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A sampling theorem for multivariate stationary processes

Authors :
Mohsen Pourahmadi
Source :
Journal of Multivariate Analysis. (1):177-186
Publisher :
Published by Elsevier Inc.

Abstract

The notion of sampling for second-order q -variate processes is defined. It is shown that if the components of a q -variate process (not necessarily stationary) admits a sampling theorem with some sample spacing, then the process itself admits a sampling theorem with the same sample spacing. A sampling theorem for q -variate stationary processes, under a periodicity condition on the range of the spectral measure of the process, is proved in the spirit of Lloy's work. This sampling theorem is used to show that if a q -variate stationary process admits a sampling theorem, then each of its components will admit a sampling theorem too.

Details

Language :
English
ISSN :
0047259X
Issue :
1
Database :
OpenAIRE
Journal :
Journal of Multivariate Analysis
Accession number :
edsair.doi.dedup.....6cafee0a067ea265bb06b49577a01422
Full Text :
https://doi.org/10.1016/0047-259X(83)90012-X