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1、AutomaticAutocorrelationandSpectralAnalysisPietM.T.BroersenAutomaticAutocorrelationandSpectralAnalysisWith104Figures123PietM.T.Broersen,PhDDepartmentofMultiScalePhysicsDelftUniversityofTechnologyKramersLaboratoryPrinsBernhardlaan62628BW,DelftTheNetherlandsBritishLibraryCataloguinginPublica
2、tionDataBroersen,PietM.T.Automaticautocorrelationandspectralanalysis1.Spectrumanalysis-Statisticalmethods2.Signalprocessing-Statisticalmethods3.Autocorrelation(Statistics)4.Time-seriesanalysisI.Title543.5’0727ISBN-13:9781846283284ISBN-10:1846283280LibraryofCongressControlNumber:2006922620I
3、SBN-10:1-84628-328-0e-ISBN1-84628-329-9Printedonacid-freepaperISBN-13:978-1-84628-328-4©Springer-VerlagLondonLimited2006MATLAB®isaregisteredtrademarkofTheMathWorks,Inc.,3AppleHillDrive,Natick,MA01760-2098,U.S.A.http://www.mathworks.comApartfromanyfairdealingforthepurposesofresearchorprivat
4、estudy,orcriticismorreview,aspermittedundertheCopyright,DesignsandPatentsAct1988,thispublicationmayonlybereproduced,storedortransmitted,inanyformorbyanymeans,withthepriorpermissioninwritingofthepublishers,orinthecaseofreprographicreproductioninaccordancewiththetermsoflicencesissuedbytheCop
5、yrightLicensingAgency.Enquiriesconcerningreproductionoutsidethosetermsshouldbesenttothepublishers.Theuseofregisterednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantlawsandregulationsandthereforefreeforgeneraluse.Th
6、epublishermakesnorepresentation,expressorimplied,withregardtotheaccuracyoftheinfor-mationcontainedinthisbookandcannotacceptanylegalresponsibilityorliabilityforanyerrorsoromissionsthatmaybemade.PrintedinGermany987654321SpringerScience+BusinessMediaspringer.comToRinaPrefaceIfdifferentpeoplee
7、stimatespectrafromthesamefinitenumberofstationarystochasticobservations,theirresultswillgenerallynotbethesame.Thereasonisthatseveralsubjectivedecisionsorchoiceshavetobemadeduringthecurrentpracticeofspectralanalysis,whichinfluencethefinalspectralestimate.Thisap