This excellent advanced text rigorously covers several topics. Geared toward students of electrical engineering, its material is sufficiently general to be applicable to other engineering fields. 1994 edition.
This excellent advanced text rigorously covers several topics. Geared toward students of electrical engineering, its material is sufficiently general to be applicable to other engineering fields. 1994 edition.
Boaz Porat is Professor of Electrical Engineering at the Israel Institute of Technology (Technion) in Haifa, Israel.
Inhaltsangabe
Preface 1. Introduction 2. The Structure of Stationary Processes 3. Parameter Estimation Theory 4. Nonparametric Spectrum Estimation 5. Parameter Estimation Theory for Gaussian Processes 6. Autoregressive Parameter Estimation 7. Moving Average and ARMA Parameter Estimation 8. Adaptive AR and ARMA Estimation 9. Estimation of Deterministic Processes 10. High-order Statistical Analysis 11. Time-frequency Signal Analysis: Linear Transforms 12. Time-frequency Signal Analysis: Nonlinear Transforms Appendix A. Notations and Facts Appendix B. Hilbert Spaces Appendix C. Asymptotic Theory Appendix D. Kronecker Products and Liapunov Equations Author index Subject index
Preface 1. Introduction 2. The Structure of Stationary Processes 3. Parameter Estimation Theory 4. Nonparametric Spectrum Estimation 5. Parameter Estimation Theory for Gaussian Processes 6. Autoregressive Parameter Estimation 7. Moving Average and ARMA Parameter Estimation 8. Adaptive AR and ARMA Estimation 9. Estimation of Deterministic Processes 10. High-order Statistical Analysis 11. Time-frequency Signal Analysis: Linear Transforms 12. Time-frequency Signal Analysis: Nonlinear Transforms Appendix A. Notations and Facts Appendix B. Hilbert Spaces Appendix C. Asymptotic Theory Appendix D. Kronecker Products and Liapunov Equations Author index Subject index
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