Average sampling of band-limited stochastic processes

Gilles Faÿ (1) , Sinuk Kang (1)

1 MAS - Mathématiques Appliquées aux Systèmes - EA 4037

We consider the problem of reconstructing a wide sense stationary band-limited process from its local averages taken either at the Nyquist rate or above. As a result, we obtain a sufficient condition under which average sampling expansions hold in mean square and for almost all sample functions. Truncation and aliasing errors of the expansion are also discussed.

Mots clés: average sampling; wide sense stationary stochastic process; sampling theorem

Domaines: Théorie de l'information et codage [math.IT]; Théorie de l'information [cs.IT]

Gilles Faÿ, Sinuk Kang. Average sampling of band-limited stochastic processes. Applied and Computational Harmonic Analysis, 2013. ⟨hal-00758633⟩