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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
Sinusoidal amplitude estimator, multitaper (complex)      499 504 513
Sinusoidal frequency estimator      473 475
Sinusoidal frequency estimator, convergence of (colored noise)      479
Sinusoidal frequency estimator, effect of grid size      481
Sinusoidal frequency estimator, effect of series length      484
Sinusoidal frequency estimator, expected value using periodogram peak      477
Sinusoidal frequency estimator, location of AR sdf peaks      519 524
Sinusoidal frequency estimator, location of periodogram peaks      479 488—489
Sinusoidal frequency estimator, parametric approach      514
Sinusoidal frequency estimator, periodogram at Fourier frequencies (complex)      474 543
Sinusoidal frequency estimator, periodogram at Fourier frequencies (real)      473 541
Sinusoidal frequency estimator, periodogram at general frequencies      475 541
Sinusoidal frequency estimator, tapering      486 489 542
Sinusoidal frequency estimator, three sinusoid example with noise      481
Sinusoidal frequency estimator, three sinusoid example, noise-free      480
Sinusoidal frequency estimator, variance using periodogram peak      477 545
Sinusoidal variations      393 443
Sinusoids, decaying      500
Sinusoids, sum of      10 28 46
Sjoholm, P.F.      280 283 557
Slepian sequence      181 see
Slepian, D.      69 70 73 75 79—80 101 103—104 123 363 379 385—386 389 557
Sloane, E.A.      216 348 558
Smith, B.T.      379 387 558
Smith, C.R.      548 550
Smith, W.L.      546
Smoothed periodogram estimator      242
Smoothing window      238 240 322
Smoothing window types, Bartlett      260
Smoothing window types, Daniell      263
Smoothing window types, modified Daniell      267
Smoothing window types, Papoulis      266
Smoothing window types, Parzen      265
Smoothing window types, rectangular      263
Smoothing window, bandwidth      241—242 273 276 300 306 311 317 470 472
Smoothing window, examples      259
Smoothing window, leakage      259 272 300 303 306 442
Smoothing, direct spectral estimator      235
Smoothing, kernel      82
Smoothing, log spectral density estimator      280 311
Smoothing, parameter      82 244 471
Spann, M.      116 561
Spectral analysis      10
Spectral analysis, deterministic      56
Spectral analysis, maximum entropy method      215
Spectral analysis, multitaper approach      215 331
Spectral analysis, uses of      23
Spectral bandwidth      274
Spectral bandwidth, estimation of      277
Spectral density function (sdf)      132 187
Spectral density function (sdf) and linear filters      158
Spectral density function (sdf) of AR process of order p      168 392 446
Spectral density function (sdf) of ARM A process of order (p,q)      168 184
Spectral density function (sdf) of band-limited white noise      357
Spectral density function (sdf) of first difference process      184
Spectral density function (sdf) of MA process of order q      151 167
Spectral density function (sdf) versus autocovariance sequences      147
Spectral density function (sdf), alternative definitions      136
Spectral density function (sdf), basic properties      138
Spectral density function (sdf), confidence intervals      255—256 299 302 445
Spectral density function (sdf), Gaussian-shaped      151
Spectral density function (sdf), Lorenzian      152
Spectral density function (sdf), one-sided      140
Spectral density function (sdf), two-sided      140
Spectral density function (sdf), unimodal      277
Spectral distribution function      139
Spectral estimation, negative estimates      269
Spectral estimation, nonparametric      187
Spectral estimation, parametric      391 442
Spectral estimation, pure parametric approach      453
Spectral estimation, Yule — Walker      396
Spectral estimator, Grenander — Rosenblatt type      242
Spectral lines      489
Spectral lines, splitting of      525—526 528
Spectral representation of stationary process      127 130
Spectral representation of stationary process, discrete spectrum      467 540
Spectral representation of stationary process, mixed spectrum      467 540
Spectral representation, theorem      10 127 361 467
Spectral representation, theorem for complex-valued stationary process      135
Spectral representation, theorem for continuous parameter stationary process      134 157
Spectral representation, theorem for discrete parameter stationary process      130
Spectral reshaping      500 504 513
Spectral window      207 209—212 244 486
Spectral window type, Bartlett      260
Spectral window type, Daniell      263
Spectral window type, direct spectral estimator      320
Spectral window type, kth order dpss      337 339 342
Spectral window type, lag window spectral estimator      321
Spectral window type, modified Daniell      267
Spectral window type, multitaper spectral estimator      334 340—342
Spectral window type, Papoulis      266
Spectral window type, Parzen      265
Spectral window type, periodogram      319
Spectral window type, quadratic spectral estimator      354
Spectral window type, rectangular      263
Spectral window, examples      259
Spectral window, rolloff rate      271
Spectrograph estimator      242
Spectrum      10—11
Spectrum, analyzers      294—295
Spectrum, classification      141
Spectrum, constant      16
Spectrum, discrete      141 456 460 540
Spectrum, estimated      19
Spectrum, high frequency      15
Spectrum, interpretation via band-pass filtering      170
Spectrum, line      15 141 456
Spectrum, low frequency      13
Spectrum, mixed      141 461 470 472 540
Spectrum, purely continuous      141
Spectrum, purely discrete      141 456—457
Spectrum, theoretical      19
Spencer-Smith, J.L.      44 443 558
Spinning rotor      49
Spliid, H.      52 549
Spontaneous line splitting      see "Spectral lines"
Spurious spectral peaks      537
Square integrability      58 64—65
St. Paul temperature data, description of      8
St. Paul temperature data, lag k scatter plots for      9
St. Paul temperature data, plot of      9
Standard frequencies      109 462
Stationarity      38
Stationarity, autoregressive process      392 414
Stationarity, autoregressive process, necessary and sufficient condition      168
Stationarity, moving average process      43
Stationarity, second-order/weak/covariance      35
Stationarity, strict/complete/strong      35
Stationary process      6 10 30
Stationary process and modeling data      49
Stegen, G.R.      514 525—527 549
Stegun, I.A.      385 546
Stephens, M.A.      234 558
Stevens, W.L.      492 558
Stochastic continuity      135 140
Stochastic process      30
Stoffer, D.S.      164 558
Storm surges      472
Structured covariance matrices      333
Sum of sinusoids      10 28 46
SVD      see "Singular value decomposition"
Swanepoel, J.W.H.      445 558
Sydnor, R.L.      546
Szegoe — Kolmogorov theorem      421
Szegoe, G.      205 550
Tables, Burg's algorithm and sinusoid estimation      527
Tables, characteristics of AR sdf's for Willamette River data      523
Tables, coefficients for generating trig prolates      390
Tables, critical values for Siegel's test      493
Tables, eigenvalues and quadruple precision      382
Tables, lack of precision in eigenvalue computations      380
Tables, percentage points for chi-square distribution      256
Tables, properties of lag windows      269
Tables, true and estimated sinusoidal frequencies      486
Tables, variance inflation factor for tapers      248
Tapering      203 206 215 317 486 542
Tapering and Yule — Walker autoregressive spectral estimator      396 405
Tapering, multiple      331 349
Tapers and rolloff rate      271
Tapers type, cosine      209—210
Tapers type, dpss      211—212 227 297 313 334 336 338 439 486 497 507 520
Tapers type, Hanning      210 317 325 487
Tapers type, linear      206
Tapers type, quadratic      238
Tapers type, rectangular      209 486
Tapers, orthogonal set      334
Tapers, variance inflation factor      248
Taqqu, M.S.      190 557
Taylor, A.E.      34 558
Terrestrial free oscillations      333
Tests for periodicity, colored noise      496
Tests for periodicity, multitaper approach      496
Tests for periodicity, Thomson's F-test      499 512 544
Tests for periodicity, white noise      489 543
Teukolsky, S.A.      556
Textile slivers      44 443
Theoretical autocorrelation      6 13
Thermal noise      24
Therrien, C.W.      412 454 558
Thomson, D.J.      199 218 230—231 292 294 298 331—333 335 351 360—362 365—366 370 377 384—385 439 459 490 496 500—501 512 548 553—555 558
Tiao, G.C.      559
Tidal analysis      52
Tidal frequencies      470
Time reversed process      450
Time reversed process, complex conjugate of      450
Time-limited signals      69
Titchmarsh, E.C.      93 141 559
Tjostheim, D.      414 433 554
Todd, H.A.C.      44 443 558
Toeplitz, matrix      38 181 382 403 408 430 433
Toeplitz, matrix, Hermitian      40
Toeplitz, system of equations      396 406
Toman, K.      525 559
Tong, H.      516—517 559
Trace of a matrix      354 356 358 376
Tradeoff between bias and variance      96
Tradeoff between fidelity and resolution      96
Transfer function      158 166 273 448 537
Transfer function, Hilbert transform      538
Trend      52 176
Trig prolates      388
Trigonometric polynomial      387 475
Truncated periodogram      327 445
Tseng, F.I.      520 559
Tufts, D.W.      532 535—537 559
Tugnait, J.K.      517 559
Tukey, J.W.      206 218—219 227 327 547 556 559
Tukey, P.A.      548
Twin peaks      91—92 213 274 313 315—317 404
Two degrees of freedom estimate      21
Two-sided spectral density function      140
Ulrych, T.J.      46 435 437 514 516 526—527 559
Uncorrelated random amplitudes      48
Undersmoothing      84
Unit circle      392
Units for sdf      306
Unweighted least squares      471
Unwin, J.M.      433 550
Van Loan, C.F.      453 533 550
Van Schooneveld, C.      285 559
Van Veen, B.D.      332—333 554 559
Van Wyk, J.W.J.      445 558
Variance      6 11 33
Variance of a linear combination of random variables      55
Variance of direct spectral estimator      223 320
Variance of lag window spectral estimator      247 251 321
Variance of multitaper spectral estimator      334 343 350
Variance of periodogram      222 319
Variance of quadratic spectral estimator      359
Variance of WOSA spectral estimator      292
Variance spectrum of a harmonic process      128
Variance, inflation factor due to tapering      248
Variance, normalization      216
Variance-controlled width      121
Variance-covariance matrix      38
Vernon, F.L., III      556
Vessot, R.F.C.      546
Vetterling, W.T.      556
Vincent, G.A.      488 557
Wahba's automatic smoothing criterion      311 317
Wahba, G.      280 560
Wald, A.      446 554
Walden, A.T.      48 229 251 253 268 272 277 280 333 344 386 459 471 493 547 560
Walker, A.M.      477 516 560
Walker, J.      25 560
Walsh functions      161
Warburg, H.D.      457 549
Watson, G.A.      382 550
Watts, D.G.      185 194 273 551
Weight associated with kth eigenspectrum      368
Weighted covariance estimator      242
Weighted least squares      471
Weighted overlapped segment averaging spectral estimator      see "WOSA spectral estimator"
Weiner, D.D.      559
Weinstein, E.      445 449 548
Weiss, G.      434 560
Welch's overlapped segment averaging spectral estimator      see "WOSA spectral estimator"
Welch, P.D.      289 292 560
White noise      16—17 28 41—42
White noise and estimation of complex exponentials      504
White noise, added to randomly phased sinusoids      144 477—478 516—517
White noise, band-limited      357
White noise, complex-valued      465 532
White noise, direct spectral estimator      208 348
White noise, estimator of variance      502
White noise, Gaussian      490
White noise, multitapering      347—351
White noise, periodogram      201—202 220—222 224—225 231 348 481—484
White noise, sdf for      139
White noise, tapering      216
White noise, test for      233
White noise, variance estimator, approximate conditional least squares      502 509 511
White noise, variance estimator, exact conditional least squares      502
White noise, variance estimator, exact least squares, complex      466
White noise, variance estimator, exact least squares, real      464
White noise, variance estimator, exact unconditional least squares      502
White noise, variance estimator, multitaper      504
White, R.E.      251 272 277 280 560
Whittle, P.      477 494 560
Wiener — Khintchine theorem      140
Wiener, N.      94 560
Willamette River data, Burg autoregressive spectral estimator      520 522
Willamette River data, cumulative periodogram test of residuals      510—511
Willamette River data, description of      1
Willamette River data, direct spectral estimator of      505 507
Willamette River data, estimated spectrum for      20
Willamette River data, FPE order selection      520—521
Willamette River data, harmonic analysis of      504—505
Willamette River data, integrated autoregressive spectrum      522
Willamette River data, lag 1 scatter plot for      4
Willamette River data, multitaper spectral estimator      513
Willamette River data, parametric approach to harmonic analysis      520
Willamette River data, periodogram      505—506 508—511
Willamette River data, plot of 'analytic' series for      539
Willamette River data, plot of complex roots for      539
Willamette River data, plot of fitted model      508 510
Willamette River data, plot of residuals      508 510—511
Willamette River data, plot of series      2 504—505
Willamette River data, reshaped spectrum      512—513
Willamette River data, sample acs for      6
1 2 3 4 5 6
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