E-Book Overview
The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.
E-Book Content
Signal Processing and its Applications SERIES EDITORS Dr Richard Green Department of Technology, Metropolitan Police Service, London, UK Professor Truong Nguyen Department of Electrical and Computer Engineering, Boston University, Boston, USA EDITORIAL BOARD Professor Maurice G. Bellanger CNAM, Paris, France Dr Paola Hobson Motorola, Basingstoke, UK Professor David Bull Department of Electrical and Electronic Engineering, University of Bristol, UK Professor Mark Sandler Department of Electronics and Electrical Engineering, King’s College London, University of London, UK Professor Gerry D. Cain School of Electronic and Manufacturing System Engineering, University of Westminster, London, UK Professor Colin Cowan Department of Electronics and Electrical Engineering, Queen’s University, Belfast, Northern Ireland Dr Henry Stark Electrical and Computer Engineering Department, Illinois Institute of Technology, Chicago, USA Dr Maneeshi Trivedi Horndean, Waterlooville, UK Professor Roy Davies Machine Vision Group, Department of Physics, Royal Holloway, University of London, Surrey, UK Books in the series P. M. Clarkson and H. Stark, Signal Processing Methods for Audio, Images and Telecommunications (1995) R. J. Clarke, Digi