Non-stationary, multi-scale prediction-error filters and irregularly sampled data

نویسنده

  • William Curry
چکیده

Non-stationary prediction-error filters have previously been used to interpolate sparse, regularly sampled data. I take an existing method used to estimate a stationary predictionerror filter on sparse, irregularly sampled data, and extend it to use non-stationary prediction-error filters. I then apply this method to interpolate a non-stationary test case, with promising results. I also examine a more complex three dimensional test case.

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تاریخ انتشار 2002