Editorial Reviews
Review
'The authors show complete technical mastery of their subject and of the mathematical methods required ... contains a considerable amount which is new, both conceptually and in a mathematical tightening-up of earlier work and gives a full and modern account of its subject ... a full, clear and authoritative account which certainly advances the current stage of the subject. The text is to be firmly recommended to time series analysts, actual and aspiring, and to the more mathematically valiant of the engineers.' P. Whittle, Journal of Time Series Analysis
'... the book is a valuable and detailed quality reference source...'. A. T. Walden, Short Book Reviews
'Quinn and Hannan's book ... breaks new ground ... This book fulfils a role ... as a high-quality expository monograph.' Malcolm D. MacLeod, International Journal of Robust and Nonlinear Control
Book Description
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.
The Estimation and Tracking of Frequency (Cambridge Series in Statistical and Probabilistic Mathematics)
The Estimation and Tracking of Frequency (Cambridge Series in Statistical and Probabilistic Mathematics),B.G. Quinn,E. J. Hannan,Cambridge University Press,0521804469,Applied,Computer Science,Data processing,Engineering - Electrical & Electronic,Mathematical models,Mathematics,Matlab,Modulation (Electronics),Probability & Statistics - General,Science/Mathematics,Signal Processing (Communication Engineering),Signal processing,Technology,Telecommunications,Applied mathematics,Mathematics / Statistics,Probability & statistics,Signal processing--Mathematics
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