학술논문
On a class of infinite extent nonlinear interpolators
Document Type
Conference
Author
Source
1996 IEEE International Conference on Acoustics, Speech, and Signal Processing Conference Proceedings Acoustics, speech and signal processing Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on. 5:2956-2959 vol. 5 1996
Subject
Language
ISSN
1520-6149
Abstract
The problem of minimum mean-square (m.s.) interpolation of a discrete-time stationary stochastic process using a class of infinite extent nonlinear interpolators is studied. These interpolators consist of a finite number p of nonlinear instantaneous transformations followed by a p input one output infinite extent linear filter. The expressions of the optimal interpolator and of the approximation error are derived and generalize the corresponding relations known in linear interpolation theory. As an extension, the estimation problem with several missing observations is also investigated.