determination Criteria of the Number of Complex Sine Waves. 8.4 The MinNorm Method. 8.5 "Linear" Subspace Methods. 8.6 The ESPRIT Method. 8.7 Illustration of Subspace-based Methods Performance. 8.8 Adaptive Research of Subspaces. 8.9 Bibliography. Chapter 9. Spectral analysis of random non-stationary signals, Corinne Mailhes and Francis Castanie. 9.1 Evolution Spectra. 9.2 Non-parametric Spectral Estimation. 9.3 Parametric Spectral Estimation. 9.4 Bibliography. List of Authors. Index.


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Product Details
  • ISBN-13: 9780470612194
  • Publisher: John Wiley and Sons Ltd
  • Binding: Other digital
  • No of Pages: 264
  • ISBN-10: 0470612193
  • Publisher Date: 19 Jan 2010
  • Language: English


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