Spectral Analysis For Physical Applications by Donald B. PercivalSpectral Analysis For Physical Applications by Donald B. Percival

Spectral Analysis For Physical Applications

byDonald B. Percival, Andrew T. Walden

Paperback | June 25, 1993

Pricing and Purchase Info


Earn 586 plum® points

Prices and offers may vary in store


In stock online

Ships free on orders over $25

Not available in stores


This book is an up-to-date introduction to univariate spectral analysis aimed at graduate students, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. It gives equal weight to both algorithms and statistical theory and is valuable for the many examples it gives showing the application of spectral analysis to real data sets. The book is unique in placing special emphasis on the multitaper technique, which can successfully handle spectra with intricate structure and data with or without spectral lines. The text contains a large number of exercises.
Title:Spectral Analysis For Physical ApplicationsFormat:PaperbackDimensions:612 pages, 8.98 × 5.98 × 1.38 inPublished:June 25, 1993Publisher:Cambridge University Press

The following ISBNs are associated with this title:

ISBN - 10:0521435412

ISBN - 13:9780521435413


Table of Contents

Glossary of symbols; 1. Introduction to spectral analysis; 2. Stationary stochastic processes; 3. Deterministic spectral analysis; 4. Foundations for stochastic spectral theory; 5. Linear time-invariant filters; 6. Non-parametric spectral estimation; 7. Multiple taper spectral estimation; 8. Calculation of discrete prolate spheroidal sequences; 9. Parametric spectral estimation; 10. Harmonic analysis; References; Appendix: data and code via e-mail; Index.

Editorial Reviews

"This is a great book for any one who uses or wants to learn to use spectral analysis....The authors take an applied approach, not a watered down approach....the suthors supply the reader with ample references to the more theoretical details. The authors take you, step-by-step, through the entire wonderland of the spectral analysis of time series....they give philosophical as well as practical advice." Journal of the American Statistical Association