Spectral Analysis for Physical Applications
Description:... "This book is an up-to-date introduction to univariate spectral analysis at the graduate level, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The authors view the subject from a practical perspective while giving a firm underpinning of theory. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice." "Spectral analysis finds extensive application in the analysis of data arising in many of the physical sciences, ranging from electrical engineering and physics to geophysics and oceanography. Throughout the text the authors give all formulae in terms that can be immediately and easily coded for a computer, and a thorough review of the necessary Fourier theory is presented. Algorithmic innovations and statistical properties are also presented. A valuable feature of the text is that many examples are given, showing the application of spectral analysis to real data sets." "Special emphasis is placed on the multitaper technique, because of its practical success in handling spectra with intricate structure, and its power to handle data with or without spectral lines. A thorough discussion of conventional nonparametric and parametric (autoregressive) spectral analysis is included, along with an examination of potential problems with their application. The text contains a large number of exercises of varying levels of difficulty, together with an extensive bibliography. The emphasis throughout the book is on providing insight and guidance on the many techniques available." "This book will be of interest to advanced undergraduates, graduate students and researchers in mathematics, statistics and the whole of the physical sciences with an interest in spectral analysis." --Book Jacket.
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