Stoica P., Moses R.L. Spectral Analysis of Signals

Pearson Prentice Hall, 2005, 452 pages, ISBN: 0131139568.
For introductory courses on Spectral Analysis at the graduate or advanced undergraduate level. An accessible text for students, researchers, and practitioners in the general area of Signal Processing, is an expanded edition of the text "Introduction to Spectral Analysis" by the same authors (Prentice-Hall, 1997). A host of new complements and exercises along with an appendix on model order selection have been included in the book to make it a more up-to-date and useful text as well as a more self-contained learning tool for a diversity of students and researchers. The text presents an introduction to spectral analysis that is designed for either course use or self-study. Clear and concise in approach, it covers both classical and modern approaches of spectral analysis. Topics covered include nonparametric spectrum analysis (both periodogram-based approaches and filter-bank approaches), parametric spectral analysis using rational spectral models (AR, MA, and ARMA models), parametric methods for line spectra, and spatial (array) signal processing. Analytical and MatLAB-based computer exercises are included to develop both analytical skills and hands-on experience.
Basic Concepts.
Nonparametric Methods.
Parametric Methods for Rational Spectra.
Parametric Methods for Line Spectra.
Filter-Bank Methods.
Spatial Methods.
Linear Algebra and Matrix Analysis Tools.
Cramer-Rao Bound Tools.
Model Order Selection Tools.
Answers to Selected Exercises.