This book is a substantially expanded edition of An Introduction to Random Vibrations and Spectral Analysis which now covers wavelet analysis. Basic theory is thoroughly described and illustrated, with a detailed explanation of how discrete wavelet transforms work. Computer algorithms are expalined and supported by examples and set of problems. An appendix lists 10 computer programs for calculating and displaying wavelet transforms.
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.
