The Estimation and Tracking of Frequency (Cambridge Series in Statistical and Probabilistic Mathematics)
暫譯: 頻率的估計與追蹤(劍橋統計與機率數學系列)

B. G. Quinn

  • 出版商: Cambridge
  • 出版日期: 2013-01-17
  • 售價: $2,540
  • 貴賓價: 9.5$2,413
  • 語言: 英文
  • 頁數: 280
  • 裝訂: Paperback
  • ISBN: 1107412854
  • ISBN-13: 9781107412859
  • 海外代購書籍(需單獨結帳)

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商品描述

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.

商品描述(中文翻譯)

許多電子和聲學信號可以被建模為正弦波和噪聲的總和。然而,正弦波的幅度、相位和頻率通常是未知的,必須進行估計以表徵信號的週期性或近週期性,並因此識別其來源。Quinn 和 Hannan 提出了幾種用於此類估計的實用技術並進行了分析。還考慮了隨時間追蹤非常嘈雜的正弦波的緩慢頻率變化的問題。通過漸近或大樣本理論,提供了嚴謹的分析,並結合了物理洞察。該書專注於在信噪比低但樣本量大的情況下實現極其準確的估計。