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arXiv · 1608.03723

Aliasing-truncation Errors in Sampling Approximations of Sub-Gaussian Signals

Yuriy Kozachenko·Andriy Olenko
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Abstract

The article starts with new aliasing-truncation error upper bounds in the sampling theorem for non-bandlimited stochastic signals. Then, it investigates $L_p([0,T])$ approximations of sub-Gaussian random signals. Explicit truncation error upper bounds are established. The obtained rate of convergence provides a constructive algorithm for determining the sampling rate and the sample size in the truncated Whittaker-Kotel'nikov-Shannon expansions to ensure the approximation of sub-Gaussian signals with given accuracy and reliability. Some numerical examples are presented.

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BibTeXRIS

Yuriy Kozachenko, Andriy Olenko. 2016-08-12. Aliasing-truncation Errors in Sampling Approximations of Sub-Gaussian Signals. https://doi.org/10.1109/tit.2016.2597146

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