Abstract :
This book is a revised and expanded version of Introduction to Spectral Analysis by the same authors, a popular text and reference on the subject since its publication in 1997. The updated book consists of six chapters and four appendices. The main text of each chapter discusses the principles and fundamentals, while the complements included at the end of each chapter examine more advanced topics. Much of the background material need for the book, such as linear algebra, Cramer-Rao bound analysis, and model order selection, is provided in the appendices. Some of the topics covered include: Fourier-based nonparametric methods; parametric methods for rational spectra; parametric methods for line spectra; the filter-bank approach; and beamforming and direction-of-arrival estimation problems. This timely book is suitable for senior undergraduate and graduate students as well as engineers and other professionals. The material can easily fit in a one-semester spectral analysis course.