Spectral Analysis: Parametric and Non-Parametric Digital Methods

Francis Castanié1-905209-05-3, 978-1-905209-05-7

This book deals with these parametric methods, first discussing those based on time series models, Capon’s method and its variants, and then estimators based on the notions of sub-spaces. However, the book also deals with the traditional “analog” methods, now called non-parametric methods, which are still the most widely used in practical spectral analysis.