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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.
