The Estimation and Tracking of Frequency by B G Quinn

The Estimation and Tracking of Frequency by B G Quinn

Many electronic and acoustic signals can be modelled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterise the periodicity or near-periodicity of a signal and consequently to identify its source. This book presents and analyses several practical techniques used for such estimation. The problem of tracking slow frequency changes over time of a very noisy sinusoid is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large. Each chapter begins with a detailed overview, and many applications are given. Matlab code for the estimation techniques is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.

'The authors show complete technical mastery of their subject and of the mathematical methods required … contains a considerable amount which is new, both conceptually and in a mathematical tightening-up of earlier work and gives a full and modern account of its subject … a full, clear and authoritative account which certainly advances the current stage of the subjectThe text is to be firmly recommended to time series analysts, actual and aspiring, and to the more mathematically valiant of the engineers.' P. Whittle, Journal of Time Series Analysis
'… the book is a valuable and detailed quality reference source…' A. T. Walden, Short Book Reviews
'Quinn and Hannan's book … breaks new ground … This book fulfils a role … as a high-quality expository monograph.' Malcolm D. MacLeod, International Journal of Robust and Nonlinear Control
'… I feel that this book will help all users who are graduates taking an advanced statistics or mathematics course in conjunction with communications systems.' Journal of the Royal Statistical Society

Hannan, E. J.: - E. J. Hannan (1921-1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Medal. The Australian Academy of Sciences commemorates his work by awarding the Hannan Medal every two years to recognise achievements of Australians in pure mathematics, applied and computational mathematics and statistical science.

SKU	Unavailable
ISBN 13	9781107412859
ISBN 10	1107412854
Title	The Estimation and Tracking of Frequency
Author	B G Quinn
Series	Cambridge Series In Statistical And Probabilistic Mathematics
Condition	Unavailable
Binding Type	Paperback
Publisher	Cambridge University Press
Year published	2013-01-17
Number of pages	280
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.