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The Estimation and Tracking of Frequency (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 9) - Softcover
Synopsis
Many electronic and acoustic signals can be modeled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterize the periodicity or near-periodicity of a signal and consequently to identify its source. Quinn and Hannan present and analyze several practical techniques used for such estimation. The problem of tracking slow frequency changes of a very noisy sinusoid over time is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large.
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Book Description
Many signals can be modelled as sums of sinusoids and noise. However, the frequencies of the sinusoids are often unknown and must be estimated to identify the source. This book presents and analyses several practical techniques used for such estimation and for tracking slow frequency changes over time. Rigorous results and physical insight are both given, focusing on noisy signals with large sample sizes. Many applications are described and Matlab code is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.
Review
"This book...can be useful to both statisticians and signal processing people." Pham Dinh Tuan, Mathematical Reviews
"The book does what it sets out to do, and by restricting its scope, is able to focus in-depth on specific aspects of the problem...This book fulfils a role I think primarily as a high-quality expository monograph...It is a nicely presented exposition of one strand of the frequency estimation story, and it is pleasing to see a book devoted to this subject." International Journal of Robust and Nonlinear Control
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- PublisherCambridge University Press
- Publication date2013
- ISBN 10 1107412854
- ISBN 13 9781107412859
- BindingPaperback
- LanguageEnglish
- Number of pages280
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The Estimation and Tracking of Frequency. B.G. Quinn and E.J. Hannan
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Paperback. Condition: new. Paperback. Many electronic and acoustic signals can be modelled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterise the periodicity or near-periodicity of a signal and consequently to identify its source. This book presents and analyses several practical techniques used for such estimation. The problem of tracking slow frequency changes over time of a very noisy sinusoid is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large. Each chapter begins with a detailed overview, and many applications are given. Matlab code for the estimation techniques is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals. This book presents and analyses practical techniques for estimating the frequencies and amplitudes of the sinusoids making up signals. Rigorous results and physical insight are both given, focusing on noisy signals and large sample sizes. Many applications are described and Matlab code is also included. An excellent introduction and reference for researchers. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781107412859
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The Estimation and Tracking of Frequency
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The Estimation and Tracking of Frequency (Cambridge Series in Statistical and Probabilistic Mathematics)
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