Abstract
An upper bound is obtained for the restoration error variance of a sample restoration method for autoregressive processes that was presented by A.J.E.M. Janssen et al. (ibid., vol.ASSP-34, p.317-30, Apr. 1986). The upper bound derived is lower if the autoregressive process has poles close to the unit circle of the complex plane. This situation corresponds to a peaky signal spectrum. The bound is valid for the case in which one sample is unknown in a realization of an autoregressive process of arbitrary finite order
Original language | Undefined |
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Article number | 10.1109/29.31306 |
Pages (from-to) | 1462-1464 |
Number of pages | 3 |
Journal | IEEE Transactions on Acoustics, Speech and Signal Processing |
Volume | 37 |
Issue number | 9 |
DOIs | |
Publication status | Published - Sep 1989 |
Keywords
- autoregressive processes
- EWI-15206
- prediction theory
- IR-65421
- Upper bound
- peaky signal spectrum
- restoration error