UID:
almahu_9948026505602882
Format:
1 online resource (755 p.)
ISBN:
1-281-07687-2
,
9786611076870
,
0-08-050787-5
Series Statement:
Signal processing and its applications
Content:
The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.
Note:
Description based upon print version of record.
,
Front Cover; A Handbook of Time-Series Analysis, Signal Processing and Dynamics; Copyright Page; Contents; Preface; Part I: Introduction; Chapter 1. The Methods of Time-Series Analysis; Part II: Polynomial Methods; Chapter 2. Elements of Polynomial Algebra; Chapter 3. Rational Functions and Complex Analysis; Chapter 4. Polynomial Computations; Chapter 5. Difference Equations and Differential Equations; Chapter 6. Vector Difference Equations and State-Space Models; Part III: Least-Squares Methods; Chapter 7. Matrix Computations; Chapter 8. Classical Regression Analysis
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Chapter 9. Recursive Least-Squares EstimationChapter 10. Estimation of Polynomial Trends; Chapter 11. Smoothing with Cubic Splines; Chapter 12. Unconstrained Optimisation; Part IV: Fourier Methods; Chapter 13. Fourier Series and Fourier Integrals; Chapter 14. The Discrete Fourier Transform; Chapter 15. The Fast Fourier Transform; Part V: Time-Series Models; Chapter 16. Linear Filters; Chapter 17. Autoregressive and Moving-Average Processes; Chapter 18. Time-Series Analysis in the Frequency Domain; Chapter 19. Prediction and Signal Extraction; Part VI: Time-Series Estimation
,
Chapter 20. Estimation of the Mean and the AutocovariancesChapter 21. Least-Squares Methods of ARMA Estimation; Chapter 22. Maximum-Likelihood Methods of ARMA Estimation; Chapter 23. Nonparametric Estimation of the Spectral Density Function; Index
,
Includes compact optical disc in pocket attached to inside back cover.
,
English
Additional Edition:
ISBN 0-12-560990-6
Language:
English
