On the reconstruction error of sampled data estimates (Corresp.)

In the sampling and reconstruction of a random process a discrepancy may occur between its multiplicity and that of its reconstructed version. It is shown that under general conditions an error due to this discrepancy is not present in the total error due to sampling and reconstruction. The problem is studied in the more general framework of tracking a random process of arbitrary multiplicity with one of unit multiplicity; there too, the tracking error can be made arbitrarily small.