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1、AutomaticAutocorrelationandSpectralAnalysisPietM.T.BroersenAutomaticAutocorrelationandSpectralAnalysisWith104Figures123PietM.T.Broersen,PhDDepartmentofMultiScalePhysicsDelftUniversityofTechnologyKramersLaboratoryPrinsBernhardlaan62628BW,DelftTheNetherlandsBritishLibraryCataloguinginPublication
2、DataBroersen,PietM.T.Automaticautocorrelationandspectralanalysis1.Spectrumanalysis-Statisticalmethods2.Signalprocessing-Statisticalmethods3.Autocorrelation(Statistics)4.Time-seriesanalysisI.Title543.5’0727ISBN-13:9781846283284ISBN-10:1846283280LibraryofCongressControlNumber:2006922620ISBN-10:1
3、-84628-328-0e-ISBN1-84628-329-9Printedonacid-freepaperISBN-13:978-1-84628-328-4©Springer-VerlagLondonLimited2006MATLAB®isaregisteredtrademarkofTheMathWorks,Inc.,3AppleHillDrive,Natick,MA01760-2098,U.S.A.http://www.mathworks.comApartfromanyfairdealingforthepurposesofresearchorprivatestudy,orcri
4、ticismorreview,aspermittedundertheCopyright,DesignsandPatentsAct1988,thispublicationmayonlybereproduced,storedortransmitted,inanyformorbyanymeans,withthepriorpermissioninwritingofthepublishers,orinthecaseofreprographicreproductioninaccordancewiththetermsoflicencesissuedbytheCopyrightLicensingA
5、gency.Enquiriesconcerningreproductionoutsidethosetermsshouldbesenttothepublishers.Theuseofregisterednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantlawsandregulationsandthereforefreeforgeneraluse.Thepublishermakesnorep
6、resentation,expressorimplied,withregardtotheaccuracyoftheinfor-mationcontainedinthisbookandcannotacceptanylegalresponsibilityorliabilityforanyerrorsoromissionsthatmaybemade.PrintedinGermany987654321SpringerScience+BusinessMediaspringer.comToRinaPrefaceIfdifferentpeopleestimatespectrafromthesam
7、efinitenumberofstationarystochasticobservations,theirresultswillgenerallynotbethesame.Thereasonisthatseveralsubjectivedecisionsorchoiceshavetobemadeduringthecurrentpracticeofspectralanalysis,whichinfluencethefinalspectralestimate.Thisap
