Abstract. Missing data in corrupted audio recordings poses a challeng-ing problem for audio signal processing. In this paper we present an approach that allows us to estimate missing values in the time-frequency domain of audio signals. The proposed approach, based on the Non-negative Hidden Markov Model, enables more temporally coherent es-timation for the missing data by taking into account both the spectral and temporal information of the audio signal. This approach is able to reconstruct highly corrupted audio signals with large parts of the spectro-gram missing. We demonstrate this approach on real-world polyphonic music signals. The initial experimental results show that our approach has advantages over a previous missing data imputation method.