Friday, March 9, 2018

Estimate the Discrete Fourier Series of a Signal with Missing Samples


Assuming we have a discrete signal $ { \left\{ x \left[ n \right] \right\}}_{n = 1}^{N} $.
Which has a Discrete Fourier Series.


Now, assume I'd like to estimate its Discrete Fourier Series coefficient yet some samples of $ x [ n] $ are missing (The indices are known).


How could that be done efficiently without computing the Pseudo Inverse of the adapting Fourier Series matrix?



Thank You.




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