|
|
 |
| Авторизация |
|
|
|
| Поиск по указателям |
|
|
|
|
|
|
|
 |
|
|
|
| Percival D., Walden A. — Spectral Analysis for Physical Applications |
|
|
|
| Предметный указатель |
'Analytic' series 135 530 537
100% cosine taper see "Hanning taper"
Abbiss, J.B. 552
Abraham, B. 549
Abramowitz, M. 385 546
Absolute continuity 141
Absolute summability 188
Acausal filter 170
acf (autocorrelation function) 37
Acoustic properties of speech 393
ACS see "Autocorrelation sequence"
acvf see "Autocovariance function"
ACVS see "Autocovariance sequence"
Adaptive multitaper spectral estimator 370
Adaptive multitaper spectral estimator, example of use of 372
Aggregated process 53
Aggregated process, complex result 54
AIC order selection 436
Akaike's information criterion (AIC) 436
Akaike, H. 436 546
Aliases 98
Aliasing 97 127 134 144 472 507
Aliasing, sea level residuals 472
Amplitude spectrum 65
Ander, M.E. 548
Andersen, N.O. 454 546
Anderson, T.W. 191 392 443 491 546
Angular frequency 10
Anti-alias filter 69 295
Approximate conditional least squares, sinusoidal amplitude estimator 502 509 511
Approximate conditional least squares, white noise variance estimator 502 509 511
Approximate least squares 464 541
Approximate least squares, expected value of 464 541
Approximate least squares, sinusoidal amplitude estimator (real) 464 476
AR(1) process, Burg's algorithm 455
AR(1) process, harmonic analysis 518
AR(1) process, least squares AR parameter estimator 455
AR(1) process, maximum likelihood estimator 432
AR(1) process, Yule — Walker method 403 455
AR(2) data 308—313
AR(2) data, lag window spectral estimator 309—310
AR(2) data, plot of 45
AR(2) data, WOSA spectral estimator 312
AR(2) process 45 192 201—202 215 224 226 234 311
AR(4) data 313—317 335—343
AR(4) data, Burg autoregressive spectral estimator 417—418
AR(4) data, direct spectral estimator 313
AR(4) data, eigenspectra for multitaper spectral estimator 337 339
AR(4) data, lag window spectral estimator 314—315
AR(4) data, multitaper spectral estimator 340—342
AR(4) data, plot of 45
AR(4) data, WOSA spectral estimator 316
AR(4) data, Yule — Walker autoregressive spectral estimator 404—406
AR(4) process 46 192 202—203 213—214 226—227 269 275
ARIMA (autoregressive, integrated, moving average) process 25
Arun, K.S. 24 553
Asymptotic efficiency 190 471—473
Asymptotic equivalence of autoregressive estimator 433
Atomic clock data, description of 1
Atomic clock data, estimated spectrum for 21
Atomic clock data, lag 1 scatter plot for 4
Atomic clock data, plot of 3
Atomic clock data, predictability of 25
Atomic clock data, sample acs for 7
Atomic clock data, simulation of 17
Atomic clock data, theoretical acs for 15
Atomic clock data, theoretical spectrum for 13 21
Atomic clock timekeeping 186
Attenuation of compressional waves 24
Augmented Yule — Walker equations 396
Autocorrelation function (ACF) 37
Autocorrelation method 429
Autocorrelation sequence (acs) 11 37
Autocorrelation sequence (acs), stochastic/deterministic analogy 133
Autocorrelation theorem (complex) 84 121
Autocorrelation width 85 242
Autocovariance function (acvf) 36
Autocovariance function (acvf) and the integrated spectrum 135
Autocovariance function (acvf) and the spectral density function 135
Autocovariance function (acvf), Gaussian-shaped 151
Autocovariance function (acvf), positive semidefinite, definition for complex variables 40
Autocovariance function (acvf), positive semidefinite, definition for real variables 38
Autocovariance sequence (acvs) 36
Autocovariance sequence (acvs) and the integrated spectrum 131
Autocovariance sequence (acvs) and the spectral density function 132
Autocovariance sequence (acvs) versus spectral density function 147
Autocovariance sequence (acvs), 'biased' estimator of 191—192 195 323 395 452 528 530
Autocovariance sequence (acvs), 'unbiased' estimator of 190 192 195 262 322
Autocovariance sequence (acvs), band-limited white noise 357
Autocovariance sequence (acvs), estimation of complex variables 317
Autocovariance sequence (acvs), estimation of real variables 190 207 238 295 444
Autocovariance sequence (acvs), harmonic process 47 139
Autocovariance sequence (acvs), moving average process 43
Autocovariance sequence (acvs), positive semidefinite, definition for complex variables 39
Autocovariance sequence (acvs), positive semidefinite, definition for real variables 38
Autocovariance sequence (acvs), white noise 42 139
Autocovariance sequence (acvs), WOSA spectral estimator 295
Autoregressive (AR) process 44 392 see "AR(2)" "AR(4)"
Autoregressive (AR) process plus white noise 516 545
Autoregressive (AR) process, order of 423
Autoregressive (AR) process, order selection for 434 see
Autoregressive (AR) process, sdf of pth order 168
Autoregressive (AR) process, stationary 392 410 414
Autoregressive estimator and prewhitening 437 453
Autoregressive estimator, asymptotic equivalence of 433
Autoregressive estimator, autocorrelation method 429
Autoregressive estimator, Burg's algorithm 414 452
Autoregressive estimator, Burg's algorithm for complexvalued process 451
Autoregressive estimator, covariance method 429
Autoregressive estimator, least squares method 426 428 453
Autoregressive estimator, maximum entropy method 420
Autoregressive estimator, maximum likelihood 429 453
Autoregressive estimator, modified covariance method 429
Autoregressive estimator, pure parametric approach 432 434 437 453
Autoregressive estimator, Yule — Walker method 393 395 452
Autoregressive estimator, Yule — Walker method for complex-valued process 451
Autoregressive moving average (ARMA) process 46 545
Autoregressive moving average (ARMA) process with identical AR and MA coefficients 516
Autoregressive moving average (ARMA) process, sdf of order (p,q) 168
Autoregressive moving average (ARMA) process, spectral estimator 445
Background continuum 456 461 473 496 500 504 514
Backward least squares 427
Backward prediction errors 400
Backward prediction errors, complex-valued process 451
Backward predictors 400 532
Baggeroer, A.B. 445 546
Band-limited function 69 113 163
Band-limited function, extrapolation of 80
Band-limited function, recovering the continuous from the sampled 100
Band-limited white noise 357
Band-pass filter 170
Bandwidth of smoothing window 241—242 276 306 311 317 470 472
Bandwidth of spectrum 274 329
Bandwidth of time series 280 306 311 317
Barnes, J.A. 186 546
Bartlett lag window 260 264 266 269 271 289
Bartlett, M.S. 233 260—261 281 289 546
Basis for the class of band-limited functions 80
Beauchamp, K.G. 161—162 164 547
Bell, B.M. 382 528 547
Benefit of tapering 224
Berk, K.N. 396 445 547
Bessel function 386
Best linear predictor 397—400 406 409—410 421—422 450
Best predictor 410
Best, D.J. 256 547
Bias and dynamic range 201
Bias of direct spectral estimator 227
Bias of lag window spectral estimator 244
Bias of multitaper spectral estimator 343
| Bias of quadratic spectral estimator 359
Bias, broad-band 214 332 342—343 356—361 367 370 376
Bias, due to leakage 331
Bias, local 214 272 332 343 356—357 359—361
Bishop, T.N. 46 435 559
Blackman — Tukey estimator 242
Blackman, R.B. 206 219 327 547
Bloomfield, P. 111 178 185 243 267 323 461 477 503 547
Bluestein's substitution 114
Bluestein, L.I. 114
Blurring function 113
Bogert, B.P. 281 298 424 547
Bohman, H. 266 547
Boorstyn, R.R. 503—504 557
Box, G.E.P. 25 46 52 392 520 547
Boyle, J.M. 558
Bracewell, R.N. 66—68 73 84 159 547
Brain waves 25
Branch, J.L. 114 555
Brent's method 480 525
Brillinger, D.R. 199 201 215 223—224 547 551 556 559
Broad-band bias 214 332 342—343 356—361 367 370 376
Brockwell, P.J. 423 431 433 446 547
Bronez, T.P. 332—333 351 361 547
Bruce, A.G. 446 548
Bunch, J.R. 408 548
Burg autoregressive parameter estimator 416 452
Burg autoregressive spectral estimator 414
Burg autoregressive spectral estimator and stationarity 417
Burg autoregressive spectral estimator, AR(4) data 417—418
Burg autoregressive spectral estimator, least squares method 428
Burg autoregressive spectral estimator, ocean wave data 439—440
Burg autoregressive spectral estimator, peak 521
Burg autoregressive spectral estimator, peak height 521
Burg autoregressive spectral estimator, peak location 521
Burg autoregressive spectral estimator, peak shifting and splitting 526 528 531
Burg autoregressive spectral estimator, Willamette River data 520 522
Burg's algorithm 414 416 419 423 428 432—433 435 438 452—453 455 518 520—521 523 526
Burg's algorithm and Yule — Walker method 420
Burg's algorithm, 'analytic' series 530
Burg's algorithm, AR(1) process 455
Burg's algorithm, complex-valued process 451
Burg's algorithm, two step 528
Burg, J.P. 402 414—415 420—423 426 521 524 548
Burshtein, D. 445 449 548
Businger, P.A. 533 548
Canavero, F.G. 523 556
Carbon dioxide and global temperature 333
Carter, G.C. 246 289 291 295 548 555
Cartwright, D. 457 472 555
Cascaded filter 169
Cauchy inequality 251 348
Causal filter 170
Centering and tapering of a time series 216
Central limit theorem 459
Cepstrum 281 424 443
Cesaro partial sum 94 260
Cesaro summability 93 178 189
Chambers, J.M. 256 548
Champeney, D.C. 63 66 75 82 100 159 548
Chatfield, C. 176 548
Chave, A.D. 218 294 332 377 548 558
Chen, W.Y. 514 525—527 549
Chi, A.R. 546
Chi-square distribution 221 343 360 446 449 490 499
Chi-square distribution, expected value of logarithm 281
Chi-square distribution, logarithm of 228
Chi-square distribution, noncentral 494
Chi-square distribution, percentage points 256
Chi-square distribution, variance of logarithm 281
Chi-square distribution, weighted 278
Chi-square distribution, weighted sum of 254
Chi-square RV 222 228 254
Childers, D.G. 546 548—549 552—553 559—560
Chirp transform algorithm 114 235
Choi, B.S. 437 549
Cholesky decomposition (modified) 412 430
Chung, K.L. 141 549
Clayton, R.W. 437 516 559
Cleveland, W.S. 268 548—549
Coates, D.S. 305 549
Coble, P.A. 558
Colored noise 355 356 360—361 369 377 456 467—469 489 496 503 511 540 544
Colored noise, complex-valued 468 542
Complex cross-correlation theorem 84 121
Complex demodulation 185
Complex exponentials 465 467—468 503—504 511 530—531 535 537 540
Complex exponentials, linear combinations of 153 160
Complex roots 536—538
Complex-valued, colored noise 468 542
Complex-valued, continuous parameter stochastic process 32
Complex-valued, discrete parameter stochastic process 32
Complex-valued, Gaussian distribution 229 498—499
Complex-valued, process 150 351
Complex-valued, stationary process 39 317 450
Complex-valued, white noise 465 532
Compound periodicities 491—492 543
Computational pathways 285
Concentration measure 181 347 350 365
Concentration of a signal, continuous time/continuous frequency 75 79
Concentration of a signal, discrete time/continuous frequency 101 121—122
Concentration of a signal, discrete time/discrete frequency 115
Concentration of energy 378
Concentration, problem 334
Confidence intervals for logarithm of spectral density function 257—258 298 302 343 372 470
Confidence intervals for spectral density function 255—256 445
Confidence intervals, simultaneous 449
Conover, W.J. 233—234 549
Conradsen, K. 52 549
Consistent estimator 188 224 236 249
Continuous parameter deterministic sinusoid 525
Continuous parameter stochastic process 32 49
Convergence in mean square 58 63
Convergence, factors 96 177 538
Convergence, pointwise 63
Convolution as a smoothing operation 82 236 365
Convolution as an LTI filter 160 165
Convolution in frequency 121
Convolution, continuous time/continuous frequency 81
Convolution, cyclic 119 123
Convolution, Fourier transform of 81
Convolution, theorem 121
Cooper, G.R. 445 552
Copper wires 69
Cornwall 459
Correlation coefficient 417
Correlation of direct spectral estimator 231—232
Correlogram method power spectral density estimator 242
Cosine taper 209—210 325
Courant, R. 76 549
Covariance method 429
Covariances of direct spectral estimator 223 230 326
Covariances of eigenspectra 350 375
Covariances of lag window spectral estimator 249
Covariances of periodogram 222—223
cpdf (cumulative probability distribution function) 33
Cramer, H. 127 549
Cross-correlation theorem (complex) 84 121
Crowell, D.H. 552
Cumulative periodogram test 233 511
Cumulative probability distribution function (cpdf) 33
Cumulative probability distribution function (cpdf), n-dimensional 33
Cutler, L.S. 546
Cyclic autocorrelation 284
Cyclic convolution 119 123 264 284
Cyclic convolutions via FFTs 123
Cyclical frequency 10
Daniell lag window 263 269 271—272
Daniell smoothing window 241 264
Daniell, P.J. 263 549
|
|
|
| Реклама |
|
|
|
|
|
О проекте