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
Link To Document :
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