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
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;
Journal_Title :
Signal Processing Letters, IEEE
