Bayesian Spectrum Analysis And Parameter Estimation

Author by : G. Larry Bretthorst
Languange : en
Publisher by : Springer Science & Business Media
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Description : This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate level study of physics should be able to follow the material contained in this book, though not without eIfort. From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have learned into this book. I am indebted to a number of people who have aided me in preparing this docu ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. In addition, I must extend my deepest thanks to Dr. Joseph Ackerman for his support during the time this manuscript was being prepared.


Modern Spectrum Analysis Of Time Series

Author by : Prabhakar S. Naidu
Languange : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 53
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Description : Spectrum analysis can be considered as a topic in statistics as well as a topic in digital signal processing (DSP). This book takes a middle course by emphasizing the time series models and their impact on spectrum analysis. The text begins with elements of probability theory and goes on to introduce the theory of stationary stochastic processes. The depth of coverage is extensive. Many topics of concern to spectral characterization of Gaussian and non-Gaussian time series, scalar and vector time series are covered. A section is devoted to the emerging areas of non-stationary and cyclostationary time series. The book is organized more as a textbook than a reference book. Each chapter includes many examples to illustrate the concepts described. Several exercises are included at the end of each chapter. The level is appropriate for graduate and research students.


Vibration Spectrum Analysis

Author by : Steve Goldman
Languange : en
Publisher by : Industrial Press Inc.
Format Available : PDF, ePub, Mobi
Total Read : 57
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File Size : 53,7 Mb
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Description : "Written for vibration analysts, predictive maintenance specialists, field mechanics, and a wide variety of engineers, Vibration Spectrum Analysis assumes no prior knowledge of advanced mathematics or mechanical engineering. It carefully guides the reader through sophisticated analysis techniques in a logical, easy-to-understand manner."--BOOK JACKET.


Singular Spectrum Analysis With R

Author by : Nina Golyandina
Languange : en
Publisher by : Springer
Format Available : PDF, ePub, Mobi
Total Read : 68
Total Download : 781
File Size : 41,5 Mb
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Description : This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analysis and forecasting of time series. Since quite recently, SSA is also being used to analyze digital images and other objects that are not necessarily of planar or rectangular form and may contain gaps. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas, most notably those associated with time series and digital images. An effective, comfortable and accessible implementation of SSA is provided by the R-package Rssa, which is available from CRAN and reviewed in this book. Written by prominent statisticians who have extensive experience with SSA, the book (a) presents the up-to-date SSA methodology, including multidimensional extensions, in language accessible to a large circle of users, (b) combines different versions of SSA into a single tool, (c) shows the diverse tasks that SSA can be used for, (d) formally describes the main SSA methods and algorithms, and (e) provides tutorials on the Rssa package and the use of SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The book is written on a level accessible to a broad audience and includes a wealth of examples; hence it can also be used as a textbook for undergraduate and postgraduate courses on time series analysis and signal processing.


Spectral Analysis Of Signals

Author by : Yanwei Wang
Languange : en
Publisher by : Morgan & Claypool Publishers
Format Available : PDF, ePub, Mobi
Total Read : 48
Total Download : 110
File Size : 51,6 Mb
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Description : Spectral estimation is important in many fields including astronomy, meteorology, seismology, communications, economics, speech analysis, medical imaging, radar, and underwater acoustics. Most existing spectral estimation algorithms are devised for uniformly sampled complete-data sequences. However, the spectral estimation for data sequences with missing samples is also important in a wide range of applications.This lecture considers the spectral estimation problem in the case where some of the data samples are missing. The challenge is how to extend the existing spectral estimation techniques to deal with these missing-data samples. Recently, nonparametric adaptive filtering based techniques have been developed successfully for various missing-data spectral estimation problems. Collectively, these algorithms provide a comprehensive toolset for the missing-data problem based exclusively on the nonparametric adaptive filter-bank approaches. They provide the main topic of this lecture..The authors present the recently developed nonparametric adaptive filtering based algorithms for the missing-data case, namely gapped-data APES (GAPES) and the more general missing-data APES (MAPES).


Singular Spectrum Analysis For Time Series

Author by : Nina Golyandina
Languange : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 57
Total Download : 435
File Size : 50,9 Mb
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Description : Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.


Modern Spectrum Analysis

Author by : Donald G. Childers
Languange : en
Publisher by : IEEE Computer Society Press
Format Available : PDF, ePub, Mobi
Total Read : 87
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Spectrum Analysis Explained

Author by : Anonim
Languange : en
Publisher by : Unknown
Format Available : PDF, ePub, Mobi
Total Read : 59
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Modern Spectrum Analysis Ii

Author by : S. B. Kesler
Languange : en
Publisher by : IEEE
Format Available : PDF, ePub, Mobi
Total Read : 47
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File Size : 47,8 Mb
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Spectrum Analysis

Author by : Anonim
Languange : en
Publisher by : Unknown
Format Available : PDF, ePub, Mobi
Total Read : 59
Total Download : 750
File Size : 54,6 Mb
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Spectrum Analysis

Author by : Henry Enfield Roscoe
Languange : en
Publisher by : Unknown
Format Available : PDF, ePub, Mobi
Total Read : 34
Total Download : 358
File Size : 43,5 Mb
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In Vivo Magnetic Resonance Spectroscopy I Probeheads And Radiofrequency Pulses Spectrum Analysis

Author by : M. Rudin
Languange : en
Publisher by : Springer
Format Available : PDF, ePub, Mobi
Total Read : 64
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File Size : 50,7 Mb
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Description : RF Probeheads 1. J. Link, Faellanden, Switzerland The Design of Resonator Probes with Homogeneous Radiofrequency Fields 2. M. Schnall, Philadelphia, PA/USA Probes Tuned to Multiple Frequencies for In-Vivo NMR RF Pulses 3. P.C.M. van Zijl, Rockville, MD/USA; C.T.W. Moonen, Bethesda, MD/USA Solvent Suppression Strategies for In Vivo Magnetic Resonance Spectroscopy 4. M. Garwood, K. Ugurbil, Minneapolis, MN/USA B1 Insensitive Adiabatic RF Pulses 5. P.G. Morris, Nottingham, UK Frequency Selective Excitation Using Phase-Compensated RF Pulses in One andTwo Dimensions 6. S. Mueller, Basel, Switzerland RF Pulses for MultipleFrequency Excitation: Theory and Application Spectrum Analysis 7. R. de Beer, D. van Ormondt, Delft, The Nethelands Analysis of NMR Data Using Time Domain Fitting Procedures 8. E.B. Cady, London, UK Determination of Absolute Concentrations of Metabolites from NMR Spectra


Vibration Spectrum Analysis

Author by : Steve Goldman
Languange : en
Publisher by : Industrial Press
Format Available : PDF, ePub, Mobi
Total Read : 11
Total Download : 778
File Size : 40,6 Mb
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Description : Vibration Spectrum Analysis helps teach the maintenance mechanic or engineer how to identify problem areas before extensive damage occurs. Every rotating machine exhibits a unique characteristic vibration signature that is the sum of the design, manufacture, application, and wear of each of its components. This book explains how to monitor this signature and avoid damage.


Nonlinear Methods Of Spectral Analysis

Author by : S. Haykin
Languange : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 48
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File Size : 50,9 Mb
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Description : With contributions by numerous experts


Multiple Support Response Spectrum Analysis Of Bridges Including The Site Response Effect Msrs Code

Author by : Armen Der Kiureghian
Languange : en
Publisher by : Unknown
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Total Read : 59
Total Download : 266
File Size : 54,7 Mb
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Description : A comprehensive investigation of the Multiple Support Response Spectrum (MSRS) method for seismic analysis of bridges and other multiply supported structures is presented. The method accurately accounts for the spatial variability of ground motions, including the effects of incoherence, wave passage, and spatially varying site response. The structural response is obtained in terms of response spectra and peak displacements at individual support degrees of freedom, and a coherency function that characterizes the three spatial variability effects. Special attention is given to the effect of site response arising from variation in the soil conditions at different supports of the structure. Through extensive comparisons with time history analysis, the validity of the MSRS rule and the site response component of the coherency function are established. Methods for estimating the site frequency response function, needed in the coherency model, are developed and examined. These models and rules are implemented in the MSRS code for application to three-dimensional, multiply supported structures. Using the MSRS code, extensive parametric studies are performed for two example bridge structures. The report concludes with a summary of guidelines for practical implementation of the MSRS rule.


Automatic Autocorrelation And Spectral Analysis

Author by : Petrus M.T. Broersen
Languange : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 52
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File Size : 48,7 Mb
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Description : Spectral analysis requires subjective decisions which influence the final estimate and mean that different analysts can obtain different results from the same stationary stochastic observations. Statistical signal processing can overcome this difficulty, producing a unique solution for any set of observations but that is only acceptable if it is close to the best attainable accuracy for most types of stationary data. This book describes a method which fulfils the above near-optimal-solution criterion, taking advantage of greater computing power and robust algorithms to produce enough candidate models to be sure of providing a suitable candidate for given data.


Spectrum Analysis Discoveries

Author by : Heinrich Schellen
Languange : en
Publisher by : Unknown
Format Available : PDF, ePub, Mobi
Total Read : 78
Total Download : 195
File Size : 49,8 Mb
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Random Vibration And Spectral Analysis Vibrations Al Atoires Et Analyse Spectral

Author by : A. Preumont
Languange : en
Publisher by : Springer Science & Business Media
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Total Read : 12
Total Download : 103
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Description : I became interested in Random Vibration during the preparation of my PhD dissertation, which was concerned with the seismic response of nuclear reactor cores. I was initiated into this field through the cla.ssical books by Y.K.Lin, S.H.Crandall and a few others. After the completion of my PhD, in 1981, my supervisor M.Gera.din encouraged me to prepare a course in Random Vibration for fourth and fifth year students in Aeronautics, at the University of Liege. There was at the time very little material available in French on that subject. A first draft was produced during 1983 and 1984 and revised in 1986. These notes were published by the Presses Poly techniques et Universitaires Romandes (Lausanne, Suisse) in 1990. When Kluwer decided to publish an English translation ofthe book in 1992, I had to choose between letting Kluwer translate the French text in-extenso or doing it myself, which would allow me to carry out a sustantial revision of the book. I took the second option and decided to rewrite or delete some of the original text and include new material, based on my personal experience, or reflecting recent technical advances. Chapter 6, devoted to the response of multi degree offreedom structures, has been completely rewritten, and Chapter 11 on random fatigue is entirely new. The computer programs which have been developed in parallel with these chapters have been incorporated in the general purpose finite element software SAMCEF, developed at the University of Liege.


Singular Spectrum Analysis

Author by : J.B. Elsner
Languange : en
Publisher by : Springer
Format Available : PDF, ePub, Mobi
Total Read : 26
Total Download : 426
File Size : 47,5 Mb
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Description : The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time series using the singular spectrum. Spectral decomposition of matrices is fundamental to much the ory of linear algebra and it has many applications to problems in the natural and related sciences. Its widespread use as a tool for time series analysis is fairly recent, however, emerging to a large extent from applications of dynamical systems theory (sometimes called chaos theory). SSA was introduced into chaos theory by Fraedrich (1986) and Broomhead and King (l986a). Prior to this, SSA was used in biological oceanography by Colebrook (1978). In the digi tal signal processing community, the approach is also known as the Karhunen-Loeve (K-L) expansion (Pike et aI., 1984). Like other techniques based on spectral decomposition, SSA is attractive in that it holds a promise for a reduction in the dimen- • Singular spectrum analysis is sometimes called singular systems analysis or singular spectrum approach. vii viii Preface sionality. This reduction in dimensionality is often accompanied by a simpler explanation of the underlying physics.


Modal And Spectrum Analysis

Author by : Sudhakar M. Pandit
Languange : en
Publisher by : Wiley-Interscience
Format Available : PDF, ePub, Mobi
Total Read : 92
Total Download : 706
File Size : 53,6 Mb
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Description : Intended for practicing engineers in industry and researchers in engineering, this one volume treatise presents a unified, comparative exposition of modal and spectrum analysis of dynamic systems and structures. It shows how the utilization of Data Dependent Systems (DDSs) brings together these two methods of analysis and simplifies many of the techniques used. In addition, it provides more accurate, realistic and more easily interpreted results and discusses the pitfalls and limitations of each method. Both time and frequency domain methods are covered, demonstrating the relative advantages and disadvantages of each.