2.5 
CONTENTS (Continued) 
Computation of the Spectrum for a Discrete Process .................... 
25.1 Spectrum Computation Through Periodogram ...........00e0eeeeee 
25.2 Consistent Estimation of the Spectrum ........ 00. c cece eee eens 
ZS MS DECIGIMWINAOW SMa ee ie en ee eR cee acne 
25:4. Effectiop Windows: 6.6 ei tie aly «mei ldusirelai nti aeauay eit acleletaiever spore keneM tree 
2.5.5 Expression of Confidence Interval and Precision ofS@) ............. 
2.5.6 Choice of the Spectral Window ......... 06. cece cece ete enn 
25.7 Use of the Fast Fourier Transformation (FF.T.) Method .............. 
PA ce ONT LTA Gk eet el nee RE NENA OMNES RO eA OTA G8 O16 Gib 010'0'0 00.6 6 
2.6 
Multi—Variate Spectral Analysis; Spectral 
Analy sisiofsFrequency, RESpOnSe ey eiyec ees ie aol ie er siisl rer entorere 
ZO Two Variate Spectral/Analysis) 35.0 so eet oe oe ee 
EO 2 INC GTR ESPONS CS ei eye ieee er 
2.6.3 Linear Response in the Presence of Nois€ ............0. eevee cee 
2.6.4 Multiple Inputs Multiple Outputs Case ..... 0... ccc es 
2.6.5 Multiple Inputs Single Output Case, Multiple and Partial Coherencies .. 
Chapter 3 Considerations on the Improvement of Coherency Functions ..... 
Sal 
B74 
333 
3.4 
TMMOGUCHION isis sel eldragusa cya rendeerare roe eter rete ca Me HR RCD te tence ear creer ss 
Shift of the Output in Calculating the Cross Specttum .................. 
Impulse Response Functions from the Cross and Auto Correlations ........ 
Example of Multiple Input Analysis, a Trial for Nonlinear Analysis of 
Ship's RESPODSE ies as: c.repese crarersie cbseie nomen ausierer eset Mame sten ene eee toy onetcneaene 
Chapter 4 Conclusion for PartI ........... 0... ccc cece cece ce cece eee 
Part I 
Model Fitting Techniques (Parametric Spectral Amalysis) ................... 
Chapter5 Discrete Model, Model Fitting, Correlation and 
5.1 
S22 
Spectrum Functions) ioe (asco Satta ues ie elecisionsie aoa sievoei 
BMMtPOGUCUOM |e. ase a ese ays ei siccies eee Sue Le SRA aa TT ee hal Vere ofes 
Discrete; Parametric)/Modelsi..: 2. scene eee ee eee eee 
S2U Pure: Random PRrOCeSSi ee seh OR ee eet 
5.2.2 Autoregressive Process of the First Order, AR(I) ...........0+0+0000- 
5.2.3 Autoregressive Process of the Second Order, AR(2) ............++++5. 
52.4 Second Order Autoregressive First Order Moving Average 
Process, ARMA (2 Ai\incaie sare oicveectls sishoxe terre oo ROR OE ONC ese reiee: 
52.5 ARMA(I.1), MA(2) ARMA(1I 2) MA(I), and ARMA(2.2) ............5. 
