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Handbook of Time Series Analysis, Signal Processing, and Dynamics.

Author: D S G Pollock; Richard C Green; Truong Nguyen
Publisher: Burlington : Elsevier, 1999.
Series: Signal processing and its applications.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete  Read more...
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Details

Genre/Form: Electronic books
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: D S G Pollock; Richard C Green; Truong Nguyen
ISBN: 9780080507873 0080507875
OCLC Number: 476128884
Description: 1 online resource (755 pages).
Contents: Front Cover; A Handbook of Time-Series Analysis, Signal Processing and Dynamics; Copyright Page; Contents; Preface; Part I: Introduction; Chapter 1. The Methods of Time-Series Analysis; Part II: Polynomial Methods; Chapter 2. Elements of Polynomial Algebra; Chapter 3. Rational Functions and Complex Analysis; Chapter 4. Polynomial Computations; Chapter 5. Difference Equations and Differential Equations; Chapter 6. Vector Difference Equations and State-Space Models; Part III: Least-Squares Methods; Chapter 7. Matrix Computations; Chapter 8. Classical Regression Analysis.
Series Title: Signal processing and its applications.

Abstract:

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

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