Newland, David Edward An Introduction to Random Vibrations, Spectral & Wavelet Analysis (0486442748)
One of the first engineering books to cover wavelet analysis, this classic text describes and illustrates basic theory, with a detailed explanation of discrete wavelet transforms. It 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. Additional topics include digital spectral analysis; pseudo-random processes; multidimensional spectral analysis; response of continuous linear systems to stationary random excitation; and discrete wavelet analysis. 1993 ed.