Extrapolation and Spectral Estimation Techniques for Discrete Time Signals.
CALIFORNIA UNIV DAVIS SIGNAL AND IMAGE PROCESSING LAB
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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
- Statistics and Probability