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Some Practical and Statistical Aspects of Filtering and Spectrum Estimation

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Fourier Techniques and Applications

Abstract

In this lecture I will discuss some practical and statistical aspects of filtering and spectrum estimation based upon a sequence (Xt : t = 1,…,N) of real numbers. Where appropriate we view this N-tuple as a sample from or part of a

  • single rather than multiple (vector)

  • discrete as opposed to continuous

  • timei.e. one-dimensional index series.

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References

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© 1985 Plenum Press, New York

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Speed, T.P. (1985). Some Practical and Statistical Aspects of Filtering and Spectrum Estimation. In: Price, J.F. (eds) Fourier Techniques and Applications. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-2525-3_6

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  • DOI: https://doi.org/10.1007/978-1-4613-2525-3_6

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4612-9525-9

  • Online ISBN: 978-1-4613-2525-3

  • eBook Packages: Springer Book Archive

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