Extrapolation and Spectral Estimation Techniques for Discrete Time Signals.

Abstract

This report considers spectral estimation and extrapolation techniques for discrete time, band limited signals which are observable only for a finite duration. The objective is to determine the spectrum (or power spectrum) of these signals. It is shown that the estimated spectrum can be improved considerably (over a periodogram of Maximum entropy spectrum) by first extrapolating the given observations beyond the observation interval. Also, we consider the problem of extrapolation of signal in the presence of noise or other interfering signals. Several new results and algorithms are presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1978
Accession Number
ADA066139

Entities

People

  • Anil K. Jain
  • Surendra Ranganath

Organizations

  • University of California, Davis

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Convergence
  • Data Science
  • Equations
  • Filters
  • Filtration
  • Information Science
  • Intervals
  • Kalman Filters
  • Mathematical Filters
  • New York
  • Power Spectra
  • Spectra
  • Statistical Algorithms
  • Statistics
  • Time Signals
  • Wave Functions

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.
  • Radio communications and signal processing.