Digital Spectral Analysis: Second Edition
by S. Lawrence Marple, Jr.

Digital Spectral Analysis: Second Edition offers a broad perspective of signal temporal modeling and spectral estimation techniques and their practical implementation. Coverage includes spectral estimation of discrete-time or discrete-space signals, typically derived by sampling continuous-time or continuous-space signals. A systematic approach via signal modeling emphasizes the behavior of each spectral estimator for short data records in the context of each estimator’s signal model. The text describes over forty techniques that have been implemented as MATLAB functions. Most of these are implemented with fast computational algorithms that are difficult to find in the literature. Demonstration MATLAB scripts are available to illustrate techniques from the key chapters so that readers can experience the signal analysis techniques of those chapters without an investment in the chapter mathematics.

In addition to summarizing classical Fourier-based and alternative higher-resolution spectral estimation, this text provides tutorial review chapters in linear systems, Fourier transforms, matrix algebra, and random processes. Temporal and spectral estimators covered include FFT-based methods, parametric methods (autoregressive, moving average), exponential signal models (Prony’s method), minimum variance spectral estimation, and eigenanalysis-based frequency estimators. The text extends many of these estimators to multichannel methods and two-dimensional methods, which also have been implemented in MATLAB. Although the text and associated software is designed to provide rapid implementation for spectral analysis of signal or data from any engineering or scientific discipline, the text has mathematical depth that is also suitable for advanced undergraduate and graduate courses in electrical engineering and statistics. Problems are available for course studies.

Those who have purchased Digital Spectral Analysis: Second Edition and who are interested in using the demonstration MATLAB software should acquire the companion book Digital Spectral Analysis MATLAB Software User Guide. This text provides a full narrative of each demonstration script with application to several available signal data records. The user guide also has MATLAB listings of all the technique supporting functions needed by the demonstration scripts. The MATLAB demonstration scripts are in a single zip file. The MATLAB supporting plot scripts are in a separate single zip file. Several signal data sources are available in a separate single zip file. Separate problems and selected solutions are available for course use.
Download Data Files (ZIP files): Download Problems and Solutions (PDF files):
Demonstration Scripts Problems
Plot Scripts Selected Solutions
Signal Data  
*Important Note: The supporting functions needed for the free MATLAB scripts can be found in the Digital Spectral Analysis MATLAB® Software User Guide. Click here to purchase the User Guide if you have not already done so. Also, please examine the ReadME file included within the files before first use of the scripts for more information.

Digital Spectral Analysis MATLAB® Software User Guide

Digital Spectral Analysis MATLAB Software User Guide is a companion to the textbook Digital Spectral Analysis: Second Edition. The user guide contains step-by-step illustrations of all the techniques and fast computational algorithms described in Digital Spectral Analysis. The spectral estimation demonstrations use MATLAB software that encompass the full experience from inputting signal sources, interactively setting technique parameters and processing with those parameters, and choosing from a variety of plotting techniques to display the results. The processing functions and scripts have been coded to automatically handle signal sample data that is either real-valued or complex-valued. The user guide extends concepts in Digital Spectral Analysis to handle nonstationary signals, resulting in colorful localized-time versus localized-frequency image grams.

There are four software categories that support the MATLAB demonstrations. The eleven MATLAB spectral demonstration scripts are in a single zip file. The seven MATLAB supporting plot scripts are in a separate single zip file. Nine signal data sources are available in a separate single zip file. The forty-three technique algorithms are listed as MATLAB function in chapter 6 of the user guide. There are comment lines in the demonstration scripts to indicate where users can provide their own data as a signal source.

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