Autoregressive spectral analysis when observations are missing

Automatica

Volumn 40, Issue 9, 2004, Pages 1495-1504

  Broersen, Piet M T ^a   De Waele, Stijn ^b   Bos, Robert ^c  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b PHILIPS RESEARCH LABORATORIES   (Netherlands)

^c DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Autoregressive model; Conditional density; Covariance estimation; Missing data; Parameter estimation; Spectral estimation

Indexed keywords

ALGORITHMS; ASTRONOMICAL SATELLITES; COMPUTER SIMULATION; DATA REDUCTION; ENTROPY; FOURIER TRANSFORMS; INTERPOLATION; MATHEMATICAL MODELS; NATURAL FREQUENCIES; PARAMETER ESTIMATION; RANDOM PROCESSES;

AUTOREGRESSIVE MODELS; CONDITIONAL DENSITY; COVARIANCE ESTIMATIONS; MISSING DATAS; SPECTRAL ESTIMATIONS;

SPECTRUM ANALYSIS;

EID: 3142573361     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2004.04.011     Document Type: Article

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