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The Estimation and Tracking of Frequency (Cambridge Series in Statistical and Probabilistic Mathematics), by B. G. Quinn, E. J. Hannan
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Many electronic and acoustic signals can be modeled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterize the periodicity or near-periodicity of a signal and consequently to identify its source. Quinn and Hannan present and analyze several practical techniques used for such estimation. The problem of tracking slow frequency changes of a very noisy sinusoid over time is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large.
- Sales Rank: #3659339 in Books
- Brand: Brand: Cambridge University Press
- Published on: 2001-02-05
- Original language: English
- Number of items: 1
- Dimensions: 9.72" h x .67" w x 6.85" l, 1.43 pounds
- Binding: Hardcover
- 280 pages
- Used Book in Good Condition
Review
"This book...can be useful to both statisticians and signal processing people." Pham Dinh Tuan, Mathematical Reviews
"The book does what it sets out to do, and by restricting its scope, is able to focus in-depth on specific aspects of the problem...This book fulfils a role I think primarily as a high-quality expository monograph...It is a nicely presented exposition of one strand of the frequency estimation story, and it is pleasing to see a book devoted to this subject." International Journal of Robust and Nonlinear Control
About the Author
E. J. Hannan (1921 1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Medal. The Australian Academy of Sciences commemorates his work by awarding the Hannan Medal every two years to recognise achievements of Australians in pure mathematics, applied and computational mathematics and statistical science.
Most helpful customer reviews
2 of 2 people found the following review helpful.
Excellent Frequency Estimation Algorithm Presentation.
By Michael Tsiappoutas
I was pleasantly surprised when i saw the title of this book for the first time; I couldn't even find an article dedicated explicitely to Frequency Tracking Algorithms, let alone a whole book! Specifically, i was looking for a reasonably good presentation of frequency detection algorithms to help me extract frequencies from voice signals. I am no programming wizzard, so i restrict myself to Matlab. This book gives a very strong and to the point intro and then it gives you the exact amount of mathematical explanation to understand each algorithm, what it can do, how it does it, and - maybe most importantly - its limitations. If you are working with Matlab, the programs given in an Appendix at the end are really helpfull. I recommend this book to anyone who is doing research involving Frequency Estimation. It is really one of a kind and i, for one, would like to see a second edition with more algorithms (and possibly more programs!).
4 of 4 people found the following review helpful.
The ONLY reference for Frequency Estimation and Tracking
By Amazon Customer
Barry Quinn and Ted Hannan are statisticians with a longstanding interest in periodic signals.
As someone who has worked with Barry (although, unfortunately, not Ted), I think this book is worth the money. Barry is a statistician, so he "talks funny" from this engineer's viewpoint. However, the book starts off relatively easily in Chapter 1 and builds up to some very rigorous, but very applicable mathematics. While Barry is currently professor of statistics at UMIST in Manchester, he spent much time working in defence (with a 'c') research labs on sonar signal processing problems --- so he has worked on some of the toughest real-world* problems in signal processing.
* If that's applicable to the defence industry or the defense industry**.
** In my experience, the "real-world" is always somewhere where you ain't.
9 of 10 people found the following review helpful.
Author's note
By Barry Quinn
I am writing this review to counter the previous anonymous review, and as there does not appear to be an author's review page. Forgive me for giving 5 stars, but I would hardly have given it none! This book is meant for those interested in algorithms for frequency estimation, and the statistical behaviour/performance of these algorithms. It necessarily contains lots of nice equations, as these are needed to understand the problems and solutions properly. It is not meant to be bedtime reading. Seventeen pages of useful Matlab code would seem pretty generous to me - the book is not a Matlab Primer. My programs are also available from my web page.
These are corrected versions of the ones in the book (there were a few typos).
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