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9781584881766

Time Series with Mixed Spectra

by ;
  • ISBN13:

    9781584881766

  • ISBN10:

    1584881763

  • Format: Hardcover
  • Copyright: 2013-07-18
  • Publisher: Chapman & Hall/

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Supplemental Materials

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Summary

Parameter estimation of sinusoids in noise is a classic problem, yet it still attracts a lot of attention in both statistical and engineering literature. The main reason for this is the seemingly endless possibility of alternative solutions to the problem. For the first time, this book provides a comprehensive, systematic, and up-to-date survey of various important methods developed for parameter estimation of sinusoids in noise. This self-contained book develops numerous methods and algorithms, then balances their explanations with theoretical analysis. Rather than elaborating on advanced, technical details, the author emphasizes intuition and interpretation behind the theoretical reasoning and results.

Supplemental Materials

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