Estimation of time series spectra with randomly missing data

Conference Record - IEEE Instrumentation and Measurement Technology Conference

Volumn 3, Issue , 2004, Pages 1718-1723

  Broersen, Piet M T ^a   Bos, Robert ^b  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

ARMA model; Autocorrelation analysis; Incomplete data; Missing observations; Order selection; Spectral analysis

Indexed keywords

ARMA MODELS; AUTOCORRELATION ANALYSIS; INCOMPLETE DATA; MISSING OBSERVATIONS; ORDER SELECTION;

ALGORITHMS; APPROXIMATION THEORY; FUNCTIONS; KALMAN FILTERING; MATHEMATICAL MODELS; OPTIMIZATION; SPECTRUM ANALYZERS; STOCHASTIC CONTROL SYSTEMS;

DATA PROCESSING;

EID: 4644250689     PISSN: 10915281     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IMTC.2004.1351413     Document Type: Conference Paper

References (10)

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4. P. M. T. Broersen, S. de Waele and R. Bos, "Autoregressive spectral analysis when observations are missing". To be published, Automatica, 2004.
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9. P. M. T. Broersen and S. de Waele, "Selection of order and type of time series models estimated from reduced statistics". Proc. IEEE/IMTC Conf. on Instrumentation and Measurement, Anchorage, AK, USA, pp. 1309-1314, 2002.
10. P. M. T. Broersen and R. Bos, "Order selection for autoregressive spectral estimation with randomly missing data". Proceedings of SPS 2004, IEEE Benelux Signal Processing Symposium, The Netherlands, April 15-16, 2004.