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Application of autoregressive spectral analysis to missing data problems

Time series solutions for spectral analysis in missing data problems use reconstruction of the missing data, or a maximum likelihood approach that analyzes only the available measured data. Maximum likelihood estimation yields the most accurate spectra. An approximate maximum likelihood algorithm is presented that uses only previous observations falling in a finite interval to compute the likelihood, instead of all previous observations. The resulting nonlinear estimation algorithm requires no user-provided initial solution, is suited for order selection, and can give very accurate spectra even if less than 10% of the data remains.