Pollock, D. S. G.
A handbook of time-series analysis, signal processing and dynamics, with DVD / D.S.G. Pollock. - San Diego, California ; London : Academic, c1999 - xx, 733 pages : illustrtaions ; 25 cm. + 1 computer optical disc (4 3/4 in.) - Signal processing and its applications .
Includes bibliographical references and index.
Contents: 1 The methods of time-series analysis -- 2 Elements of polynomial methods -- 3 Rational functions and complex analysis -- 4 Polynomial computations -- 5 Difference equations and differential equations -- 6 Vector difference equations and state-space models -- 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 -- 13 Fourier series and fourier transform -- 15 The fast fourier transform -- 16 Linear filters -- 17 Autoregressive and moving-average processes -- 18 Time-series analysis in the frequency domain -- 19 Prediction and signal extraction -- 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
Includes compact optical disc in pocket attached to inside back cover.
English
0125609906 [hardbound]
00702798
Time-series analysis.
Signal processing.
Dynamics.
A handbook of time-series analysis, signal processing and dynamics, with DVD / D.S.G. Pollock. - San Diego, California ; London : Academic, c1999 - xx, 733 pages : illustrtaions ; 25 cm. + 1 computer optical disc (4 3/4 in.) - Signal processing and its applications .
Includes bibliographical references and index.
Contents: 1 The methods of time-series analysis -- 2 Elements of polynomial methods -- 3 Rational functions and complex analysis -- 4 Polynomial computations -- 5 Difference equations and differential equations -- 6 Vector difference equations and state-space models -- 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 -- 13 Fourier series and fourier transform -- 15 The fast fourier transform -- 16 Linear filters -- 17 Autoregressive and moving-average processes -- 18 Time-series analysis in the frequency domain -- 19 Prediction and signal extraction -- 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
Includes compact optical disc in pocket attached to inside back cover.
English
0125609906 [hardbound]
00702798
Time-series analysis.
Signal processing.
Dynamics.