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1、sm2"ii2004/2/22pageiiiSPECTRALANALYSISOFSIGNALSPetreStoicaandRandolphMosesPRENTICEHALL,UpperSaddleRiver,NewJersey07458iiiism2"ii2004/2/22pageiiiiLibraryofCongressCataloging-in-PublicationDataSpectralAnalysisofSignals/PetreStoicaandRandolphMosesp.cm.I
2、ncludesbibliographicalreferencesindex.ISBN0-13-113956-81.Spectraltheory(Mathematics)I.Moses,RandolphII.Title512'{dc212005QA814.G2700-055035CIPAcquisitionsEditor:TomRobbinsEditor-in-Chief:?AssistantVicePresidentofProductionandManufacturing:?ExecutiveMan
3、agingEditor:?SeniorManagingEditor:?ProductionEditor:?ManufacturingBuyer:?ManufacturingManager:?MarketingManager:?MarketingAssistant:?DirectorofMarketing:?EditorialAssistant:?ArtDirector:?InteriorDesigner:?CoverDesigner:?CoverPhoto:?c2005byPrenticeHall,
4、Inc.UpperSaddleRiver,NewJersey07458Allrightsreserved.Nopartofthisbookmaybereproduced,inanyformorbyanymeans,withoutpermissioninwritingfromthepublisher.PrintedintheUnitedStatesofAmerica10987654321ISBN0-13-113956-8PearsonEducationLTD.,LondonPearsonEducati
5、onAustraliaPTY,Limited,SydneyPearsonEducationSingapore,Pte.LtdPearsonEducationNorthAsiaLtd,HongKongPearsonEducationCanada,Ltd.,TorontoPearsonEducaciondeMexico,S.A.deC.V.PearsonEducation-Japan,TokyoPearsonEducationMalaysia,Pte.Ltdiiiism2"ii2004/2/22pag
6、eiiiiiContents1BasicConcepts11.1Introduction................................11.2EnergySpectralDensityofDeterministicSignals...........31.3PowerSpectralDensityofRandomSignals..............41.3.1FirstDe nitionofPowerSpectralDensity...........61.3.2Second
7、De nitionofPowerSpectralDensity..........71.4PropertiesofPowerSpectralDensities.................81.5TheSpectralEstimationProblem....................121.6Complements...............................121.6.1CoherencySpectrum.......................121.7Exerc
8、ises.................................142NonparametricMethods222.1Introduction................................222.2PeriodogramandCorrelogramMethods................222.2.1Periodogram...........................222.2.2Correlogram...........
