Automatic Autocorrelation and Spectral Analysis
Petrus M.T. BroersenSpectral analysis requires subjective decisions which influence the final estimate and mean that different analysts can obtain different results from the same stationary stochastic observations. Statistical signal processing can overcome this difficulty, producing a unique solution for any set of observations but that is only acceptable if it is close to the best attainable accuracy for most types of stationary data. This book describes a method which fulfils the above near-optimal-solution criterion, taking advantage of greater computing power and robust algorithms to produce enough candidate models to be sure of providing a suitable candidate for given data.
Година:
2006
Издание:
1st Edition.
Издателство:
Springer
Език:
english
Страници:
298
ISBN 10:
1846283299
ISBN 13:
9781846283291
Файл:
PDF, 2.79 MB
IPFS:
,
english, 2006