DocumentCode :
935020
Title :
On Walsh differentiable dyadically stationary random processes
Author :
Engels, Wolfgang ; Splettstosser, Wolfgang
Volume :
28
Issue :
4
fYear :
1982
fDate :
7/1/1982 12:00:00 AM
Firstpage :
612
Lastpage :
619
Abstract :
Some basic properties of dyadically stationary (DS) processes are introduced, including continuity and spectral representation. A sampling theorem based on the Walsh functions is investigated for random signals that are not necessarily sequency-limited. By using the concept of a dyadic derivative, the resulting aliasing error is calculated together with the speed of convergence. An example gives a glimpse into the possibilities of applying the sampling theorem as well as the dyadic derivative.
Keywords :
Signal sampling/reconstruction; Stochastic processes; Convergence; Convolution; Filtering; Noise measurement; Pollution measurement; Random processes; Signal analysis; Signal processing; Signal sampling; Stochastic processes;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1982.1056528
Filename :
1056528
Link To Document :
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