Digital Spectral Analysis, 2nd edition

Digital Spectral Analysis offers a broad perspective of spectral estimation techniques and their implementation. Coverage includes spectral estimation of discrete-time or discrete-space sequences derived by sampling continuous-time or continuous-space signals. The treatment emphasizes the behavior of each spectral estimator for short data records and provides over 40 techniques described and available as implemented MATLAB functions.

In addition to summarizing classical spectral estimation, this text provides theoretical background and review material in linear systems, Fourier transforms, matrix algebra, random processes, and statistics. Topics include Prony's method, parametric methods, the minimum variance method, eigenanalysis-based estimators, multichannel methods, and two-dimensional methods. Suitable for advanced undergraduates and graduate students of electrical engineering — and for scientific use in the signal processing application community outside of universities — the treatment's prerequisites include some knowledge of discrete-time linear system and transform theory, introductory probability and statistics, and linear algebra.

Revised and updated second edition of the Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1987 edition.

 MATLAB functions listed in the MATLAB Software tables are provided in the companion book: Digital Spectral Analysis MATLAB Software User Guide. MATLAB scripts and data files listed in the MATLAB Software tables are available online with companion software.