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Percival D., Walden A. — Spectral Analysis for Physical Applications
Percival D., Walden A. — Spectral Analysis for Physical Applications

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Название: Spectral Analysis for Physical Applications

Авторы: Percival D., Walden A.

Аннотация:

This book is an up-to-date introduction to univariate spectral analysis aimed at graduate students, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. It gives equal weight to both algorithms and statistical theory and is valuable for the many examples it gives showing the application of spectral analysis to real data sets. The book is unique in placing special emphasis on the multitaper technique, which can successfully handle spectra with intricate structure and data with or without spectral lines. The text contains a large number of exercises.


Язык: en

Рубрика: Физика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1993

Количество страниц: 611

Добавлена в каталог: 09.03.2014

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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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
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