Error measures for resampled irregular data

With resampling, a regularly sampled signal is extracted from observations which are irregularly spaced in time. Resampling methods can be divided into simple and complex methods. Simple methods such as Sample and Hold (S and H) and Nearest Neighbor Resampling (NNR) use only one irregular sample for one resampled observation. A theoretical analysis of the simple methods is given. The various resampling methods are compared using the new error measure SD/sub T/: the spectral distortion at interval T. SD/sub T/ is zero when the time domain properties of the signal are conserved. Using the time domain approach, an antialiasing filter is no longer necessary: the best possible estimates are obtained by using the data themselves. In the frequency domain approach, both allowing aliasing and applying antialiasing leads to distortions in the spectrum. The error measure SD/sub T/ has been compared to the reconstruction error. A small reconstruction error does not necessarily result in an accurate estimate of the statistical signal properties as expressed by SD/sub T/.

[1]  F. Hamprecht Introduction to Statistics , 2022 .

[2]  S. de Waele,et al.  Reliable LDA-spectra by resampling and ARMA-modeling , 1998, IMTC/98 Conference Proceedings. IEEE Instrumentation and Measurement Technology Conference. Where Instrumentation is Going (Cat. No.98CH36222).

[3]  Piet M. T. Broersen Facts and fiction in spectral analysis of stationary stochastic processes , 1998, 9th European Signal Processing Conference (EUSIPCO 1998).

[4]  M. Loutre,et al.  Spectral analysis of climate data , 1996 .

[5]  Bruno O. Shubert,et al.  Random variables and stochastic processes , 1979 .

[6]  Piet M. T. Broersen,et al.  The quality of models for ARMA processes , 1998, IEEE Trans. Signal Process..

[7]  Piet M. T. Broersen Facts and fiction in spectral analysis , 2000, IEEE Trans. Instrum. Meas..

[8]  Yves Rolain,et al.  Signal reconstruction for nonequidistant finite length sample sets: a "KIS" approach , 1998, IMTC/98 Conference Proceedings. IEEE Instrumentation and Measurement Technology Conference. Where Instrumentation is Going (Cat. No.98CH36222).

[9]  P. Broersen,et al.  The performance of spectral quality measures , 1999, IMTC/99. Proceedings of the 16th IEEE Instrumentation and Measurement Technology Conference (Cat. No.99CH36309).

[10]  Cameron Tropea,et al.  Model parameter estimation from non-equidistant sampled data sets at low data rates , 1998 .

[11]  Piet M. T. Broersen The performance of spectral quality measures , 2001, IEEE Trans. Instrum. Meas..

[12]  Piet M. T. Broersen,et al.  Reliable LDA-spectra by resampling and ARMA-modeling , 1999, IEEE Trans. Instrum. Meas..

[13]  Cameron Tropea,et al.  Laser Doppler anemometry: recent developments and future challenges , 1995 .

[14]  D. B. Preston Spectral Analysis and Time Series , 1983 .

[15]  Athanasios Papoulis,et al.  Probability, Random Variables and Stochastic Processes , 1965 .