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008			130725s2014 fluad sb 001 0 eng d
020			_a9781420010060 (ebook : PDF)
040			_aBD-DhSAU _cBD-DhSAU
090			_aQA280 _b.L49 2014
092			_a519.55 _bL693
100	1		_aLi, Ta-Hsin.
245	1	0	_aTime series with mixed spectra _h[electronic resource] / _cTa-Hsin Li.
260			_aBoca Raton : _bCRC Press, _c2014.
300			_ax, 670 p. : _bill.
504			_aIncludes bibliographical references (p. 611-636) and index.
505	0		_a1. Introduction -- 2. Basic concepts -- 3. Cram�er-Rao lower bound -- 4. Autocovariance function -- 5. Linear regression analysis -- 6. Fourier analysis approach -- 7. Estimation of noise spectrum -- 8. Maximum likelihood approach -- 9. Autoregressive approach -- 10. Covariance analysis approach -- 11. Further topics -- 12. Appendix.
520			_a"Preface This book focuses on the methods and theory for statistical analysis of time series with mixed spectra. A time series is said to have a mixed spectrum if it comprises a finite number of sinusoids with different frequencies plus random noise. The research on such time series has a long history, and it remains active to this day, especially in the signal processing community where the interest is driven in part by the everlasting desire for fast algorithms to reduce the computational cost. Despite of its importance, the subject often receives limited coverage in standard textbooks for understandable reasons. The objective of this book is to provide a more comprehensive and in-depth treatment of the subject. Needless to say, it is impossible to coverage every aspect of the subject, not only because of the huge literature which keeps growing to this day, but also due to the limited ability and capacity of the author. The topics in this book are selected to reflect what the author thinks are most interesting and relevant. The intended audience of the book includes graduate students, researchers, engineers, and other professionals who work in the fields of time series analysis and signal processing. In most part, the book only requires basic knowledge of probability, statistics, and time series analysis. Some theoretical results, especially their proofs, require more advanced knowledge of asymptotic analysis. For this reason, the proofs are deferred to the last section of each chapter in order not to interrupt the flow of intuitive interpretations which are more easily accessible to most readers. To serve the interests of a broader audience, the book deals with both real- and complex-valued time series"-- _cProvided by publisher.
530			_aAlso available in print edition.
538			_aMode of access: World Wide Web.
650		0	_aTime-series analysis.
650		0	_aSpectrum analysis.
655		7	_aElectronic books. _2lcsh
776	1		_z9781584881766 (hardback)
856	4	0	_uhttp://marc.crcnetbase.com/isbn/9781420010060 _qapplication/PDF
999			_c11489 _d11488