The Estimation and Tracking of Frequency |
|
| Author:
| Quinn, B. G.
Hannan, E. J. |
| Contribution by:
| Gill, R.
Ripley, B. D.
Ross, S.
Silverman, B.
Stein, M. |
| Series title: | Cambridge Series in Statistical and Probabilistic Mathematics Ser. |
| ISBN: | 978-0-521-80446-2 |
| Publication Date: | Feb 2001 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | AUD $162.95 |
Book Description:
|
Many signals can be modelled as sums of sinusoids and noise. However, the frequencies of the sinusoids are often unknown and must be estimated to identify the source. This book presents and analyses several practical techniques used for such estimation and for tracking slow frequency changes over time. Rigorous results and physical insight are both given, focusing on noisy signals with large sample sizes. Many applications are described and Matlab code is also included. The book will...
More DescriptionMany signals can be modelled as sums of sinusoids and noise. However, the frequencies of the sinusoids are often unknown and must be estimated to identify the source. This book presents and analyses several practical techniques used for such estimation and for tracking slow frequency changes over time. Rigorous results and physical insight are both given, focusing on noisy signals with large sample sizes. Many applications are described and Matlab code is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.