Bayesian Spectrum Analysis and Parameter Estimation

Name: Bayesian Spectrum Analysis and Parameter Estimation
Brand: Springer-Verlag New York Inc.
SKU: 9780387968711
Price: 105.37 EUR
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Autor: G. Larry Bretthorst

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

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This book is primarily a research document on the application of probability theory to the parameter...

Informácie o knihe

Autor

G. Larry Bretthorst

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Stránok

209

EAN

9780387968711

ISBN

0387968717

Enbook ID

01384963

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

375

Rozmery

152 x 229 x 13

Kompletný popis

This book is primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, chemists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate-level study of physics should be able to follow the material contained in this book, though not without effort. In this work we apply probability theory to the problem of estimating parameters in rather general models. In particular when the model consists of a single stationary sinusoid we show that the direct application of probability theory will yield frequency estimates an order of magnitude better than a discrete Fourier transform in signal-to-noise of one. Latter, we generalize the problem and show that probability theory can separate two close frequencies long after the peaks in a discrete Fourier transform have merged.

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Bayesian Spectrum Analysis and Parameter Estimation

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