Data Analysis for Stochastic Processes.
AIR FORCE WEAPONS LAB KIRTLAND AFB N MEX
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This report is tailored for use as a companion document to SIGANAL A MODULAR SIGNAL ANALYSIS PROGRAM, which is a comprehensive package of software routines for signal analysis applications. The purpose of this report is to yield understanding and interpretation of practical stochastic signal analysis procedures and results. Basic mathematical foundations for stochastic processes are presented and the extended to the calculations of Power Spectral Densities, cross-spectral densities, coherence functions, and transfer functions. Practical aspects of data processing such as sampling, finite materials, and confidence bounds are explained. A simple numerical example is developed to demonstrate most of the analytical tools developed in the report.
- Statistics and Probability