Title :
Interpolating autoregressive processes: a bound on the restoration error
Author :
Veldhuis, Raymond N J
Author_Institution :
Philips Res. Lab., Eindhoven, Netherlands
fDate :
9/1/1989 12:00:00 AM
Abstract :
An upper bound is obtained for the restoration error variance of a sample restoration method for autoregressive processes that was presented by A.J.E.M. Janssen et al. (ibid., vol.ASSP-34, p.317-30, Apr. 1986). The upper bound derived is lower if the autoregressive process has poles close to the unit circle of the complex plane. This situation corresponds to a peaky signal spectrum. The bound is valid for the case in which one sample is unknown in a realization of an autoregressive process of arbitrary finite order
Keywords :
filtering and prediction theory; interpolation; autoregressive processes; peaky signal spectrum; prediction theory; restoration error; upper bound; Additive noise; Autoregressive processes; Current measurement; Degradation; Filtering; Filters; Image restoration; Signal processing; Signal restoration; Smoothing methods;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
