Interpolation of complex stationary processes |
| |
| Authors: | Bondon P. |
| |
| Affiliation: | Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette ; |
| |
| Abstract: | The problem of minimum mean-square infinite extent interpolation for discrete-time stationary complex stochastic processes is studied. The interpolator consists of linear combinations of samples of the process and of their complex conjugate. The expressions of the interpolator and of the approximation error are derived and various consequences are examined. It is shown in particular that the approximation error may be zero while the interpolation error obtained when using only linear combinations of the samples is maximum |
| |
| Keywords: | |
|
|
