Modern Spectral Estimation: Theory and Application

Rating:
Summary: A very nice book
Review: My comments here are for the hard cover version (I do not have the paper back version). This is one of the best books on the subject of spectral estimation that I have seen. The book is easy to follow yet comprehensive and detailed. You could read sections as they are without getting confused. There are a lot of interesting problems at the end of each chapter. It is a good book for self study as well as a reference. The book is divided into two sections: Basic Methods, Advanced Concepts. The first section covers the followings: Introduction, Review of matrix theory, Review of probability, Classical methods (periodogram, windowing etc.), Parametric Modeling, Auto-regressive Estimation, MA Methods, Minimum Variance Estimation. Part two contains: Sinusoidal Parameter Estimation (MLE, Eigen-analysis, Cramer-Rao bounds, MUSIC etc.), Multi-channel Spectral Estimation, Two Dimensional Spectral Estimation, and finally one chapter on applications such as Bandwidth Compression, Beam-forming/Direction of Arrival and more.
The explanations are very clear and to the point. The book contains two test data sets (Real and Complex). There are program listings (FORTRAN) for most of the methods discussed. The listings contain the input and output samples which are very useful for testing your own programs. The book comes with a disk that contains the programs but my version is on an old 5 ½ inch IBM disk and my computer does not have the drive to read it. The book is 543 pages and contains 16 chapters, many appendences and each chapter has reference listings to other books and papers.