Interpolation based on stationary and adaptive AR(1) modeling

• In this paper, we describe a minimal mean square error (MMSE) optimal interpolation filter for discrete random signals. We explicitly derive the interpolation filter for a first-order autoregressive process (AR(1)), and show that the filter depends only on the two adjacent points. The result is extended by developing an algorithm called local AR approximation (LARA), where a random signal is locally estimated as an AR(1) process. Experimental evaluation illustrates that LARA interpolation yields a lower mean square error than other common interpolation techniques, including linear, spline and local polynomial approximation (LPA).

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)

Keyword

Interpolation

LMMSE estimation

autoregressive modeling

adaptive filtering

Publication and Content Type

kon (subject category)

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