Nonparametric spectral analysis with missing data via sample-and-hold interpolation and deconvolution - Archive ouverte HAL
Article Dans Une Revue Digital Signal Processing Année : 2012

Nonparametric spectral analysis with missing data via sample-and-hold interpolation and deconvolution

Résumé

Spectral estimation of data sequences with randomly missing samples is considered in this paper. A nonparametric missing-data method is proposed based on interpolation followed by a deconvolutionprocedure. Sample-and-hold interpolation is considered here. The method is based on the analytic expression of the autocorrelation function of the interpolated data as a linear function of the autocorrelation function of the data to be estimated. Bias and standard deviation of both autocorrelation function and power spectral density are detailed for simulated data based on Monte Carlo analysis. The method is also compared with a fuzzy slotting technique with local normalization and weighting algorithm. Based on the results of these simulations, it is concluded that the performance of the proposed method is better than those of the slotting technique.

Dates et versions

hal-01165124 , version 1 (18-06-2015)

Identifiants

Citer

Guy Plantier, Solenn Moreau, Laurent Simon, Jean-Christophe Valière, Alain Le Duff, et al.. Nonparametric spectral analysis with missing data via sample-and-hold interpolation and deconvolution. Digital Signal Processing, 2012, 22 (8), pp.994--1004. ⟨10.1016/j.dsp.2012.05.012⟩. ⟨hal-01165124⟩
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