Exponential approximation of bandlimited random processes from oversampling

DOI10.1360/012014-70MaRDI QIDQ5018005zbMATH OpenOpenAlexFDO

Authors Wenjian Chen, Haizhang Zhang

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.2305

zbMATH Keywords

bandlimited random processesexponential decaynessintrinsic approximation erroroversampling

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sampling theory, sample surveys (62D05)

Abstract: The Shannon sampling theorem for bandlimited wide sense stationary random processes was established in 1957, which and its extensions to various random processes have been widely studied since then. However, truncation of the Shannon series suffers the drawback of slow convergence. Specifically, it is well-known that the mean-square approximation error of the truncated series at $n$ points sampled at the exact Nyquist rate is of the order $O(frac1sqrtn)$. We consider the reconstruction of bandlimited random processes from finite oversampling points, namely, the distance between consecutive points is less than the Nyquist sampling rate. The optimal deterministic linear reconstruction method and the associated intrinsic approximation error are studied. It is found that one can achieve exponentially-decaying (but not faster) approximation errors from oversampling. Two practical reconstruction methods with exponential approximation ability are also presented.

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