Interpolating autoregressive processes: a bound on the restoration error

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    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 languageUndefined
    Article number10.1109/29.31306
    Pages (from-to)1462-1464
    Number of pages3
    JournalIEEE Transactions on Acoustics, Speech and Signal Processing
    Volume37
    Issue number9
    DOIs
    Publication statusPublished - Sep 1989

    Keywords

    • autoregressive processes
    • EWI-15206
    • prediction theory
    • IR-65421
    • Upper bound
    • peaky signal spectrum
    • restoration error

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