• DocumentCode
    1429822
  • Title

    Is Uniqueness Lost for Under-Sampled Continuous-Time Auto-Regressive Processes?

  • Author

    Ward, John Paul ; Kirshner, Hagai ; Unser, Michael

  • Author_Institution
    STI, EPFL, Lausanne, Switzerland
  • Volume
    19
  • Issue
    4
  • fYear
    2012
  • fDate
    4/1/2012 12:00:00 AM
  • Firstpage
    183
  • Lastpage
    186
  • Abstract
    We consider the problem of sampling continuous-time auto-regressive processes on a uniform grid. We investigate whether a given sampled process originates from a single continuous-time model, and address this uniqueness problem by introducing an alternative description of poles in the complex plane. We then utilize Kronecker´s approximation theorem and prove that the set of non-unique continuous-time AR(2) models has Lebesgue measure zero in this plane. This is a key aspect in current estimation algorithms that use sampled data, as it allows one to remove the sampling rate constraint that is imposed currently.
  • Keywords
    approximation theory; autoregressive processes; estimation theory; signal sampling; Kronecker´s approximation theorem; Lebesgue measure zero; estimation algorithms; nonunique continuous-time AR(2) model; sampling rate constraint removal; single continuous-time model; under-sampled continuous-time autoregressive process; uniform grid; Approximation methods; Correlation; Estimation; Materials; Polynomials; Technological innovation; Vectors; Approximation theory; sampling theory; stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/LSP.2012.2185695
  • Filename
    6138293