Impulse-doublet sampling of random waveforms
Digital Signal Processing
High-rate interpolation of random signals from nonideal samples
IEEE Transactions on Signal Processing
Hi-index | 35.69 |
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