Estimation of Sinusoids from Incomplete Time Series

Naidu, PS and Paramasivaiah, Bina (1984) Estimation of Sinusoids from Incomplete Time Series. In: IEEE Transactions on Acoustics, Speech, and Signal Processing, 32 (3). pp. 559-562.

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Abstract

The Gerchberg-Papoulis extrapolation algorithm was applied to the problem of recovering missing observations from incomplete time series. It has been experimentally shown that with as few as 10 percent of data points and a priori information on the bandwidth, it is possible to recover all the missing points in the time series. The technique is illustrated by means of a pair of sinusoids sampled randomly. It has been possible to estimate the entire time series with mean-square error less than 0.0035 after 30 iterations. The parameters of the sinusoids could be estimated with high accuracy.

Item Type:	Journal Article
Publication:	IEEE Transactions on Acoustics, Speech, and Signal Processing
Publisher:	IEEE
Additional Information:	©1984 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre:	Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited:	06 Jun 2005
Last Modified:	19 Sep 2010 04:19
URI:	http://eprints.iisc.ac.in/id/eprint/3276

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