Introduction to Spectral Analysis

Appropriate for a first course on Spectral Analysis at the graduate or advanced undergraduate level. This text presents an introduction to spectral analysis that is designed for either course use or self-study. Clear and concise in approach, it covers both classical and modern approaches of spectra [...]
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Appropriate for a first course on Spectral Analysis at the graduate or advanced undergraduate level. This text presents an introduction to spectral analysis that is designed for either course use or self-study. Clear and concise in approach, it covers both classical and modern approaches of spectral analysis. Topics covered include nonparametric spectrum analysis (both periodogram- based approaches and filter-bank approaches), parametric spectral analysis using rational spectral models (AR, MA, and ARMA models), parametric method for line spectra, and spatial (array) signal processing. Analytical and Matlab-based computer exercises are included to develop both analytical skills and hands-on experience.