Title :
A note on perfect predictability and analytic processes (Corresp.)
Author :
Lichtenberger, G.B.
fDate :
1/1/1974 12:00:00 AM
Abstract :
It is well known that perfect reconstruction of an analytic random process can be accomplished given any finite length continuous sample. A proof is given here that sampling infinitely often over any finite interval also leads to perfect reconstruction. Applications of the result to problems in detection theory, particularly concerning optimum array processing, are discussed.
Keywords :
Signal detection; Signal processing arrays; Signal sampling/reconstruction; Stochastic processes; Array signal processing; Detectors; Finite difference methods; Least squares methods; Predictive models; Random processes; Signal analysis; Signal detection; Signal sampling; Taylor series;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1974.1055154