Frequency domain analysis and simulation of multi-channel complex-valued time series

Complex-valued representation of a two-component real-valued time series yields additional physical insights that are lost otherwise. The spectral representation theorem allows us to study covariance stationary complex-valued random sequences in the frequency domain, and this is known as rotary spec...

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Bibliographic Details
Main Author: Chandna, Swati
Other Authors: Walden, Andrew
Published: Imperial College London 2013
Subjects:
510
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682020