A note about stationary process random sampling
β Scribed by Pr.B. Lacaze
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 221 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
It often happens that we observe a process Z(t) without knowing the observation dates. We put ourselves in the case where the stationary process and the sampling instants are non-observed and of the form t. = n + A.. In the case where the A. have the same probability law, we give a NSC in order that Z(t) can then be rebuilt without error.
π SIMILAR VOLUMES
A new simulation algorithm is developed for generating realizations of a stationary bandlimited Gaussian process. The algorithm is based on a parametric model that can be derived from a sampling theorem, and consists of a superposition of a finite set of deterministic functions of time with random a