Random Data: Analysis and Measurement Procedures — Bendat & Piersol

Julius S. Bendat & Allan G. Piersol, 4th Edition (Wiley Series in Probability and Statistics)

The measurement engineer’s book on random data. Where Hayes gives the modeling theory, Bendat & Piersol give the experimental discipline: how to actually estimate correlation and power-spectral-density functions from finite records and — most importantly — how wrong your estimate is. The random and bias errors in spectral estimates, the degrees-of-freedom / averaging tradeoff, confidence intervals on a PSD, resolution-vs-variance, single-input/output frequency-response and coherence estimation, and the practical data-acquisition and processing procedures (windowing, segmenting, aliasing, trend removal). The reference that turns “I measured a noise floor” into “I measured it to within this confidence interval.”

Used in Course 2 — the statistical-error and measurement-procedure backing for the noise-floor / PSD lab and vibration/random-data analysis. Applies the probability of Course 1 (Weeks 5–6: estimators, variance, the chi-square/degrees-of-freedom picture) to real spectral measurement.

Chapters

Notes and worked problems added as I work through each chapter.