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Spectral analysis of signals the missing data case /

Spectral estimation is important in many fields including astronomy, meteorology, seismology, communications, economics, speech analysis, medical imaging, radar, sonar, and underwater acoustics. Most existing spectral estimation algorithms are devised for uniformly sampled complete-data sequences. H...

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Bibliographic Details
Main Author: Wang, Yanwei, 1973-
Other Authors: Li, Jian, Ph. D., 1965-, Stoica, Petre.
Format: Electronic
Language:English
Published: San Rafael, Calif. (1537 Fourth Street, San Rafael, CA 94901 USA) : Morgan & Claypool Publishers, c2005.
Edition:1st ed.
Series:Synthesis lectures on signal processing (Online), #1.
Subjects:
Adaptive signal processing.
Missing observations (Statistics)
Nonparametric statistics.
Signal processing > Statistical methods.
Online Access:Abstract with links to full text
Table of Contents:
  • 1. Introduction
  • 1.1. Complete-data case
  • 1.2. Missing-data case
  • 1.3. Summary
  • 2. APES for complete data spectral estimation
  • 2.1. Introduction
  • 2.2. Problem formulation
  • 2.3. Forward-only APES estimator
  • 2.4. Two-step filtering-based interpretation
  • 2.5. Forward-backward averaging
  • 2.6. Fast implementation
  • 3. Gapped-data APES
  • 3.1. Introduction
  • 3.2. GAPES
  • 3.3. Two-dimensional GAPES
  • 3.4. Numerical examples
  • 4. Maximum likelihood fitting interpretation of APES
  • 4.1. Introduction
  • 4.2. ML fitting based spectral estimator
  • 4.3. Remarks on the ML fitting criterion
  • 5. One-dimensional missing-data APES via expectation maximization
  • 5.1. Introduction
  • 5.2. EM for missing-data spectral estimation
  • 5.3. MAPES-EM1
  • 5.4. MAPES-EM2
  • 5.5. Aspects of interest
  • 5.6. MAPES compared with GAPES
  • 5.7. Numerical examples
  • 6. Two-dimensional MAPES via expectation maximization and cyclic maximization
  • 6.1. Introduction
  • 6.2. Two-dimensional ML-based APES
  • 6.3. Two-dimensional MAPES via EM
  • 6.4. Two-dimensional MAPES via CM
  • 6.5. MAPES-EM versus MAPES-CM
  • 6.6. Numerical examples
  • 7. Conclusions and software
  • 7.1. Concluding remarks
  • 7.2. Online software
  • References
  • The authors.

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