THE ESTIMATION AND TRACKING OF FREQUENCY by B. G. Quinn, E. J. Hannan ( 9780521804462 )

Item Details

Title:

THE ESTIMATION AND TRACKING OF FREQUENCY

By:

B. G. Quinn, E. J. Hannan

Format:

Hardback

List price:

£95.99

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£83.99

Discount:

12.5% off

You save:

£12.00

ISBN 10:

0521804469

ISBN 13:

9780521804462

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Stock:

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Publisher:

CAMBRIDGE UNIVERSITY PRESS

Pub. date:

5 February, 2001

Series:

Cambridge Series in Statistical and Probabilistic Mathematics 9

Pages:

280

Description:

This book presents practical techniques for estimating frequencies of signals. Includes Matlab code. For researchers.

Synopsis:

Many electronic and acoustic signals can be modelled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterise the periodicity or near-periodicity of a signal and consequently to identify its source. This book presents and analyses several practical techniques used for such estimation. The problem of tracking slow frequency changes over time of a very noisy sinusoid is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large. Each chapter begins with a detailed overview, and many applications are given. Matlab code for the estimation techniques is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.

Illustrations:

indexes, references

Publication:

Imprint:

Cambridge University Press

Returns:

Returnable

Some other items by this author:

EXTERNAL PROGRAMME SUBJECT GUIDES (PB)

MULTIPLE TIME SERIES

RANDOM COEFFICIENT AUTOREGRESSIVE MODELS: AN INTRODUCTION (PB)

THE ESTIMATION AND TRACKING OF FREQUENCY