Title :
Reconstruction of unequally-sampled random processes
Author :
Thomson, David J.
Author_Institution :
Queen´´s Univ., Kingston, Ont.
Abstract :
This paper describes a method to reconstruct a random process from data that has significant numbers of missing samples. The method uses an inverse-theory projection operator based on Slepian sequences, with an elliptical likelihood constraint. A variant can also be used to combine various proxy series and data with unequal observational accuracy
Keywords :
filtering theory; interpolation; mathematical operators; random processes; sequences; series (mathematics); Slepian sequences; elliptical likelihood constraint; interpolation process; inverse-theory projection operator; multitaper projection-filter; proxy series; random process reconstruction; unequally-sampled random processes; Costs; Filtering; Filters; Frequency; Global warming; Interpolation; Physics; Random processes; Temperature; Testing;
Conference_Titel :
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location :
Novosibirsk
Print_ISBN :
0-7803-9403-8
DOI :
10.1109/SSP.2005.1628696
