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| Авторизация |
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| Поиск по указателям |
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| Percival D., Walden A. — Spectral Analysis for Physical Applications |
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| Предметный указатель |
Data taper 206 223 542 see
Data window 206
Davis, R.A. 423 431 433 446 547
Day, N.L. 558
DC (direct current) 466
de Gooijer, J.G. 436—437 549
Decay of envelope of sidelobes 259
Decay, rate of sidelobes 261
Decay, rate of sidelobes, Bartlett lag window 266
Decay, rate of sidelobes, Daniell lag window 264
Decay, rate of sidelobes, Parzen lag window 266
Decaying sinusoids 500
Decibel scale 22 228 258 298
Default taper 207
Degenerate kernel 103
Degrees of freedom 221 254 293
Degrees of freedom in a time series 278
Degrees of freedom of order 2 278
Degrees of freedom, equivalent 255 292 472
Demeure, C. 332 552
Derivative as an LTI filter 183
Deterministic function 57
Deterministic sequence 57
Deterministic sinusoid 514 525
Detrending a time series 176
DFT see "Discrete Fourier transform"
Diagonal matrix 375 412 535
Differencing for periodicity removal 52
Differencing for trend removal 52
Diggle, P.J. 305 549
Dirac delta function 133 144 160 183 475
Direct current (DC) 466
Direct spectral estimator 207 220 319 326 330 352 438 452 497
Direct spectral estimator and Yule — Walker autoregressive spectral estimator 396 405
Direct spectral estimator of harmonic components 486
Direct spectral estimator, AR(2) data 308
Direct spectral estimator, AR(4) data 313
Direct spectral estimator, bias of 213 227
Direct spectral estimator, correlation of 231—232
Direct spectral estimator, covariances of 223 230 326
Direct spectral estimator, discretely smoothed 236 287
Direct spectral estimator, distribution of 223 320
Direct spectral estimator, expected value of 206—207 320
Direct spectral estimator, inconsistency of 224
Direct spectral estimator, mean corrected 217 501
Direct spectral estimator, ocean wave data 296—297 440
Direct spectral estimator, relationship to quadratic spectral estimator 353
Direct spectral estimator, smoothing of 235
Direct spectral estimator, spectral window for 320
Direct spectral estimator, statistical properties of 220
Direct spectral estimator, use of in AR order selection 437
Direct spectral estimator, variability 226
Direct spectral estimator, variance of 223 320
Direct spectral estimator, white noise 348
Direct spectral estimator, Willamette River data 505 507
directionality 434
Dirichlet's kernel 26—27 90—92 102 113 124 150 198 362
Discrete Fourier transform (DFT) 110 235 284 323
Discrete Fourier transform (DFT) and chirp transform 114
Discrete Fourier transform (DFT) as a convolution 113
Discrete parameter sequence, convolution theorem 118
Discrete parameter sequence, Fourier representation 118
Discrete parameter sequence, Fourier transform 87
Discrete parameter sequence, Parseval's theorem 118
Discrete parameter sequence, segment of, convolution theorem 119
Discrete parameter sequence, segment of, Fourier representation 118
Discrete parameter sequence, segment of, Parseval's theorem 119
Discrete parameter sequence, segment of, spectral properties 119
Discrete parameter sequence, spectral properties 118
Discrete parameter stochastic process 32
Discrete power spectrum 60
Discrete power spectrum, Walsh method 163
Discrete prolate spheroidal sequence (dpss) 104 124 210 334
Discrete prolate spheroidal sequence (dpss), accuracy of computation 380 386
Discrete prolate spheroidal sequence (dpss), calculation of 378
Discrete prolate spheroidal sequence (dpss), calculation of, direct from defining equation 379
Discrete prolate spheroidal sequence (dpss), calculation of, using inverse iteration 381
Discrete prolate spheroidal sequence (dpss), calculation of, using numerical integration 384
Discrete prolate spheroidal sequence (dpss), calculation of, using tridiagonal formulation 386
Discrete prolate spheroidal sequence (dpss), calculation of, zeroth-order sequence 386
Discrete prolate spheroidal sequence (dpss), scaling and polarity 379
Discrete prolate spheroidal sequence (dpss), trig prolate approximations 387
Discrete prolate spheroidal sequence (dpss), zeroth-order as a filter 181
Discrete prolate spheroidal wave function (dpswf) 104 122 124 362 376
Discrete spectrum 141 456 460 489 540
Discretely smoothed direct spectral estimator 236 287
Distribution of adaptive multitaper spectral estimator 370 377
Distribution of direct spectral estimator 223 320
Distribution of lag window spectral estimator 254 322 449
Distribution of maximum likelihood AR parameter estimator 433
Distribution of multitaper spectral estimator 343 360
Distribution of periodogram 221—222 319
Dongarra, J.J. 558
Doodson, A.T. 457 549
Doppler measurements of blood flow 151
Doppler ultrasound 40
Double orthogonality of eigenfunctions 78 103
Double-sided spectral density function 140
dpss see "Discrete prolate spheroidal sequence"
dpss taper 211—212 227 270 297 313 405 439 486 497 507 520
dpss taper, decomposition of energy 345
dpswf see "Discrete prolate spheroidal wave function"
Duration-bandwidth product 79 335 384 390
Durbin, E.J. 556
Durrani, T.S. 552
Dynamic range 201 205 218 313 315 331 439
Dziuba, S. 52
Earthquake coda 70
Echoes 298
Eigenfunction 77
Eigenfunction for a linear filter 156
Eigenspectra 333 335 337 339 364 371 497
Eigenspectra, covariance of 350 375
Eigenvalues 77 534 536
Eigenvalues for a linear filter 156
Eigenvectors, left and right 534 536
EISPACK 379 387 389
Energy of a nonperiodic function 66
Energy of a periodic function 59
Energy spectral density function 66 153
Ensemble 31
Entire function 69
entropy 421
Envelope of sidelobes 264
Equal by definition 10
Equal in distribution 222
Equivalence of time and frequency domains 66
Equivalent degrees of freedom 255 257 292 322 370 442 472
Equivalent width 70 121 242 252
Ergodic theorems 189
Estimation of autocovariance sequence, complex variables 317
Estimation of autocovariance sequence, real variables 190
Estimation of mean 188
Estimation of spectral bandwidth 277
Euler relationship 25
Euler's constant 228 281
Exact conditional least squares, sinusoidal amplitude estimator 502
Exact conditional least squares, white noise variance estimator 502
Exact least squares 463 541
Exact least squares sinusoidal amplitude estimator, complex values 466
Exact least squares sinusoidal amplitude estimator, complex values, covariance of 466 543—544
Exact least squares sinusoidal amplitude estimator, complex values, expected value of 466 543
Exact least squares sinusoidal amplitude estimator, complex values, variance of 466 543
Exact least squares sinusoidal amplitude estimator, real values 463 541
Exact least squares sinusoidal amplitude estimator, real values, covariance of 464 541
Exact least squares sinusoidal amplitude estimator, real values, expected value of 463 541
Exact least squares sinusoidal amplitude estimator, real values, variance of 463 541
Exact least squares white noise variance estimator, complex values 466
Exact least squares white noise variance estimator, real values 464
Exact unconditional least squares, sinusoidal amplitude estimator 502
| Exact unconditional least squares, white noise variance estimator 502
Example of an LTI digital filter 171
Expected value (expectation) 6
Expected value (expectation) of direct spectral estimator 206—207 320
Expected value (expectation) of lag window spectral estimator 243 321 327
Expected value (expectation) of multitaper spectral estimator 334
Expected value (expectation) of periodogram 198 319 324
Expected value (expectation) of quadratic spectral estimator 353 355
Expected value (expectation) of WOSA spectral estimator 291
Exponential distribution 233
Exponential rv 228
Extrapolation of a band-limited function 80
F-distribution 512
F-distribution, percentage points (special case) 501
F-test for periodicity see "Tests for periodicity"
Fader 206
Farebrother, R.W. 494 549
Fast Fourier transform (FFT) algorithm 110 114 235 323 390 479 500 506 508 525
Fejer's kernel 95 198 200 203 260 271 324 475 484
FFT see "Fast Fourier transform"
Figueiras-Vidal, A.R. 553
Filliben, J. 50 52
Filtering, terminology for 169
Filtering, theorem, analog 158
Filtering, theorem, digital 164
Filtering, time-invariant linear and convolutions 160
Filters for pilot analysis 185
Filters, acausal 170
Filters, band-pass 170
Filters, basic theory of LTI digital 164
Filters, cascaded 169
Filters, causal 170
Filters, example of acausal FIR 171
Filters, example of LTI digital 171
Filters, finite impulse response (FIR) 170
Filters, high-pass 170
Filters, high-pass by subtracting the output of a low-pass filter from its input 173
Filters, infinite impulse response (IIR) 170
Filters, linear time-invariant (LTI) 153
Filters, linear time-invariant (LTI), analog 155
Filters, linear time-invariant (LTI), digital 164 236
Filters, low-pass 169
Filters, low-pass, cutoff frequency 175
Filters, low-pass, design by least squares 176
Filters, low-pass, design using dpss 180
Filters, prewhitening 219 393
Filters, transformation or operator 154
Final prediction error (FPE) 436
Findley, D.F. 554
Finite impulse response (FIR) filter 170 443
FIR (finite impulse response) filter 170 443
First difference 51
First difference of the first difference 54
First difference, process 184
First harmonic 507
First-order autoregressive process 152
Fisher's test for simple periodicity 491 509 543
Fisher, R.A. 1 491 494 549
Flannery, B.P. 556
Folding frequency 98
Forward and backward least squares 427
Forward and backward prediction errors 414
Forward least squares 427
Forward prediction errors 400 438 440
Forward prediction errors, complex-valued process 451
Forward predictors 397 532
Fougere, P.F. 215 525—528 549—550
Fourier coefficient 59
Fourier frequencies 10 109 197 204 221 250 333 462 474—475 478 480 489
Fourier integral representation 65
Fourier series representation of a periodic function 59
Fourier synthesis 65
Fourier theory, continuous time/continuous frequency 64
Fourier theory, continuous time/discrete frequency 57
Fourier theory, discrete time/continuous frequency 87
Fourier theory, discrete time/discrete frequency 108
Fourier theory, summary 116
Fourier transform 65
Fourier transform of a convolution 81
Fourier transform of a discrete sequence with discrete frequencies 110
Fourier transform of a discrete time sequence 87
Fourier transform pairs 65 116—119
Fourier transform pairs, examples of 197 206—208 231 237—239 281—282 284—289 295 318—321 330 388
Fourier transform, fast 110
Fourier transform, sign of i convention 68
Fox, W. 303
FPE (final prediction error) 436
FPE order selection 436 520—521
FPE order selection, ocean wave data 439
Fractional difference process 190
Franke, J. 424 550
Fredholm integral equation, first kind 362
Fredholm integral equation, second kind 76 102
Frequency octave 259
Frequency response function 158 537
Frequency response function for Hilbert transform 538
Friedlander, B. 516—517 550
Frijling, D.J. 285 559
Fuller, W.A. 188 550
Fundamental Fourier frequency 333
fundamental frequency 507
Fundamental uncertainty relationship (variance-controlled width) 72
Gain function 158
Gamma function 493
Garbow, B.S. 558
Gauss — Legendre quadrature 385
Gaussian distribution 67 151 256 496
Gaussian distribution, complex 499
Gaussian distribution, Fourier transform of pdf 67
Gaussian kernel 82
Gaussian or normal process 38 410 429 449
Gaussian or normal process, complex 40
Gaussian sdf 151
Gaussian white noise 220 347
Gaussian-shaped, autocovariance function 151
Gaussian-shaped, spectral density function 151
Geckinli, N.C. 258 550
Generalized inverse 535—536
Geophysics 24
Gibbs phenomenon 93 177
Godolphin, E.J. 433 550
Gold, B. 96 169 182 556
Golden Gate Bridge 194—195
Golub, G.H. 453 533 548 550
Gould, A. 549
Gourlay, A.R. 382 550
Grandy, W.T., Jr. 548 550
Granger, C.W.J. 176 550
Graybill, F.A. 375 550
Greene, D.H. 34 550
Greenhall, C.A. 387—390 550
Grenander, U. 168 205 241 245 550
Grid size 224—225 229 231 233 299 324 479 481 506 525
Griffiths, P. 379 551
Group delay 158
Gruenbaum, F.A. 115—116 551
Hamming lag window 328
Hamming, R.W. 169 551
Hannan, E.J. 473 479 551
Hanning lag window 328 538
Hanning taper 210 293 325
Hanning taper, examples of use of 311—312 316—317
Hardin, J.C. 147 551
Harmonic analysis 456
Harmonic analysis of Willamette River data 504—505
Harmonic analysis, parametric approach 514
Harmonic analysis, singular value decomposition approach 531
Harmonic analysis, summary 539
Harmonic models for Willamette River data 508
Harmonic process, complex-valued 465 468 542
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