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scientific article; zbMATH DE number 193289
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scientific article; zbMATH DE number 193289 |
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5 June 1993
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periodogram
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deterministic theory
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spectral analysis of empirical time series
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fraction-of-time distributions
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periodically time-invariant phenomena
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cyclic autocorrelation
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signal detection and extraction
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synchronization
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excercises
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Digital methods
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Cross-spectral analysis
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second-order periodicity
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cyclic spectra
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Measurement methods
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Cyclic fraction-of-time probabilistic analysis
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0.8941183
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0.8778582
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0.8766343
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0.87257504
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0.87232184
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The book presents a deterministic theory of statistical spectral analysis of empirical time series. The term ''empirical'' means that the data are from a physical phenomenon and the term ''statistical'' indicates that the squared magnitude of each measured or computed sine wave component is averaged to reduce random effects in the data that mask the spectral characteristics of the phenomenon under study. For example, the statistical spectrum of a segment of data x(u) of length T centered at time t and evaluated at frequency f is \[ S_{X_ T}(t,f)_{\Delta t}=(\Delta t)^{-1}\int^{t+\Delta t/2}_{t-\Delta t/2}S_{X_ T}(\quad v,f)dv,\quad where \] \[ S_{X_ t}(t,f)=T^{-1}| X_ T(t,f)| \quad 2,\quad X_ T(t,f)=\int^{t+T/2}_{t-T/2}x(u)e^{- i2\pi fu}du. \] The author aims to show that the theoretical foundations of this subject can be presented deterministically and need not be based on probabilistic concepts (however, a probabilistic interpretation of the deterministic theory is possible in terms of fraction-of-time distributions). He argues that the conceptual gap between practice and the deterministic theory presented in the book is narrower than the one between practice and more abstract probabilistic theory. Therefore the book is recommended for graduate students and professionals in engineering, science, mathematics and statistics who studied spectral analysis in terms of the probabilistic theory and want to bridge the gaps between this abstract theory and empirical reality. The second motive of the book is to introduce in Part II (Chapters 10-15) a theory and methodology for statistical spectral analysis of random data from periodically time- invariant phenomena exhibiting so-called second-order-periodicity (it means that there exists some quadratic time-invariant transformation of the time series which gives rise to finite additive periodic components). The concepts of a cyclic autocorrelation and cyclic spectrum are introduced in this framework and applied to problems of signal detection and extraction, system identification, parameter estimation and synchronization. Each chapter includes a brief summary, numerous excercises and appendices devoted to various problems. The content of the book is the following: Part I - Constant phenomena: 1. Introduction to spectral analysis; 2. Nonstatistical spectral analysis; 3. Statistical spectral analysis; 4. Analog methods; 5. Fraction-of-time probabilistic analysis; 6. Digital methods; 7. Cross-spectral analysis; 8. Time-invariant spectral analysis; 9. Parametric methods. Part II - Periodic phenomena: 10. Introduction to second-order periodicity; 11. Cyclic spectral analysis; 12. Examples of cyclic spectra; 13. Measurement methods; 14. Applications; 15. Cyclic fraction- of-time probabilistic analysis.
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