Nonlinear Methods of Spectral AnalysisSimon S. Haykin |
Contents
Introduction | 1 |
PredictionError Filtering and MaximumEntropy Spectral Estimation | 9 |
Autoregressive and Mixed AutoregressiveMoving Average Models | 73 |
Copyright | |
6 other sections not shown
Other editions - View all
Common terms and phrases
a₁ a₂ Akaike algorithm approach approximation AR/ME estimate ARMA model ARMA process ARMA system array assume autocorrelation function autocovariance estimators autoregressive autoregressive process Burg Burg's Chandler wobble component computed consider criterion deconvolution defined determine discussed E. A. Robinson entropy feedback feedfront filter of order forward and backward Fourier frequency wave number Gaussian Geophys given IEEE Trans impulse response input interface iterative Levinson recursion linear maximum mean-square method minimum delay moving average nonlinear normal equations obtain parameters periodogram polar motion polynomial power spectrum prediction-error filter prediction-error power problem procedure propagating properties recursive reflection coefficient reflection coefficient series reflection seismogram representation resolution samples Sect seismic seismogram sensor sequence signal sinusoids spectral analysis spectral estimate stationary statistical stochastic process theoretical Toeplitz transform Treitel Ulrych unit circle values variance vector wavelet white noise x₁ z transform zero zero-delay spiking filter Σ Σ