Stochastic formulation of bandlimited signal interpolation

We formulate the problem of bandlimited signal interpolation within a stochastic framework. Existing literature on this subject is fragmented and requires deep knowledge of probability, functional analysis, and estimation theory. In addition, previous developments have not clarified the relationship between the theories for the stochastic and deterministic cases. We find that by formulating interpolation as a problem in linear estimation, several commonly used interpolation algorithms readily follow. This formulation of the signal interpolation problem is highly accessible to engineers and scientists having rudimentary knowledge of random processes