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
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