• DocumentCode
    1368558
  • Title

    Wiener extrapolation of sequences and the expectation-maximization algorithm

  • Author

    Artés-Rodríguez, Antonio ; Figueiras-Vidal, Aíbal R.

  • Author_Institution
    ETSI Telecomunicacion, Univ. Politecnica de Madrid, Spain
  • Volume
    3
  • Issue
    9
  • fYear
    1996
  • Firstpage
    260
  • Lastpage
    262
  • Abstract
    Sequence extrapolation is a classical problem in signal processing. The application of the expectation-maximization (EM) algorithm to estimate the signal autocorrelation in Wiener extrapolation allows us to view previous techniques as particular cases, to modify them, and to introduce new ones offering better performance with a moderate increase in computational load.
  • Keywords
    correlation methods; estimation theory; extrapolation; signal processing; stochastic processes; Wiener extrapolation; computational load; expectation-maximization algorithm; performance; sequence extrapolation; signal autocorrelation; signal processing; Approximation error; Autocorrelation; Expectation-maximization algorithms; Extrapolation; Interpolation; Iterative algorithms; Maximum likelihood estimation; Mean square error methods; Random processes; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/97.536595
  • Filename
    536595
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1368558