Bayesian Spectrum Analysis and Parameter Estimation

  • G. Larry Bretthorst

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

Table of contents

  1. Front Matter
    Pages I-XII
  2. G. Larry Bretthorst
    Pages 1-11
  3. G. Larry Bretthorst
    Pages 13-30
  4. G. Larry Bretthorst
    Pages 31-41
  5. G. Larry Bretthorst
    Pages 43-53
  6. G. Larry Bretthorst
    Pages 55-67
  7. G. Larry Bretthorst
    Pages 69-115
  8. G. Larry Bretthorst
    Pages 117-177
  9. G. Larry Bretthorst
    Pages 179-181
  10. Back Matter
    Pages 183-209

About this book

Introduction

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.

Keywords

Fourier transform boundary element method discrete Fourier transform (DFT) distribution equation form mathematics model noise prior probability probability probability theory selection

Authors and affiliations

  • G. Larry Bretthorst
    • 1
  1. 1.Department of ChemistryWashington UniversityUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4684-9399-3
  • Copyright Information Springer-Verlag New York 1988
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-96871-1
  • Online ISBN 978-1-4684-9399-3
  • Series Print ISSN 0930-0325
  • About this book