Title :
Interpolation of complex stationary processes
Author_Institution :
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
fDate :
8/1/1998 12:00:00 AM
Abstract :
The problem of minimum mean-square infinite extent interpolation for discrete-time stationary complex stochastic processes is studied. The interpolator consists of linear combinations of samples of the process and of their complex conjugate. The expressions of the interpolator and of the approximation error are derived and various consequences are examined. It is shown in particular that the approximation error may be zero while the interpolation error obtained when using only linear combinations of the samples is maximum
Keywords :
discrete time systems; error analysis; interpolation; least mean squares methods; signal sampling; stochastic processes; approximation error; complex conjugate; discrete-time stationary complex stochastic processes; interpolation error; interpolator; minimum mean-square infinite extent interpolation; samples linear combination; Approximation error; Bonding; Equations; Frequency domain analysis; Gaussian processes; Interpolation; Linear approximation; Random variables; Space stations; Stochastic processes;
Journal_Title :
Signal Processing, IEEE Transactions on
