Alias-free randomly timed sampling of stochastic processes

  • Authors:
  • F. Beutler

  • Affiliations:
  • -

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

The notion of alias-free sampling is generalized to apply to random processesx(t)sampled at random timest_n; sampling is said to be alias free relative to a family of spectra if any spectrum of the family can be recovered by a linear operation on the correlation sequence{r(n)}, wherer(n) = E[x(l_{m+n}) overline{x(t_m)}]. The actual sampling timest_nneed not be known to effect recovery of the spectrum ofx(t). Various alternative criteria for verifying alias-free sampling are developed. It is then shown that any spectrum whatsoever can be recovered if{t_n}is a Poisson point process on the positive (or negative) half-axis. A second example of alias-free sampling is provided for spectra on a finite interval by periodic sampling (fort leq t_oort geq t_o) in which samples are randomly independently skipped (expunged), such that the average sampling rate is an arbitrarily small fraction of the Nyquist rate. A third example shows that randomly jittered sampling at the Nyquist rate is alias free. Certain related open questions are discussed. These concern the practical problems involved in estimating a spectrum from imperfectly known{ r(n) }.