On signal processing with sampling errors: a worst case analysis

Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Probabilistic methods for one variable harmonic analysis (42A61) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Modulation and demodulation in information and communication theory (94A14)

Review text

The starting point of this paper is a communication system by which a sequence \((s_ k)_{k\in {\mathbb{Z}}}\) of signals is modulated into a continuous signal of the form \[ y(t) = T\sum^{\infty}_{j=- \infty}s_ j h(t-jT),\quad t\in {\mathbb{R}}. \] The signals \(s_ k\) are assumed to be identically distributed real random variables with probability space (A,\({\mathfrak A},\mu)\) such that \[ \sum^{\infty}_{j=- \infty}| s_ j(a)| <\infty \quad for\quad \mu -almost\quad all\quad a\in A, \] E[s\({}_ k(\cdot)]=0\), \(E[s_ k(\cdot)^ 2]=1\) for all \(k\in {\mathbb{Z}}\), and \(E[s_ j(\cdot)s_ k(\cdot)]=0\) for all j,k\(\in {\mathbb{Z}}\) with \(j\neq k\) where \(E[S]=\int_{A}s(a)d\mu (a)\). The impulse response h is chosen as a real valued function is \(L^ 2({\mathbb{R}})\) such that its Fourier transform vanishes outside some interval [- \(\Omega\),\(\Omega\) ], \(\Omega >0\). If the modulated signal \((y(\cdot,t))_{t\in {\mathbb{R}}}\) is sampled in the form (y(\(\cdot,k\cdot T))\), \(k\in {\mathbb{Z}}\), then exact sampling is possible, i.e. \(y(a,k\cdot T)=s_ k(a)\) for all \(k\in {\mathbb{Z}}\) and \(\mu\)-almost all \(a\in A\), if, for instance, h is chosen as \(h_ n(t)=1/T\) for \(t=0\), \(h_ n(t)=(1/T)\sin (n\pi t/T)/(n\pi t/T)\) for \(t\neq 0\) and some \(n\in {\mathbb{N}}\) (in which case we have that \(\Omega =\Omega_ n=[- (n/2)\omega_ 0\), \((n/2)\omega_ 0]\) with \(\omega_ 0=2\pi /T).\) The paper is now concerned with the case in which y(\(\cdot\), \(k\cdot T+v(t))\) is sampled instead of y(\(\cdot\), \(k\cdot T)\) where \(v=v(t)\) is a random variable with probability space (\({\mathcal T}=[-\tau,\tau],{\mathfrak B},p)\) for some \(\tau\in [0,T/2]\), \({\mathfrak B}\) being the sigma algebra of Borel sets in \({\mathcal T}\) and p being a Borel measure on \({\mathfrak B}\) with p(\({\mathcal T})=1\). By v(t) a random sampling error is expressed whose measure space is assumed to be (\({\mathcal T},{\mathfrak B})\) and whose probability distribution is then given by \(G_ p(t)=p\{t\in {\mathcal T}| v(\hat t)\leq t\}\). If p is given, one can try to find h such that the mean square error \[ E[(y(\cdot,k\cdot T+v(t))-s_ k(\cdot))^ 2]=\int_{A}[y(a,k\cdot T+t)-s_ k(a))^ 2dG_ p(t) \] (which, under the above assumptions, is independent of k) becomes minimal. A worst case analysis then consists of the determination of p such that the corresponding minimal mean square error becomes maximal. This problem is discussed in general and is completely solved for the case that h is chosen in the space of functions spanned by \(h_ 1\) and by \(h_ 1\), \(h_ 2\), respectively, with \(h_ n\) as defined above. Concerning the case where h is chosen in the span of \(h_ 1,...,h_ N\) for any \(N\in {\mathbb{N}}^ a \)conjecture is made (which in the meantime could be proved).

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