Title :
Spectrum estimation with regularly missed observations
Author_Institution :
Indian Institute of Technology, Department of Electrical Engineering, New Delhi, India
Abstract :
Jones and Parzen have studied the problem of spectral analysis of stationary normal time series with missing observations. The letter presents an alternative procedure which applies to nonnormal series as well. This procedure consists in extrapolating the observed samples into the missed-samples interval, and thereby estimating the new autocovariance and spectral-density functions.
Keywords :
information theory; autocovariance estimating; information theory; regularly missed observations; spectral analysis; spectral density functions estimating; spectrum estimation; stationary normal time series;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19700465
