Average sampling of band-limited stochastic processes
Information Theory
2012-11-29 v1 math.IT
Abstract
We consider the problem of reconstructing a wide sense stationary band-limited process from its local averages taken either at the Nyquist rate or above. As a result, we obtain a sufficient condition under which average sampling expansions hold in mean square and for almost all sample functions. Truncation and aliasing errors of the expansion are also discussed.
Cite
@article{arxiv.1211.6572,
title = {Average sampling of band-limited stochastic processes},
author = {Gilles Faÿ and Sinuk Kang},
journal= {arXiv preprint arXiv:1211.6572},
year = {2012}
}