A handbook of time-series analysis, signal processing and dynamics / D.S.G. Pollock.
Series: Signal processing and its applications©1999Description: 1 online resource (xx, 733 pages) : illustrationsContent type:- text
- computer
- online resource
- 9780080507873
- 0080507875
- 9780125609906
- 0125609906
- QA280 .P65 1999eb

Includes bibliographical references and index.
Includes compact optical disc in pocket attached to inside back cover.
Print version record.
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.
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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