DocumentCode
1159419
Title
Interpolating autoregressive processes: a bound on the restoration error
Author
Veldhuis, Raymond N J
Author_Institution
Philips Res. Lab., Eindhoven, Netherlands
Volume
37
Issue
9
fYear
1989
fDate
9/1/1989 12:00:00 AM
Firstpage
1462
Lastpage
1464
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;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.31306
Filename
31306
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