Title :
Real-time ARMA identification in the case of missing observations
Author :
Lahalle, E. ; Fleury, Gilles ; Oksman, Jacques
Author_Institution :
Service des Meaures, Ecole Superieure d´´Electr., Gif-sur-Yvette, France
Abstract :
A new recursive algorithm for ARMA modeling of uniformly sampled signals with missing observations is proposed. This algorithm enables real-time processing and may be used for time and frequency domain reconstruction
Keywords :
autoregressive moving average processes; frequency-domain analysis; identification; recursive estimation; signal reconstruction; signal sampling; time-domain analysis; frequency domain reconstruction; missing observations; real-time ARMA identification; real-time processing; recursive algorithm; statistical inference; time domain reconstruction; uniformly sampled signals; Computer aided software engineering; Filters; Frequency domain analysis; Parameter estimation; Sampling methods; Signal generators; Signal processing; Signal restoration; Signal sampling; Testing;
Conference_Titel :
Information Theory, 2000. Proceedings. IEEE International Symposium on
Conference_Location :
Sorrento
Print_ISBN :
0-7803-5857-0
DOI :
10.1109/ISIT.2000.866741
