Contents

Part I Basic Methods 1. Introduction 2. Review of Linear and Matrix Algebra 3. Review of Probability, Statistics, and Random Processes 4. Classical Spectral Estimation 5. Parametric Modeling 6. Autoregressive Spectral Estimation: General 7. Autoregressive Spectral Estimation: Methods 8. Moving Average Spectral Estimation 9. Autoregressive Moving Average Spectral Estimation: General 10. Autoregressive Moving Average Spectral Estimation: Methods 11. Minimum Variance Spectral Estimation 12. Summary of Spectral Estimators Part II Advanced Concepts 13. Sinusoidal Parameter Estimation 14. Multichannel Spectral Estimation 15. Two-Dimensional Spectral Estimation 16. Other Applications of Spectral Estimation Methods