Title :
Nonlinear infinite extent interpolation of stationary processes
Author :
Bondon, Pascal ; Bourin, Christophe
Author_Institution :
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
fDate :
12/1/1997 12:00:00 AM
Abstract :
The problem of minimum mean-square interpolation of discrete time stationary stochastic processes using a system consisting of a finite number p of nonlinear instantaneous transformations followed by a p input-one output infinite extent linear filter is studied. The expressions of the optimal interpolator and of the approximation error are derived and generalize the corresponding relations known in linear interpolation theory. Some extensions, including the estimation problem with several missing observations, are also investigated
Keywords :
discrete time filters; error analysis; estimation theory; interpolation; least mean squares methods; nonlinear filters; signal processing; transforms; approximation error; discrete time stationary stochastic processes; estimation problem; linear filter; linear interpolation theory; minimum mean-square interpolation; missing observations; nonlinear infinite extent interpolation; nonlinear instantaneous transformations; optimal interpolator; stationary processes; Approximation error; Bonding; Equations; Fourier transforms; Hilbert space; Interpolation; Nonlinear filters; Random variables; Space stations; Stochastic processes;
Journal_Title :
Signal Processing, IEEE Transactions on
