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This book is an up-to-date introduction to univariate spectral analysis at the graduate level, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. Spectral analysis finds extensive application in the analysis of data arising in many of the physical sciences, ranging from electrical engineering and physics to geophysics and oceanography. A valuable feature of the text is that many examples are given showing the application of spectral analysis to real data sets. Special emphasis is placed on the multitaper technique, because of its practical success in handling spectra with intricate structure, and its power to handle data with or without spectral lines. The text contains a large number of exercises, together with an extensive bibliography.

Spectral theory (Mathematics)

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Spectral theory (Mathematics)

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Spectral theory (Mathematics).

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This monograph has grown out of a course which I have been giving at the Indian Institute of Technology Bombay (India) since 1981. A rough draft of the monograph was written while I was visiting Institute IMAG, Grenoble (France in 1984-1985).

Spectral theory (Mathematics)

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Spectral theory (Mathematics)