Handbook of Time Series Analysis, Signal Processing, and Dynamics

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D. S.G. Pollock, Richard C. Green, Truong Nguyen
Elsevier, Oct 26, 1999 - Technology & Engineering - 848 pages
The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.
The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.
 

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Contents

Polynomial Methods
21
LeastSquares Methods
179
Fourier Methods
363
TimeSeries Models
457
TimeSeries Estimation
617
Index
725
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About the author (1999)

Truong Nguyen came to the Jacobs School in 2001. He manages the Video Processing Group, and teaches courses associated with the Signal Image Processing Program (SIP). He is a 1995 recipient of an NSF career award and is author of several MATLAB-based toolboxes on image compression, electrocardiogram compression, and filter bank design. He also holds a patent on an efficient design method for wavelets and filter banks and several patents on wavelet applications including compression and signal analysis. He received his Ph.D. from Caltech in 1989.

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