Truncation Error Estimate on Random Signals by Local Average

Authors:
Gaiyun He;Zhanjie Song;Deyun Yang;Jianhua Zhu
Affiliations:
School of Mechanical Engineering, Tianjin University, Tianjin 300072, China;School of Science, Tianjin University, Tianjin 300072, China;Department of Information Science, Taishan College, Taian 271000, China;National Ocean Technique Center, Tianjin 300111, China
Venue:
ICCS '07 Proceedings of the 7th international conference on Computational Science, Part II
Year:
2007

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Abstract

Since signals are often of random characters, random signals play an important role in signal processing. We show that the bandlimited wide sense stationary stochastic process can be approximated by Shannon sampling theorem on local averages. Explicit truncation error bounds are given.