Interpolating autoregressive processes: a bound on the restoration error

Raymond N.J. Veldhuis

doi:10.1109/29.31306

Interpolating autoregressive processes: a bound on the restoration error

Raymond N.J. Veldhuis

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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 language	Undefined
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	https://doi.org/10.1109/29.31306
Publication status	Published - Sept 1989

Keywords

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

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10.1109/29.31306

Cite this

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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",

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