Spectral Analysis: Parametric and Non-Parametric Digital Methods

by Editor: Francis Castanié; (Director of the Research Laboratory Telecommunications for Space and Aeronautics (TeSA))

• ISBN13: 9780470394441
• ISBN10: 0470394447
• Format: eBook
• Copyright: 2010-01-01
• Publisher: Wiley-ISTE

Summary

This book deals with these parametric methods, first discussing those based on time series models, Capon's method and its variants, and then estimators based on the notions of sub-spaces. However, the book also deals with the traditional "analog" methods, now called non-parametric methods, which are still the most widely used in practical spectral analysis.

Table of Contents

Preface

Specific Notations

Tools for spectral analysis

Fundamentals, Francis Castanié

Classes of Signals

Representations of Signals

Spectral Analysis Position of the Problem

Bibliography

Digital processing of signals, Eric Le Carpentier

Introduction

Transform Properties

Windows

Examples of Application

Bibliography

Estimation in spectral analysis, Olivier Besson and André Ferrari

Introduction to Estimation

Estimation of 1st and 2nd Order Moments

Periodogram Analysis

Analysis of Estimators based on c_xx m

Conclusion

Bibliography

Time-series models, Francis Castanié

Introduction

Linear Models

Exponential Models

Non-linear Models

Bibliography

Non-parametric methods

Non-parametric methods, Eric Le Carpentier

Introduction

Estimation of the Power Spectral Density

Generalization to Higher Order Spectra

Bibliography

Parametric methods

Modeling of stationary time series, Corinne Mailhes and Francis Castanié

Parametric Models

Estimation of Model Parameters

Properties of Spectral Estimators Produced

Bibliography

Minimum variance, Nadine Martin

Principle of the MV Method

Properties of the MV Estimator

Link with the Fourier estimators

Link with a Maximum Likelihood Estimator

Lagunas Methods: Normalized and Generalized MV

The CAPNORM Estimotor

Bibliography

Sub-space based estimators, Sylvie Marcos

Model, Concept of Subspace, Definition of High Resolution

MUSIC

Determination Criteria of the Number of Complex Sine Waves

The MinNorm

Method

"Linear" Subspace Methods

The ESPRIT Method

Illustration of Subspace-based Methods Performance

Adaptive Research of Subspaces

Bibliography

Spectral analysis of random non-stationary signals, Corinne Mailhes and Francis Castanié

Evolution Spectra

Non-parametric Spectral Estimation

Parametric Spectral Estimation

Bibliography

List of Authors

Index

Table of Contents provided by Publisher. All Rights Reserved.