Harmonizable Filtering and Sampling of Time Series.

Abstract

For an output series of a harmonizable process, assumed to be the result of a linear filter, it is desired to obtain the input series. Precise conditions under which this is possible are described for polynomial (and integral) filters. An extension of the Kotel'nikov-Shannon formula for sampling harmonizable processes is given. The inversion is illustrated on an acoustic data with a sixth order polynomial filter in detail.

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Document Details

Document Type
Technical Report
Publication Date
Nov 15, 1983
Accession Number
ADA137517

Entities

People

  • D. K. Chang

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • California
  • Complex Numbers
  • Equations
  • Errors
  • Filters
  • Filtration
  • Frequency Response
  • Hilbert Space
  • Integral Equations
  • Integrals
  • Inversion
  • Mathematical Filters
  • Numbers
  • Polynomials
  • Probability
  • Random Variables
  • Real Numbers

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.