Foundations of the functional approach for signal analysis

• Authors: Jacek Leśkow;Antonio Napolitano
• Venue: Signal Processing - Special section: Multimodal human-computer interfaces
• Year: 2006

In this paper, the mathematical foundation of the functional (or nonstochastic) approach for signal analysis is established. The considered approach is alternative to the classical one that models signals as realizations of stochastic processes. The work follows the fraction-of-time probability approach introduced by Gardner. By applying the concept of relative measure used by Bochner, Bohr, Haviland, Jessen, Wiener, and Wintner and by Kac and Steinhaus, a probabilistic--but nonstochastic--model is built starting from a single function of time (the signal at hand). Therefore, signals are modeled without resorting to an underlying ensemble of realizations, i.e., the stochastic process model. Several existing results are put in a common, rigorous, measure-theory based setup. It is shown that by using the relative measure concept, a distribution function, the expectation operator, and all the familiar probabilistic parameters can be constructed starting from a single function of time. The new concept of joint relative measurability of two or more functions is introduced in this paper which is shown to be necessary for the joint characterization of signals. Moreover, by using such a concept, the independence of signals is defined. The joint relative measurability property is then used to prove the nonstochastic counterparts of several useful theorems for signal analysis. It is shown that the convergence of parameter estimators requires (analytical) assumptions on the single function of time that are much easier to verify than the classical ergodicity assumptions on stochastic processes. As an example of application, nonrelatively measurable functions are shown to be useful in the design of secure information transmission systems.