Title A handbook of time-series analysis, signal processing and dynamics / D.S.G. Pollock

Published San Diego, Calif. ; London : Academic, [1999] ©1999

Copies

Location	Call no.	Vol.	Availability
W'PONDS	621.3822 Pol/Hot		AVAILABLE

Description xx, 733 pages : illustrations ; 25 cm + 1 computer optical disc (4 3/4 in.) Series Signal processing and its applications Signal processing and its applications. Contents 1. The Methods of Time-Series Analysis -- Polynomial Methods -- 2. Elements of Polynomial Algebra -- 3. Rational Functions and Complex Analysis -- 4. Polynomial Computations -- 5. Difference Equations and Differential Equations -- 6. Vector Difference Equations and State-Space Models -- Least-Squares Methods -- 7. Matrix Computations -- 8. Classical Regression Analysis -- 9. Recursive Least-Squares Estimation -- 10. Estimation of Polynomial Trends -- 11. Smoothing with Cubic Splines -- 12. Unconstrained Optimisation -- Fourier Methods -- 13. Fourier Series and Fourier Integrals -- 14. The Discrete Fourier Transform -- 15. The Fast Fourier Transform -- Time-Series Models -- 16. Linear Filters -- 17. Autoregressive and Moving-Average Processes -- 18. Time-Series Analysis in the Frequency Domain -- 19. Prediction and Signal Extraction -- Time-Series Estimation -- 20. Estimation of the Mean and the Autocovariances -- 21. Least-Squares Methods of ARMA Estimation 22. Maximum-Likelihood Methods of ARMA Estimation -- 23. Nonparametric Estimation of the Spectral Density Function Notes Includes compact optical disc in pocket attached to inside back cover Bibliography Includes bibliographical references and index Subject Dynamics. Signal processing. Time-series analysis. LC no. 00702798 ISBN 0125609906

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