Approximation of wide-sense stationary stochastic processes by Shannon sampling series

  • Authors:
  • Holger Boche;Ullrich J. Mönich

  • Affiliations:
  • Technische Universität München, Munich, Germany and Technische Universität Berlin, Berlin, Germany;Technische Universität Berlin, Berlin, Germany

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2010

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Abstract

In this paper, the convergence behavior of the symmetric and the nonsymmetric Shannon sampling series is analyzed for bandlimited continuous-time wide-sense stationary stochastic processes that have absolutely continuous spectral measure. It is shown that the nonsymmetric sampling series converges in the mean-square sense uniformly on compact subsets of the real axis if and only if the power spectral density of the process fulfills a certain integrability condition. Moreover, if this condition is not fulfilled, then the pointwise mean-square approximation error of the nonsymmetric sampling series and the supremum of the mean-square approximation error over the real axis of the symmetric sampling series both diverge. This shows that there is a significant difference between the convergence behavior of the symmetric and the nonsymmetric sampling series.