Accession Number : AD0602692

Title :   SOME STATISTICAL CONSIDERATIONS IN HARMONIC ANALYSIS.

Descriptive Note : Technical note,

Corporate Author : NAVAL AIR DEVELOPMENT CENTER JOHNSVILLE PA AERONAUTICAL COMPUTER LAB

Personal Author(s) : Gulezian,R. C.

Report Date : 15 JUN 1964

Pagination or Media Count : 23

Abstract : This technical note discusses some very basic notions concerning the applicability of statistics to the analysis of stationary time series. The purpose of the note is to provide an introduction to the subject at an elementary level. The problems of parameter estimation and hypothesis testing for a very simple form of a basic mathematical model are considered. While the model discussed is extremely simple, the statistical problems arising in its use are the statistical problems of all harmonic analysis, and the results obtained extend to the more general model. By keeping the model simple, focus was on the main issues, the goals and methods of harmonic analysis. Topics covered are: Least squares estimation; A test for periodicity, Another test for the largest intensity; A test for the magnitude of the intensity; and Testing for the Whiteness of Normal Noise.

Descriptors :   (*HARMONIC ANALYSIS, STATISTICAL ANALYSIS), (*STATISTICAL ANALYSIS, HARMONIC ANALYSIS), TIME, SERIES(MATHEMATICS), LEAST SQUARES METHOD, STATISTICAL TESTS, MATHEMATICAL MODELS, MONTE CARLO METHOD, PROBABILITY, STOCHASTIC PROCESSES

Distribution Statement : APPROVED FOR PUBLIC RELEASE