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
fDate :
4/1/2012 12:00:00 AM
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;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2012.2185695