Iterative missing data recovery algorithm for non-stationary signals

This paper proposes an iterative algorithm to reconstruct missing samples from non-stationary signals. The proposed algorithm is based on the well-known amplitude-modulation frequency-modulation model for non-stationary signals. The method initially estimates the instantaneous frequencies of the observed multi-component signal. The estimated IFs are then used to de-chirp the corresponding components to convert them into stationary components. Following this, a relatively recent nonparametric iterative missing data recovery procedure is employed to reconstruct the time-varying amplitudes of the signal components. The complete signal is constructed by adding all the estimated components, which is used as an input signal to re-estimate the IFs and time-varying amplitudes in an iterative procedure. Studies based on simulated and real data sets show that the proposed approach provides better estimates as compared to the state of the art.