Digital Spectral Analysis: Parametric, Non-parametric and Advanced Methods

This book is a stand-alone reference guide that presents a complete coverage of the spectral analysis domain, including an overview of the theoretical bases necessary to the understanding of spectral analysis in the first four chapters (fundamentals, digital signal processing, estimation in spectral analysis, and time-series models), a full chapter devoted to the non-parametric methods most widely used in industry, four chapters detailing high resolution methods (spectral analysis by stationary time series modeling, minimum variance, and subspace-based estimators), and a review of advanced concepts that makes up the core of the last four chapters (spectral analysis of non-stationary random signals, space time adaptive processes such as irregularly sampled data processing, particle filtering, and tracking of varying sinusoids.