On a class of linear time-varying filters

This paper is devoted to a special class of linear time-varying filters, members of which are commonly employed in practice. It is shown that some of these filters share a number of desirable properties with linear stationary systems, the most important of which is the preservation of wide sense stationarity of stochastic inputs. An application to the problem of transmitting a continuous signal over a sampled data channel is included. Some results coincide with those for a multichannel system with simultaneous optimum stationary presampling and postsampling filters.