Abstract
The problem of recovery of missed values for discrete time processes is considered in a pathwise setting without probabilistic assumptions. A new class of transfer functions is proposed for recovery of finite sets of missed values. It is shown that error-free and uniform recoverability is feasible for classes of square-summable sequences with Z-transform vanishing with a mild rate at periodically located isolated points. Some robustness with respect to noise contamination is established for the suggested algorithm.
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