Nonlinear methods of spectral analysis. 2nd corrected and updated edition

zbMATH Open0523.94001MaRDI QIDQ585162FDOQ585162

Authors:

Publication date: 1983

Published in: Topics in Applied Physics (Search for Journal in Brave)

zbMATH Keywords

algorithmSpectral analysisautoregressive modelsarray signal processingestimation of the frequency wave number spectrummaximum entropy spectral estimationmaximum likelihood spectral estimationmodeling of discrete time seriesNonlinear methodsprediction-error filteringpropagating waves

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to information and communication theory (94-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Physics (00A79) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Communication, information (94A99)

Cited In (10)

• Deep UQ: learning deep neural network surrogate models for high dimensional uncertainty quantification
• An improved adaptive online neural control for robot manipulator systems using integral barrier Lyapunov functions
• Nonlinear spectral density estimation: thresholding the correlogram
• Computation semantics of the functional scientific workflow language Cuneiform
• On the use of information theory to quantify parameter uncertainty in groundwater modeling
• A univariate model for long-term streamflow forecasting. II: Application
• Notes on poles of autoregressive type model. III: General case
• Discrete orthogonal polynomials inherent to sampling points at equal intervals
• Notes on poles of autoregressive type model, I: Non-robust singular pole
• A highly specific test for periodicity

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