Spectral Analysis for Physical Applications

An up-to-date introduction to univariate spectral analysis at the graduate level.

Donald B. Percival (Author), Andrew T. Walden (Author)

9780521435413, Cambridge University Press

Paperback, published 3 June 1993

612 pages
22.8 x 15.3 x 3.2 cm, 0.945 kg

"This is a great book for any one who uses or wants to learn to use spectral analysis....The authors take an applied approach, not a watered down approach....the suthors supply the reader with ample references to the more theoretical details. The authors take you, step-by-step, through the entire wonderland of the spectral analysis of time series....they give philosophical as well as practical advice." Journal of the American Statistical Association

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 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. 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. The text contains a large number of exercises, together with an extensive bibliography.

Glossary of symbols
1. Introduction to spectral analysis
2. Stationary stochastic processes
3. Deterministic spectral analysis
4. Foundations for stochastic spectral theory
5. Linear time-invariant filters
6. Non-parametric spectral estimation
7. Multiple taper spectral estimation
8. Calculation of discrete prolate spheroidal sequences
9. Parametric spectral estimation
10. Harmonic analysis
References
Appendix: data and code via e-mail
Index.

Subject Areas: Physics [PH]