On the linear minimum-mean-squared-error estimation of anundersampled wide-sense stationary random process

  • Authors:
  • M.B. Matthews

  • Affiliations:
  • Monterey Bay Aquarium Res. Inst., Moss Landing, CA

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2000

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Abstract

We consider the problem of linearly estimating, in the sense of minimum-mean-squared error, a wide-sense stationary process in noise given uniformly spaced samples where the sampling interval is such that significant aliasing occurs. We derive the corresponding aliased Wiener filter and provide a technique for determining a closed form for the necessary power spectral density functions. We conclude with an example where both signal and noise are modeled using a second-order innovations representation