Robust prediction of band-limited signals from past samples (Corresp.)

Author

Brown, J.L., Jr. ; Morean, O.

Volume

Issue

fYear

1986

fDate

5/1/1986 12:00:00 AM

Firstpage

410

Lastpage

412

Abstract

For a complex-valued deterministic signal of finite energy band-limited to the normalized frequency band $|w| \\leq \\pi$ explicit coefficients ${a_{kn}}$ are found such that for any $T$ satisfying $0 < T \\leq 1/2$ , $\\left| f(t)-\\sum ^{2n}_{k=1}a_{kn}f(t - kT)\\right| \\leq E_{f}\\cdot \\beta ^{n}$ where $E_{f}$ is the signal energy and $\\beta \\doteq 0.6863$ . Thus the estimate of $f(t)$ in terms of $2n$ past samples taken at a rate equal to or in excess of twice the Nyquist rate converges uniformly at a geometric rate to $f(t)$ on $(- \\infty , \\infty )$ . The suboptimal coefficients ${a_{kn}}$ have the desirable property of being pure numbers independent of both the particular band-limited signal and of the selected sampling rate $1/T$ . It is also shown that these same coefficients can be used to estimate the value of $x(t)$ of a wide-sense stationary random process in terms of past samples.

Keywords

Prediction methods; Robustness; Autocorrelation; Bandwidth; Computer aided software engineering; Equations; Frequency; Parameter estimation; Random processes; Robustness; Signal processing; Signal sampling;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/TIT.1986.1057179

Filename

1057179

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=941637