• DocumentCode
    928149
  • Title

    On mean-square aliasing error in the cardinal series expansion of random processes (Corresp.)

  • Author

    Brown, John L., Jr.

  • Volume
    24
  • Issue
    2
  • fYear
    1978
  • fDate
    3/1/1978 12:00:00 AM
  • Firstpage
    254
  • Lastpage
    256
  • Abstract
    An upper bound is derived for the mean-square error involved when a non-band-limited, wide-sense stationary random process x(t) (possessing an integrable power spectral density) is approximated by a cardinal series expansion of the form \\sum ^{\\infty }_{-\\infty }x(n/2W) sinc 2W(t-n/2W) , a sampling expansion based on the choice of some nominal bandwidth W > 0 . It is proved that \\lim_{N \\rightarrow \\infty } E {|x(t) - x_{N}(t)|^{2}} \\leq frac{2}{\\pi}\\int_{| \\omega | > 2 \\pi W}S_{x}( \\omega ) d \\omega , where x_{N}(t) = \\sum _{-N}^{N}x(n/2W) sinc 2W(t-n/2W) , and S_{x}(\\omega ) is the power spectral density for x(t) . Further, the constant 2/ \\pi is shown to be the best possible one if a bound of this type (involving the power contained in the frequency region lying outside the arbitrarily chosen band) is to hold uniformly in t . Possible reductions of the multiplicative constant as a function of t are also discussed, and a formula is given for the optimal value of this constant.
  • Keywords
    Approximation methods; Signal sampling/reconstruction; Stochastic processes; Bandwidth; Frequency; Power generation; Random processes; Sampling methods; Signal processing; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1978.1055846
  • Filename
    1055846