DocumentCode
1895154
Title
Reconstruction of unequally-sampled random processes
Author
Thomson, David J.
Author_Institution
Queen´´s Univ., Kingston, Ont.
fYear
2005
fDate
17-20 July 2005
Firstpage
763
Lastpage
768
Abstract
This paper describes a method to reconstruct a random process from data that has significant numbers of missing samples. The method uses an inverse-theory projection operator based on Slepian sequences, with an elliptical likelihood constraint. A variant can also be used to combine various proxy series and data with unequal observational accuracy
Keywords
filtering theory; interpolation; mathematical operators; random processes; sequences; series (mathematics); Slepian sequences; elliptical likelihood constraint; interpolation process; inverse-theory projection operator; multitaper projection-filter; proxy series; random process reconstruction; unequally-sampled random processes; Costs; Filtering; Filters; Frequency; Global warming; Interpolation; Physics; Random processes; Temperature; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location
Novosibirsk
Print_ISBN
0-7803-9403-8
Type
conf
DOI
10.1109/SSP.2005.1628696
Filename
1628696
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