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Springer Automatic Autocorrelation and Spectral Analysis

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Description

"Automatic Autocorrelation and Spectral Analysis" gives random data a language to communicate the information they contain objectively. It takes advantage of greater computing power and robust algorithms to produce enough candidate models of a given group of data to be sure of providing a suitable one. Improved order selection guarantees that one of the best (often the best) will be selected automatically. Written for graduate signal processing students and for researchers and engineers using time series analysis for applications ranging from breakdown prevention in heavy machinery to measuring lung noise for medical diagnosis, this text offers: - tuition in how power spectral density and the autocorrelation function of stochastic data can be estimated and interpreted in time series models; - extensive support for the MATLAB® ARMAsel toolbox; - applications showing the methods in action; - appropriate mathematics for students to apply the methods with references for those who wish to develop them further.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
20 April 2006
Listed Since
13 February 2007

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