One of the first engineering books to cover wavelet analysis, this classic text describes and illustrates basic theory, with a detailed explanation of the workings of discrete wavelet transforms. Computer algorithms are explained and supported by examples and a set of problems, and an appendix lists ten computer programs for calculating and displaying wavelet transforms.
Starting with an introduction to probability distributions and averages, the text examines joint probability distributions, ensemble averages, and correlation; Fourier analysis; spectral density and excitation response relations for linear systems; transmission of random vibration; statistics of narrow band processes; and accuracy of measurements. Discussions of digital spectral analysis cover discrete Fourier transforms as well as windows and smoothing. Additional topics include the fast Fourier transform; pseudo-random processes; multidimensional spectral analysis; response of continuous linear systems to stationary random excitation; and discrete wavelet analysis.
Numerous diagrams and graphs clarify the text, and complicated mathematics are simplified whenever possible. This volume is suitable for upper-level undergraduates and graduate students in engineering and the applied sciences; it is also an important resource for professionals.

Contenuti

Prefaces List of symbols 1. Introduction to probability distributions and averages 2. Joint probability distributions, ensemble averages 3. Correlation 4. Fourier analysis 5. Spectral density 6. Excitation: response relations for linear systems 7. Transmission of random vibration 8. Statistics of narrow band processes 9. Accuracy of measurements 10. Digital spectral analysis I: Discrete Fourier transforms 11. Digital spectral analysis II: Windows and smoothing 12. The fast Fourier transform 13.Pseudo random processes 14. Application notes 15. Multi-dimensional spectral analysis 16. Response of continuous linear systems to stationary random excitation 17. Discrete wavelet analysis Appendices Problems Answers to problems References Index

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