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  Note on nonparametric spectral analysis of wideband spectrum with missing data via sample-and-hold interpolation and deconvolution

Nobach, H. (2019). Note on nonparametric spectral analysis of wideband spectrum with missing data via sample-and-hold interpolation and deconvolution. Digital Signal Processing, 87, 19-20. doi:10.1016/j.dsp.2019.01.008.

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 Creators:
Nobach, Holger1, Author              
Affiliations:
1Laboratory for Fluid Dynamics, Pattern Formation and Biocomplexity, Max Planck Institute for Dynamics and Self-Organization, Max Planck Society, ou_2063287              

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Free keywords: Missing data; Power spectral density estimation; Interpolation; Deconvolution
 Abstract: In [1] a procedure for bias-free estimation of the autocorrelation function is introduced for equidistantly sampled data with randomly occurring samples being invalid. The method incorporates sample-and-hold interpolation of the missing data points. The occurring dynamic error of the primary estimate of the correlation function is treated by a deconvolution procedure with two parameters c(0) and c(1) with c(0) + 2c(1) = 1, which are the on-diagonal and the aside-diagonal parameters of a specific correction matrix (at all lag times except zero). The parameters c(0) and c(1) were obtained as a function of the probability alpha of a sample to be valid by numerical simulation. However, explicit expressions for the parameters c(0)(alpha)= 1 - 2/alpha + 2/alpha(2) and C-1 (alpha) = 1/alpha - 1/alpha(2) can be derived, which might improve the usability of the deconvolution procedure in [1]. (C) 2019 Elsevier Inc. All rights reserved.

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Language(s): eng - English
 Dates: 2019-01-212019-04
 Publication Status: Published in print
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: Peer
 Identifiers: DOI: 10.1016/j.dsp.2019.01.008
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Title: Digital Signal Processing
Source Genre: Journal
 Creator(s):
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Publ. Info: -
Pages: - Volume / Issue: 87 Sequence Number: - Start / End Page: 19 - 20 Identifier: -