A sampling theorem for multivariate stationary processes
The notion of sampling for second-order q-variate processes is defined. It is shown that if the components of a q-variate process (not necessarily stationary) admits a sampling theorem with some sample spacing, then the process itself admits a sampling theorem with the same sample spacing. A sampling theorem for q-variate stationary processes, under a periodicity condition on the range of the spectral measure of the process, is proved in the spirit of Lloy's work. This sampling theorem is used to show that if a q-variate stationary process admits a sampling theorem, then each of its components will admit a sampling theorem too.
Year of publication: |
1983
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Authors: | Pourahmadi, Mohsen |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 1, p. 177-186
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Publisher: |
Elsevier |
Keywords: | Sampling theorem stationary processes multivariate processes matrix-valued measures Random-Nikodym derivative |
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