Automatic Autocorrelation and Spectral Analysis - Couverture souple

Broersen, Petrus M.T.

 
9781849965811: Automatic Autocorrelation and Spectral Analysis

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Piet M.T. Broersen received the Ph.D. degree in 1976, from the Delft University of Technology in the Netherlands.

He is currently with the Department of Multi-scale Physics at TU Delft. His main research interest is in automatic identification on statistical grounds. He has developed a practical solution for the spectral and autocorrelation analysis of stochastic data by the automatic selection of a suitable order and type for a time series model of the data.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9781846283284: Automatic Autocorrelation And Spectral Analysis

Edition présentée

ISBN 10 :  1846283280 ISBN 13 :  9781846283284
Editeur : Springer London Ltd, 2006
Couverture rigide