Introduction to applied statistical signal analysis: guide to biomedical and electrical engineering applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam [u.a.]
Academic Press
2007
|
| Ausgabe: | 3. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXII, 402 S. Ill., graph. Darst. |
| ISBN: | 0120885816 |
Internformat
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| 245 | 1 | 0 | |a Introduction to applied statistical signal analysis |b guide to biomedical and electrical engineering applications |
| 250 | |a 3. ed. | ||
| 264 | 1 | |a Amsterdam [u.a.] |b Academic Press |c 2007 | |
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Datensatz im Suchindex
| _version_ | 1804138796421218304 |
|---|---|
| adam_text | CONTENTS
* = new section
PREFACE xiii
DEDICATION xv
ACKNOWLEDGMENTS xvii
LIST OF SYMBOLS xix
I
INTRODUCTION AND TERMINOLOGY
I. I Introduction 1
1.2 Signal Terminology 3
1.2.1 Domain Types 3
1.2.2 Amplitude Types 5
1.2.3 Basic Signal Forms 6
1.2.4 The Transformed Domain—The Frequency Domain 8
1.2.5 General Amplitude Properties 9
1.3 Analog to Digital Conversion 10
1.4 Measures of Signal Properties 11
1.4.1 Time Domain 11
1.4.2 Frequency Domain 12
References 13
w
VI CONTENTS
2
EMPIRICAL MODELING AND APPROXIMATION
2.1 Introduction 15
2.2 Model Development 16
2.3 Generalized Least Squares 21
2.4 Generalities 23
2.5 Models from Linearization 24
2.6 Orthogonal Polynomials 28
2.7 Interpolation and Extrapolation 33
2.7.1 Lagrange Polynomials 34
2.7.2 Spline Interpolation 38
2.8 Overview 43
References 43
Exercises 44
3
FOURIER ANALYSIS
3.1 Introduction 51
3.2 Review of Fourier Series 53
3.2.1 Definition 53
3.2.2 Convergence 60
3.3 Overview of Fourier Transform Relationships 61
3.3.1 Continuous versus Discrete Time 61
3.3.2 Discrete Time and Frequency 63
3.4 Discrete Fourier Transform 64
3.4.1 Definition Continued 64
3.4.2 Partial Summary of DFT Properties and Theorems 65
3.5 Fourier Analysis 68
3.5.1 Frequency Range and Scaling 69
3.5.2 The Effect of Discretizing Frequency 70
3.5.3 The Effect of Truncation 73
3.5.4 Windowing 77
3.5.5 Resolution 79
3.5.6 Detrending 82
3.6 Procedural Summary 82
3.7 Selected Applications 82
References 86
Exercises 87
Appendix3.1: DFT of Ionosphere Data 92
Appendix 3.2: Review of Properties of Orthogonal Functions 93
CONTENTS VII
Appendix 3.3: The Fourier Transform 94
Appendix 3.4: Data and Spectral Windows 98
4
PROBABILITY CONCEPTS AND SIGNAL CHARACTERISTICS
4.1 Introduction 101
4.2 Introduction to Random Variables 102
4.2.1 Probability Descriptors 102
4.2.2 Moments of Random Variables 108
4.2.3 Gaussian Random Variable 110
4.3 Joint Probability 112
4.3.1 Bivariate Distributions 112
4.3.2 Moments of Bivariate Distributions 113
4.4 Concept of Sampling and Estimation 115
4.4.1 Sample Moments 115
4.4.2 Significance of the Estimate 119
4.5 Density Function Estimation 122
4.5.1 General Principle for x2 Approach 122
4.5.2 Detailed Procedure for x2 Approach 124
*4.5.3 Quantile-Quantile Approach 127
4.6 Correlation and Regression 130
*4.6.l Estimate of Correlation 130
*4.6.2 Simple Regression Model 132
4.7 General Properties of Estimators 136
4.7.1 Convergence 136
4.7.2 Recursion 137
*4.7.3 Maximum Likelihood Estimation 138
4.8 Random Numbers and Signal Characteristics 139
4.8.1 Random Number Generation 140
4.8.2 Change of Mean and Variance 141
4.8.3 Density Shaping 142
References 145
Exercises 146
Appendix4.1: Plots and Formulas for Five Probability Density Functions 154
5
INTRODUCTION TO RANDOM PROCESSES AND
SIGNAL PROPERTIES
5.1 Introduction 155
5.2 Definition of Stationarity 156
Vlil CONTENTS
5.3 Definition of Moment Functions 159
5.3.1 General Definitions 159
5.3.2 Moments of Stationary Processes 160
5.4 Time Averages and Ergodicity 162
5.5 Estimating Correlation Functions 166
5.5.1 Estimator Definition 166
5.5.2 Estimator Bias 168
5.5.3 Consistency and Ergodicity 168
5.5.4 Sampling Properties 170
5.5.5 Asymptotic Distributions 171
5.6 Correlation and Signal Structure 176
5.6.1 General Moving Average 176
5.6.2 First-Order MA 177
5.6.3 Second-Order MA 181
5.6.4 Overview 181
5.7 Assessing Stationarity of Signals 182
*5.7.l Multiple Segments—Parametric 184
*5.7.2 Multiple Segments—Nonparametric 189
References 193
Exercises 194
Appendix 5.1: Variance of Autocovariance Estimate 197
Appendix 5.2: Stationarity Tests 198
6
RANDOM SIGNALS, LINEAR SYSTEMS,
AND POWER SPECTRA
6.1 Introduction 201
6.2 Power Spectra 201
*6.2.l Empirical Approach 201
*6.2.2 Theoretical Approach 203
6.3 System Definition Review 205
6.3.1 Basic Definitions 205
6.3.2 Relationships between Input and Output 208
6.4 Systems and Signal Structure 210
6.4.1 Moving Average Process 210
6.4.2 Structure with Autoregressive Systems 211
6.4.3 Higher-Order AR Systems 215
6.5 Time Series Models for Spectral Density 219
References 225
Exercises 226
CONTENTS IX
7
SPECTRAL ANALYSIS FOR RANDOM SIGNALS:
NONPARAMETRIC METHODS
7.1 Spectral Estimation Concepts 229
7.1.1 Developing Procedures 233
7.1.2 Sampling Moments of Estimators 234
7.2 Sampling Distribution for Spectral Estimators 239
7.2.1 Spectral Estimate for White Noise 239
7.2.2 Sampling Properties for General Random Processes 242
7.3 Consistent Estimators—Direct Methods 244
7.3.1 Spectral Averaging 224
7.3.2 Confidence Limits 248
7.3.3 Summary of Procedure for Spectral Averaging 258
7.3.4 Welch Method 259
7.3.5 Spectral Smoothing 259
7.3.6 Additional Applications 263
7.4 Consistent Estimators—Indirect Methods 264
7.4.1 Spectral and Lag Windows 264
7.4.2 Important Details for Using FFT Algorithms 266
7.4.3 Statistical Characteristics of BT Approach 267
7.5 Autocorrelation Estimation 275
References 277
Exercises 278
Appendix7.1: Variance of Periodogram 281
Appendix 7.2: Proof of Variance of BT Spectral Smoothing 283
Appendix 7.3: Window Characteristics 284
Appendix 7.4: Lag Window Functions 285
Appendix 7.5: Spectral Estimates from Smoothing 286
8
RANDOM SIGNAL MODELING AND PARAMETRIC
SPECTRAL ESTIMATION
8.1 Introduction 287
8.2 Model Development 288
8.3 Random Data Modeling Approach 293
8.3.1 Basic Concepts 293
8.3.2 Solution of General Model 296
X CONTENTS
8.3.3 Model Order 300
8.3.4 Levinson-Durbin Algorithm 305
8.3.5 Burg Method 309
8.3.6 Summary of Signal Modeling 313
8.4 Power Spectral Density Estimation 314
8.4.1 Definition and Properties 314
8.4.2 Statistical Properties 318
8.4.3 Other Spectral Estimation Methods 320
8.4.4 Comparison of Nonparametric and Parametric Methods 322
References 323
Exercises 324
Appendix 8.1: Matrix Form of Levinson-Durbin Recursion 327
9
THEORY AND APPLICATION OF CROSS CORRELATION
AND COHERENCE
9.1 Introduction 331
9.2 Properties of Cross Correlation Functions 333
9.2.1 Theoretical Function 333
9.2.2 Estimators 334
9.3 Detection of Time-Limited Signals 339
9.3.1 Basic Concepts 340
9.3.2 Application of Pulse Detection 342
9.3.3 Random Signals 343
9.3.4 Time Difference of Arrival 345
9.3.5 Marine Seismic Signal Analysis 347
9.3.6 Procedure for Estimation 347
9.4 Cross Spectral Density Functions 349
9.4.1 Definition and Properties 349
9.4.2 Properties of Cross Spectral Estimators 351
9.5 Applications 354
9.6 Tests for Correlation between Time Series 355
9.6.1 Coherence Estimators 355
9.6.2 Statistical Properties of Estimators 358
9.6.3 Confidence Limits 359
9.6.4 Procedure for Estimation 362
9.6.5 Application 362
References 364
Exercises 365
CONTENTS XI
*IO
ENVELOPES AND KERNEL FUNCTIONS
10.1 The Hilbert Transform and Analytic Functions 367
10.1.1 Introduction 367
10.1.2 Hilbert Transform 368
10.1.3 Analytic Signal 370
10.1.4 Discrete Hilbert Transform 373
10.2 Point Processes and Continuous Signals via Kernel Functions 375
10.2.1 Concept 375
10.2.2 Nerve Activity and the Spike Density Function 378
References 382
Exercises 383
APPENDICES
Table A Values of the Standardized Normal cdf (z)
Table B Student s t Distribution
Table C Chi-Square Distribution
Table D Critical Points for the Q-Q Plot Correlation Coefficient Test for Normality
Table E F Distribution Significance Limit for 97.5th Percentile
Table F Percentage Points of Run Distribution
INDEX 393
|
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| spelling | Shiavi, Richard Verfasser aut Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications 3. ed. Amsterdam [u.a.] Academic Press 2007 XXII, 402 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Traitement du signal - Méthodes statistiques Signal processing Statistical methods Statistik (DE-588)4056995-0 gnd rswk-swf Signalverarbeitung (DE-588)4054947-1 gnd rswk-swf Statistik (DE-588)4056995-0 s Signalverarbeitung (DE-588)4054947-1 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017295425&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Shiavi, Richard Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications Traitement du signal - Méthodes statistiques Signal processing Statistical methods Statistik (DE-588)4056995-0 gnd Signalverarbeitung (DE-588)4054947-1 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4054947-1 |
| title | Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications |
| title_auth | Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications |
| title_exact_search | Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications |
| title_full | Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications |
| title_fullStr | Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications |
| title_full_unstemmed | Introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications |
| title_short | Introduction to applied statistical signal analysis |
| title_sort | introduction to applied statistical signal analysis guide to biomedical and electrical engineering applications |
| title_sub | guide to biomedical and electrical engineering applications |
| topic | Traitement du signal - Méthodes statistiques Signal processing Statistical methods Statistik (DE-588)4056995-0 gnd Signalverarbeitung (DE-588)4054947-1 gnd |
| topic_facet | Traitement du signal - Méthodes statistiques Signal processing Statistical methods Statistik Signalverarbeitung |
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