DocumentCode
910894
Title
Spectrum estimation with regularly missed observations
Author
Kak, S.C.
Author_Institution
Indian Institute of Technology, Department of Electrical Engineering, New Delhi, India
Volume
6
Issue
21
fYear
1970
Firstpage
671
Lastpage
672
Abstract
Jones and Parzen have studied the problem of spectral analysis of stationary normal time series with missing observations. The letter presents an alternative procedure which applies to nonnormal series as well. This procedure consists in extrapolating the observed samples into the missed-samples interval, and thereby estimating the new autocovariance and spectral-density functions.
Keywords
information theory; autocovariance estimating; information theory; regularly missed observations; spectral analysis; spectral density functions estimating; spectrum estimation; stationary normal time series;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19700465
Filename
4234969
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