This book is an up-to-date introduction to univariate spectral analysis at the graduate level, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. Spectral analysis finds extensive application in the analysis of data arising in many of the physical sciences, ranging from electrical engineering and physics to geophysics and oceanography. A valuable feature of the text is that many examples are given showing the application of spectral analysis to real data sets. Special emphasis is placed on the multitaper technique, because of its practical success in handling spectra with intricate structure, and its power to handle data with or without spectral lines. The text contains a large number of exercises, together with an extensive bibliography.
Abstract-This paper examines the class of generalized Morse wavelets, which are eigenfunction wavelets suitable for use in time-varying spectrum estimation via averaging of time-scale eigenscalograms. Generalized Morse wavelets of order (the corresponding eigenvalue order) depend on a doublet of parameters ( , ); we extend results derived for the special case = = 1 and include a proof of "the resolution of identity." The wavelets are easy to compute using the discrete Fourier transform (DFT) and, for ( ) = (2 2), can be computed exactly. A correction of a previously published eigenvalue formula is given. This shows that for 1, generalized Morse wavelets can outperform the Hermites in energy concentration, contrary to a conclusion based on the = 1 case.For complex signals, scalogram analyses must be carried out using both the analytic and anti-analytic complex wavelets or odd and even real wavelets, whereas for real signals, the analytic complex wavelet is sufficient.
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