2001-04-23 Very Informative

I am a Grad student and referring this book for one of my courses. Its spellbinding as far as as the information content, clarity and coverage is concerned. The book gives a "complete" account on analysis of stationary signals. The authors have focussed on the theoretical analysis while not forgetting to warn the user the cautions he has to apply while implementing in practice. One will find it exclusively while reading on Coherence function estimates, Auto/Spectral density function estimates, Frequency response functions etc.. and also the description about Hypothesis testing/Confidence intervals is superb and very down to earth. I rate it one of the best books for data measurements and spectral analysis in random processes. Its truly awesome and gives a thorough understanding of measurement procedures. A word of caution: Beginners in Stochastics, u need to have undergone some apriori course in stochastic fundamentals. There is a chapter in the book which introduces stochastic concepts but it doesent look comprehensive. But otherwise, its truly a v.good material at the graduate level.