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Bayesian Spectrum Analysis and Parameter Estimation

  • Book
  • © 1988

Overview

Authors:
  1. G. Larry Bretthorst

    1. Department of Chemistry, Washington University, USA

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Part of the book series: Lecture Notes in Statistics (LNS, volume 48)

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Table of contents (8 chapters)

  1. Front Matter

    Pages I-XII
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  2. Introduction

    • G. Larry Bretthorst
    Pages 1-11

  3. Single Stationary Sinusoid Plus Noise

    • G. Larry Bretthorst
    Pages 13-30

  4. The General Model Equation Plus Noise

    • G. Larry Bretthorst
    Pages 31-41

  5. Estimating the Parameters

    • G. Larry Bretthorst
    Pages 43-53

  6. Model Selection

    • G. Larry Bretthorst
    Pages 55-67

  7. Spectral Estimation

    • G. Larry Bretthorst
    Pages 69-115

  8. Applications

    • G. Larry Bretthorst
    Pages 117-177

  9. Summary and Conclusions

    • G. Larry Bretthorst
    Pages 179-181

  10. Back Matter

    Pages 183-209
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Keywords

About this book

This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate­ level study of physics should be able to follow the material contained in this book, though not without eIfort. From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have learned into this book. I am indebted to a number of people who have aided me in preparing this docu­ ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. In addition, I must extend my deepest thanks to Dr. Joseph Ackerman for his support during the time this manuscript was being prepared.

Authors and Affiliations

  • Department of Chemistry, Washington University, USA

    G. Larry Bretthorst

Bibliographic Information

  • Book Title: Bayesian Spectrum Analysis and Parameter Estimation

  • Authors: G. Larry Bretthorst

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4684-9399-3

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1988

  • Softcover ISBN: 978-0-387-96871-1Published: 28 November 1988

  • eBook ISBN: 978-1-4684-9399-3Published: 09 March 2013

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XII, 209

  • Topics: Applications of Mathematics

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